Arbitrage‐free call option surface construction using regression splines

In this work, we suggest a novel quadratic programming‐based algorithm to generate an arbitrage‐free call option surface. The empirical performance of the proposed method is evaluated using S&P 500 Index call options. Our results indicate that the proposed method provides a more precise fit to observed option prices than other alternative methodologies. Copyright © 2014 John Wiley & Sons, Ltd.     

QEPAS系统中石英音叉模态仿真计算与研究

对石英音叉增强型光声光谱(QEPAS)系统中常用的石英音叉进行了有限元模态计算，获得石英音叉前6阶振型与模态频率，认知了第4阶对称摆动振型为有效振动，利用单因素法分析了石英音叉的音臂长度l₁、音臂宽度w₁、音臂厚度t、音臂切角θ、音臂圆孔直径d及音臂圆孔高度h对低阶有效共振频率(Fre)的影响，敏感度依次为： l₁> w₁>d>θ>t>h，考虑实际设计情形，筛选出了l₁，w₁，d与h四个石英音叉设计变量，采用Box-Behnken实验设计方案与RSM(response surface methodology)方法，以Fre为函数目标，建立l₁，w₁，d与h的二次回归响应面模型，得到了参数之间的交互作用，利用Design-Expert软件对响应面模型进行设计参数反求，结果表明，在15 000 Hz≤Fre≤25 000 Hz计算区域内误差较小，基本满足QEPAS系统的计算需求，所提出的研究与设计方法具有一定通用性，可为QEPAS系统中石英音叉结构参数设计提供参考。     

Probing the Catalytic Activity of Reduced Graphene Oxide Decorated with Au Nanoparticles Triggered by Visible Light

Hybrid materials in which reduced graphene oxide (rGO) is decorated with Au nanoparticles (rGO–Au NPs) were obtained by the in situ reduction of GO and AuCl₄^?_(aq) by ascorbic acid. On laser excitation, rGO could be oxidized as a result of the surface plasmon resonance (SPR) excitation in the Au NPs, which generates activated O₂ through the transfer of SPR‐excited hot electrons to O₂ molecules adsorbed from air. The SPR‐mediated catalytic oxidation of p‐aminothiophenol (PATP) to p,p′‐dimercaptoazobenzene (DMAB) was then employed as a model reaction to probe the effect of rGO as a support for Au NPs on their SPR‐mediated catalytic activities. The increased conversion of PATP to DMAB relative to individual Au NPs indicated that charge‐transfer processes from rGO to Au took place and contributed to improved SPR‐mediated activity. Since the transfer of electrons from Au to adsorbed O₂ molecules is the crucial step for PATP oxidation, in addition to the SPR‐excited hot electrons of Au NPs, the transfer of electrons from rGO to Au contributed to increasing the electron density of Au above the Fermi level and thus the Au‐to‐O₂ charge‐transfer process.     

Synthesis,Crystal Structure,and Magnetic Properties of a New Dinuclear Iron Complex with Schiff Base Ligand

A new dinuclear iron(Ⅲ) complex has been synthesized and structurally characterized by X-ray crystallography: [FeⅢ2(L)(C6H5COO)(SO4)(CH3OH)2]·CH3CN·CH3OH(1, H3 L = N,N'-bis(salicylidene)-1,3-diamino-2-propanol). Complex 1 belongs to orthorhombic space group Pna21 with a = 11.4400(8), b = 22.9705(2), c = 12.5712(9) , V = 3303.5(4) 3, Z = 4, F(000) = 1576, Dc = 1.531 g·cm–3, Mr = 761.36, μ = 1.007 mm–1, S = 1.014, the final R = 0.0505 and wR = 0.1018. The crystal packing is stabilized by intermolecular O–H···O hydrogen bonds, forming an extended one-dimensional chain structure. The temperature dependence of magnetic susceptibility measurement shows that antiferromagnetic interaction is propagated between the metal centers. Fit as dinuclear arrangement gave parameters of J = 19.7 cm-1, g = 1.89 and R2 = 0.9999.     

Hydrothermal Synthesis and Structure of a Novel Coordination Polymer Co_3(tma)(pda)_2(H_2O)_3]n·nH_2O

1INTRODUCTION Recently,the design and preparation of coordina-tion polymers with new porous frameworks are of great interest due to their potential functionalities such as catalysis,gas absorption,separation and molecu-lar recognition.In designing1-D,2-D and3-D porous coordination polymers,the selection of appropriate ligands is crucial for determining the structure.The mixed-linker systems of both carboxylates and pyri-dyls have proved to be effective for the preparation of novel coordi…     

双掺(Tm3+,Tb3+)LiYF4激光器1.5 μm波长激光阈值分析

由速率方程推出了双掺（Tm^3 ,Tb^3 ）离子准四能级系统的激光阈值解析式，讨论了Tm^3 和Tb^3 离子之间的相互作用。分析了1.5μm波长附近的激光阈值和Tm^3 、Tb^3 离子的掺杂原子数分数及晶体长度的关系。结果表明，对于对应Tm^3 离子^3H4→^3F4跃迁的约1.5μm波长的激光，激活离子Tm^3 的掺杂原子数分数过大时，交叉弛豫作用将使系统阈值迅速增加。Tb^3 离子的加入，一方面能抽空激光下能级，起到降低阈值的作用；另一方面亦减少了激光上能级的寿命，使阈值升高。故Tb^3 离子有最佳掺杂原子数分数。对于Tm原子数分数为y=0.01的Tm:LiYF4晶体，Tb^3 离子的最佳掺杂原子数分数为0.002左右，同时表明，激光阈值与晶体长度有关。最佳晶体长度与Tm^3 、Tb^3 离子的掺杂原子数分数以及晶体的衍射损耗和吸收损耗有关。     

四角晶相HfO2(001)表面原子和电子结构研究

采用基于第一性原理的密度泛函理论研究了四角晶相二氧化铪(t-HfO₂)体相及 其(001)表面的原子几何与电子结构.理论计算结果表明，t-HfO₂(001)表面不会 产生重构现象.与体相电子结构相比, t-HfO₂(001)表面态密度明显高于体相态 密度.其次，表面原子的态密度更靠近费米能级(E_F)，价带往低能量处移动，并 有表面态产生.计算结果表明了t-HfO₂表面禁带宽度明显低于体相的禁带宽度. t-HfO₂(001)的表面态产生以及表面禁带宽度减小是由于Hf原子与O原子的配位 数减少，表面原子周围的环境发生变化而引起的. 关键词： 密度泛函理论 2(001)')" href="#">t-HfO₂(001) 表面电子结构     

Ag+掺杂的立方相Y2O3:Eu纳米晶体粉末发光强度研究

采用化学自燃烧法制备了不同Ag⁺掺杂浓度的Y₂O₃:Eu纳米晶体粉末样品(［Y³⁺］∶［Eu³⁺］∶［Ag⁺］=99∶1∶X，X=0—3.5×10^-2)，以及通过退火处理得到了相应的体材料.根据X射线衍射谱确定所得纳米和体材料样品均为纯立方相.实验表明在纳米尺寸样品中随着Ag离子浓度的增加，荧光发射强度随之增加，当X=2×10^-2时达到最大值，其发光强度比X=0时提高了近50%.当Ag离子浓度继续增加，样品发光强度保持不变.在相应的体材料样品中则没有观察到此现象.通过对各样品的发射光谱，激发光谱，X射线衍射图谱，透射电镜(TEM)照片和荧光衰减曲线的研究，分析了引起纳米样品荧光强度变化的原因是由于Ag离子与表面悬键氧结合，从而使这一无辐射通道阻断，使发光中心Eu³⁺的量子效率提高；Ag⁺的引入所带来的另一个效应是使激发更为有效.这两方面原因使发光效率得到了提高.     

Yb3+掺杂KY(WO4)2激光晶体生长、结构与光谱分析

采用顶部籽晶提拉法(TSSG)生长出Yb:KY(WO₄)₂(Yb:KYW)激光晶体.对预烧后的原料及晶体进行了XRD分析，结果表明，分别在920℃和600℃预烧8h后的熔质和助熔剂基本上形成一相，抑止了实验中的挥发问题；所生长的晶体为β-Yb:KYW，计算其晶格常数为a=1.063nm，b=1.034nm，c=0.755nm，β=130.75°.测得不同厚度样品的吸收光谱，结果表明样品在933nm和981nm有较强的吸收峰，计算出主峰981nm的吸收截面σ关键词： Yb:KYW TSSG法 晶体结构 光谱参数