CEV模型和B-P混合驱动模型下亚式期权Monte Carlo模拟

对亚式期权在CEV模型和B-P混合驱动模型限制下进行Monte Carlo模拟定价,建立风险中性测度,模拟出不同弹性因子值下资产价格路径.为了得出优于标准的Monte Carlo模拟,应用方差缩减技术来提高期权定价的精度.最后对亚式期权定价模型进行数值案例分析,得出弹性因子取值、时间步长、模拟次数与期权价值变化的关系.     

Studies on Monodispersed Microspheres of Zinc Sulfide Doped with Mn^2＋

In this paper,zinc acetate,manganese acetate and thiacetamide are used as raw materials to successfully synthesize monodispersed ZnS:Mn2+ microspheres by using hydrothermal method and taking P123 surfactant as a template. The products were characterized by XRD,STEM,FT-IR and N2 adsorption-desorption. And the results show that the diameter of this microsphere is 1.0 μm or so,which is larger than that of ZnS microsphere without Mn2+ doping,and it has monodispersion,smooth surface and uniform size. The doping of Mn2+ does not obviously change the structure of monodispersed ZnS microsphere. The photoluminescence peak lies in a wide band ranging from 450 to 650 nm,and the microspheres emit orange light; with the increase of Mn2+ concentration,fluorescence intensity of ZnS:Mn2+ microsphere changes,and when the mole ratio of Mn2+:Zn2+ is 0.3:1,the fluorescence intensity is the strongest.     

Ultrasonic and Raman Scattering Spectroscopy of Zinc Thiocyanate Complexes in Water at 25<Superscript>∘</Superscript>C: Kinetics of Complex Formation Determined by Multivariate Analysis

Advances have been made recently in broadening the accessible ultrasonic absorption frequency range and improving the detectability of minor species present in solution using Raman spectroscopy. Development of chemometric techniques in these areas needs to keep pace with the improvement of these experimental methods. Refinements in the analysis of ultrasonic and Raman data based on multivariable least squares and factor analysis, respectively, are examined to investigate the kinetics of zinc thiocyanate complex formation in water. Analysis of ultrasonic absorption relaxation spectra verified that the observed process in aqueous Zn(SCN)₂ involves substitution of water from the first coordination shell of Zn²⁺. Use of a multivariable least-squares error surface is described that enhances the reliability of assigned frequencies of ultrasonic absorption maxima. Factor analysis of Raman scattering data provided direct evidence that at least four complex species, such as Zn(SCN)⁺ and Zn(SCN)₂, are simultaneously present in the aqueous zinc thiocyanate solutions.     

Summary of ISO/TC 201 standard: XXI. ISO 21270:2004—Surface chemical analysis—X‐ray photoelectron and Auger electron spectrometers—Linearity of intensity scale

This International Standard specifies two methods for determining the maximum count rate for an acceptable limit of divergence from linearity of the intensity scale of Auger and x‐ray photoelectron spectrometers. It also includes methods to correct for intensity non‐linearities so that a higher maximum count rate can be employed for those spectrometers for which the relevant correction equations have been shown to be valid. Copyright © 2004 John Wiley & Sons, Ltd.     

Experimental determination of chlorine isotope separation factor by anion-exchange chromatography

Chlorine isotope fractionation factor was determined by strongly basic anion-exchange chromatography with 0.1 mol/l HCl at 25 °C. The magnitude of the factor was calculated as a single-stage separation factor of 1.00030 with analytical precision of 0.00006 (1σ). The results showed that the lighter isotope () was preferentially fractionated into the resin phase, while the heavier one () enriched into the aqueous phase. This trend suggested that the hydrated Cl⁻ ions in the aqueous phase were slightly more stable than the hydrated Cl⁻ ions electrostatically interacting with the ion-exchange groups of the resin.     

An overview of analytical methodologies for the determination of antibiotics in environmental waters

The widespread occurrence of antibiotics as contaminants in the aquatic environment has increased attention in the last years. The concern over the release of antibiotics into the environment is related primarily to the potential for the development of antimicrobial resistance among microorganisms. This article presents an overview of analytical methodologies for the determination of quinolone (Qs) and fluoroquinolone (FQs), macrolide (MLs), tetracycline (TCs), sulfonamide (SAs) antibiotics and trimethoprim (TMP) in different environmental waters. The analysis of these antibiotics has usually been carried out by high-performance liquid chromatography (HPLC) coupled to mass spectrometry (MS) or tandem mass spectrometry (MS/MS) and to a lesser extent by ultraviolet (UV) or fluorescence detection (FD). A very important step before LC analysis is sample preparation and extraction leading to elimination of interferences and prevention of matrix effect and preconcentration of target analytes.     

Dependence of calibration sensitivity of a polysulfone/Ru(II)-tris(4,7-diphenyl-1,10-phenanthroline)-based oxygen optical sensor on its structural parameters

The optimum performance of an optical oxygen sensor based on polysulfone (PSF)/[Ru(II)-Tris(4,7-diphenyl-1,10-phenanthroline)] octylsulfonate (Ru(dpp)OS) was checked by carefully tuning the parameters affecting the membrane preparation. In particular, membranes having thickness ranging between 0.2 and 8.0 μm with various luminophore concentrations were prepared by dip-coating and tested. The membrane thickness was controlled by tuning the solution viscosity, and was measured both by secondary ion mass spectrometry (SIMS) and by visible spectroscopy (Vis). Luminescence-quenching-based calibration was a single value of the Stern-Volmer constant (K^′SV) for membranes containing up to 20 mmol Ru(dpp) g⁻¹ PSF (1.35 μm average thickness). The K^′SV value decreased for larger concentration. The highest sensitivity was obtained with membrane thickness around 1.6 μm, having a response time close to 1 s. Thicker membranes exhibited an emission saturation effect and were characterized by longer response time. The K^′SV behavior was interpreted on the basis of a mathematical approach accounting for the contribution of luminescence lifetime (τ₀), oxygen diffusion coefficient (DO₂) and oxygen solubility inside the membrane (sO₂) establishing the role of all of them and allowing their experimental determination. Moreover, a simple experimental way to estimate K^′SV without needing calibration was proposed. It was based either on the light emission asymmetry or on the percent variation of light emission on passing from pure nitrogen to pure oxygen.     

平行因子分析在赤潮藻滤液三维荧光光谱特征提取中的应用

在实验室条件下培养我国沿海常见的10种赤潮藻,测定了赤潮藻生长过程中藻滤液的三维荧光光谱.用平行因子分析对光谱进行分解,获得每种赤潮藻滤液荧光峰的个数及类型,即每种赤潮藻的特征光谱.在此基础上比较每种藻特征光谱的相似性和差异性,并分析了赤潮藻生长过程中滤液的荧光峰强度和生长阶段的关系,为基于赤潮藻滤液三维荧光光谱的赤潮藻种类识别测定技术提供依据.结果表明:不同赤潮藻的特征光谱之间存在差异.在指数生长期,类蛋白和类腐殖质荧光峰强度与藻密度呈正相关,说明两类有机物在水体中不断积累;在稳定期和衰亡期,两类有机物的荧光强度迅速增大,这可能是衰老和死亡细胞的破碎释放,以及细菌降解作用所致.平行因子分析可以有效提取赤潮藻的荧光特征,考察了赤潮藻荧光峰强度和生长阶段的关系.     

含羧基中药成分荧光标记方法的建立及优化

用荧光标记技术对含羧基类中药成分进行标记,探索中药成分荧光标记方法,提高其检测灵敏度、为中药药代动力学研究奠定基础。以荧光试剂8-氨基芘-1,3,6-三磺酸三钠盐(APTS)和绿原酸组成研究体系,对标记条件进行优化。反应体系中加入1-乙基-3-(3-二甲氨丙基)碳二亚胺盐酸盐(EDC.HCl)与N-羟基丁二酰亚胺(NHS)可使衍生反应在室温下进行。APTS标记绿原酸的较优反应条件为:绿原酸与APTS的浓度比为1∶5,EDC的浓度为5 mmol/L,NHS的浓度为0.33 mmol/L。以0.1mol/L、pH5.50的NaH2PO4-Na2HPO4为缓冲溶液,绿原酸首先与EDC、NHS避光反应4 h,再与APTS反应4h,即可达到较好的标记效果。此标记方法操作简便,灵敏度高,可以用于含羧基类中药成分的荧光标记研究。