管理人因素对风险项目期权估值的影响

本基于对风险项目及其“孪生证券”风险和收益特性的分析，认为真正的“孪生证券”实际中很难存在，进而提出利用“近似孪生证券”与无风险证券构造资产组合来复制实物期权收益特征，利用无风险套利分析确定项目实物期权价值的方法。但考虑到管理人因素造成的实物期权内部风险特征的不可复制性，本进一步提出利用“确定性等值”将内部风险价值V1具体化，从而实现对“近似孪生证券”方法进行修正。     

Dynamical dark energy models – dynamical system approach

We study the Friedmann-Robertson-Walker model with dynamical dark energy modelled in terms of the equation of state p _X = w _X (a(z)) ρ _X in which the coefficient w _X is parameterized by the scale factor a or redshift z. We use methods of qualitative analysis of differential equations to investigate the space of all admissible solutions for all initial conditions on the two-dimensional phase plane. We show advantages of representing this dynamics as a motion of a particle in the one-dimensional potential V(a). One of the features of this reduction is the possibility of investigating how typical big rip singularities are in the future evolution of the model. The properties of potential function V can serve as a tool for qualitative classification of all evolution paths. Some important features like resolution of the acceleration problem can be simply visualized as domains on the phase plane. Then one is able to see how large is the class of solutions (labelled by the inset of the initial conditions) leading to the desired property.     

四阶方程两点边值问题Hermite有限元解的渐近展式与外推

1引言有限元解的渐近展式是提高微分方程数值解精度的重要工具,比如亏量校正和外推就是建立在有限元解的渐近展式的基础之上．许多作者对此进行了大量的研究(见[1]-[4]),特别是文[1],提出了在研究有限元解的渐近展式中十分有用的能量嵌入技巧．本文利用能量嵌入定理得到了四阶方程两点边值问题Hermite有限元解及其二阶平均导数的渐近展式,进一步我们还讨论了它们的Richardson外推公式．考虑四阶方程两点边值问题     

Clustering Effect on the Statistical Estimation Accuracy of Distribution Density

The paper is devoted to statistical nonparametric estimation of multivariate distribution density. The influence of data pre-clustering on the estimation accuracy of multimodal density is analyzed by means of the Monte Carlo method. It is shown that the soft clustering is more advantageous than the hard one. While a moderate increase in the number of clusters also increases the calculation time, it considerably reduces the estimation error.     

Binding energy of impurity states in an inverse parabolic quantum well under magnetic field

 We have investigated the effects of the magnetic field which is directed perpendicular to the well on the binding energy of the hydrogenic impurities in an inverse parabolic quantum well (IPQW) with different widths as well as different Al concentrations at the well center. The Al concentration at the barriers was always x_max=0.3. The calculations were performed within the effective mass approximation, using a variational method. We observe that IPQW structure turns into parabolic quantum well with the inversion effect of the magnetic field and donor impurity binding energy in IPQW strongly depends on the magnetic field, Al concentration at the well center and well dimensions.     

Optical bistability of planar metal/dielectric nonlinear nanostructures

We study theoretically a nonlinear response of the planar metal/dielectric nanostructures constituted from periodical array of ultra thin silver layers and the layers of Kerr-like nonlinear dielectric. We predict hysteresis-type dependences of the components of the tensor of effective dielectric permittivity on the field intensity allowing the change in material transmission properties from transparent to opaque and back at extremely low intensities of the light. It makes possible to control the light by light in all-optical nanoscale devices and circuits.     

Systematic formulations for electronegativity and hardness and their atomic scales within density functional softness theory

A unified Mulliken valence with Parr ground‐state electronegativity picture is presented. It provides a useful analytical tool on which the absolute hardness as well ionization potential and electron affinity functionals are based. For all these chemical reactivity indices, systematic approximate density functionals are formulated within density functional softness theory and are applied to atomic systems. For the absolute hardness, a special relationship with the new electronegativity ansatz and a particular atomic trend paralleling the absolute electron affinity are established that should complement and augment the earlier finite‐difference energetic approach. © 2005 Wiley Periodicals, Inc. Int J Quantum Chem, 2006     

Recent radiochemical studies of the fission process

This article summarizes the recent radiochemical investigations on mass, charge kinetic energy and fragment angular distributions in low energy fission of actinides.     

Thermal effects on parallel resonance energy of whistler mode wave

In this short communication, we have evaluated the effect of thermal velocity of the plasma particles on the energy of resonantly interacting energetic electrons with the propagating whistler mode waves as a function of wave frequency and L-value for the normal and disturbed magnetospheric conditions. During the disturbed conditions when the magnetosphere is depleted in electron density, the resonance energy of the electron enhances by an order of magnitude at higher latitudes, whereas the effect is small at low latitudes. An attempt is made to explain the enhanced wave activity observed during magnetic storm periods.     

<Emphasis Type="Italic">Comment on</Emphasis>¶Low temperature specific heat of blue bronze K <Emphasis Type="Bold">0.30</Emphasis>MoO <Emphasis Type="Bold">3</Emphasis>, by J. Odin,J.C. Lasjaunias,K. Biljaković, K. Hasselbach,and P. Monceau

Eur. Phys. J. B 24, 315 (2001) Here we comment on a recently published paper on the presence of a phason contribution in the low temperature heat capacity data of the charge-density-wave compounds K_0.3MoO₃ and (TaSe₄)₂I. We have shown that the anomaly in the C _P / T ³ data reported by Odin et al. is straightforwardly interpreted in terms of low energy phonon modes resulting from the peculiar topology of these compounds. Received 21 February 2002 Published online 19 July 2002