复方维E霜治疗黄褐斑25例疗效观察

用维生素Ｅ和有机锗配制而成的复方维Ｅ霜治疗黄褐斑２５例，总有效率为８８％。     

Black-Scholes期权定价公式的博弈论相关分析

从博弈论理论角度出发分析了B lack-Scho les期权定价公式的内容,把期权价格看作期权交易过程中依赖于股票价格的收益期望值,通过计算这个无限随机过程的密度函数得出B lack-Scho les期权定价公式.     

Black-Scholes期权定价公式推广

在Black-Scholes期权定价模型的基础上,进一步考虑标的资产受多个跳跃源影响的情况,用含有多维Poisson过程的Ito-Skorohod随机微分方程描述标的资产价格的动态运动,应用等价鞅测度变换方法导出一般形式的欧式期权定价公式,并讨论了利率,波动率不是常数情况下的拓广形式.     

THE CONTINUOUS MULTIPLE CENTRE d-pπBOND IN SOLID STATE (Ⅰ) Band Structure And Metallic Behavior in TaPtTe_5 Type Compounds

<正> In this paper, we propose a new type of bond, continuous multi-centered d-pn bond on the basis of the Extended Huckel Tight-Banding Calculation and SCC-EHMO calculation for TaPtTe5 and its iso-structural compounds with infinite continuous structrue. The results show that the d-pπbonds which are mainly responsible for the metallic properties are very strong and dispersive. The ΔE, the energy gap between half-filled band block and the unoccupied band block is closely related to the conductivity. The conductivity of TaPdTe5 and NbPtTe5 is predicted. The perturbations between Te atoms in intralayer and interlayer are discussed.     

Simple Preparation of the Photocatalyst of Sn^2＋ -doped Titania

TiO2 is widely used as photocatalyst because of its optical and electronic properties, low cost, chemical stability, non-toxicity and applicability to the treatment of a large variety of pollutants1. The activities of photocatalyst were influenced by the …     

基于跳跃波动率的未定权益定价模型

讨论了具有随机波动率的未定权益定价问题,建立了两状态波动率的股票价格行为模型,在股票价格过程是连续过程、跳风险不可定价的假设下,推导出未定权益的定价公式.     

带有随机波动率的交换期权定价

通过利用计价单位的变换及等价鞅测度,得到了在随机波动率下的交换期权定价公式.     

广义Black-Scholes模型期权定价新方法--保险精算方法

利用公平保费原则和价格过程的实际概率测度推广了Mogens Bladt和Tina Hviid Rydberg的结果．在无中间红利和有中间红利两种情况下，把Black-Scholes模型推广到无风险资产(债券或银行存款)具有时间相依的利率和风险资产(股票)也具有时间相依的连续复利预期收益率和波动率的情况，在此情况下获得了欧式期权的精确定价公式以及买权与卖权之间的平价关系．给出了风险资产(股票)具有随机连续复利预期收益率和随机波动率的广义Black-Scholes模型的期权定价的一般方法．利用保险精算方法给出了股票价格遵循广义Ornstein-Uhlenback过程模型的欧式期权的精确定价公式和买权和卖权之间的平价关系．     

掺杂Y3+和Gd3+的 Phen-Eu(Ⅲ)二元固体配合物的红外及荧光光谱研究

合成了掺杂Y^3 和Gd^3 的Phen-Eu(Ⅲ）二元固体配合物，确定了它们的组成，测定了固体配合物的红外光谱和荧光光谱，并首次探讨了掺杂Y^3 和Gd^3 的Phen-Eu(Ⅲ）二元固体配合物荧光强度的影响。     

On the asymptotic free boundary for the American put option problem

In practical work with American put options, it is important to be able to know when to exercise the option, and when not to do so. In computer simulation based on the standard theory of geometric Brownian motion for simulating stock price movements, this problem is fairly easy to handle for options with a short lifespan, by analyzing binomial trees. It is considerably more challenging to make the decision for American put options with long lifespan. In order to provide a satisfactory analysis, we look at the corresponding free boundary problem, and show that the free boundary—which is the curve that separates the two decisions, to exercise or not to—has an asymptotic expansion, where the coefficient of the main term is expressed as an integral in terms of the free boundary. This raises the perspective that one could use numerical simulation to approximate the integral and thus get an effective way to make correct decisions for long life options.