标的股价服从混合过程的期权定价公式及有限元算法

本文将马尔科夫跳跃过程叠加于 Ito过程 ,形成混合过程 ,并用该过程来刻画股价走势情况。而后在标的股价服从混合过程的基础上 ,推导出了欧式看涨期权的定价公式 ,并对美式看跌期权定价给出了有限元算法。     

An expansion in the exponent for compound binomial approximations

The purpose of this paper is two-fold. First, we introduce a new asymptotic expansion in the exponent for the compound binomial approximation of the generalized Poisson binomial distribution. The dependence of its accuracy on the symmetry and shifting of distributions is investigated. Second, for compound binomial and compound Poisson distributions, we present new smoothness estimates, some of which contain explicit constants. Finally, the ideas used in this paper enable us to prove new precise bounds in the compound Poisson approximation. Published in Lietuvos Matematikos Rinkinys, Vol. 46, No. 1, pp. 67–110, January–March, 2006.     

The Role of a Specific Response of Media in the Vavilov-Cherenkov Effect

It is shown that the condition υ > υ_p (ω), which is necessary in order to trigger the Vavilov-Cherenkov effect, determines the interval of radiated frequencies and it alone cannot establish a strong restriction to the velocity of the particle. It is exhibited that it is possible to define a general lower bound for the velocity of the particle, which does not depend on the frequency when both, a specific response of the medium is taken into account and the mentioned condition is considered. The minimum value of the phase velocity of light in the medium determines the existence of such general lower bound.     

正相协列乘积和的重对数律与强大数律

证明了强平稳正相协列乘积和的重对数律与不同分布正相协列乘积和的强大数律,指出了部分和服从强大数律但乘积和未必服从强大数律这一事实,并讨论了定理2中一个条件的必要性．     

高强混凝土弯压极限应变试验研究与计算

由于混凝土材料理化特性的差异,高强混凝土的弯压极限应变明显地小于普通混凝土,依据试验结果分析了高强混凝土的弯压极限应变变化规律,并给出了它的计算公式.     

Multispectral imaging of Mars: ISM results

Summary Multispectral imaging of planets opens a new class of studies of atmospheric and surface signatures. With ISM experiment on board Phobos, the first IR multispectral imaging of Mars from space was achieved. In viem of the Future Omega experiment on board Mars 94, we present here a sample of data and results (and problems) which can be achieved by studying spectral reflectance. Paper presented at the V Cosmic Physics National Conference, S. Miniato, November 27–30, 1990.     

Precise lattice parameter measurements in CsCl-Br solid solutions between room temperature and 90°K by powder x-ray diffraction

Solid solutions of CsCl-Br in five different concentrations were prepared in sealed quartz tubes by heating the mixture to 1123°K for 6–8 hr and quenching to room temperature. X-ray diffractograms were taken at eight different temperatures between room temperature and 90°K for these solid solutions using the YPC50NM powder diffractometer and a continuous flow cryostat. The observed lattice parameters for each sample at each temperature obtained from the powder diffractograms were then extrapolated to give the true lattice parameters using the least square method with Nelson-Riley extrapolation scheme. The values of the true lattice parameters at each concentration and at each temperature were tabulated and the results discussed. It is shown that the lattice parameters vs temperature for some concentrations exhibit an anomalous behaviour. Contribution No. 691     

Reactions of mercury salts with benzo- and tetrafluorobenzobarrelenes

Regiochemistry and stereochemistry of the addition of mercury salts to benzobarrelene and tetrafluorobenzobarrelene have been studied in acetic acid and methanol. The effect of the substrate structure on the regiochemistry of the reaction is discussed.Translated fromIzvestiya Akademii Nauk. Seriya Khimicheskaya, No. 6, pp. 1105–1108, June, 1994.     

Fuzzy集的基数

关于Fuzzy集的基数，[1]中曾对有限支集的Fuzzy集以及极苛刻条件下的无限Fuzzy集给出过一种定义。但是，正如本文将要指出的那样，该定义是不合理的。本文将从研究Fuzzy映射入手，给出Fuzzy集基数的一般性定义。基于这一定义，不但得到有关基数的大部分结论，而且有其自身的特殊性。