Wick–Itô formula for regular processes and applications to the Black and Scholes formula

We derive a Wick–Itô formula, that is, an Itô-type formula based on Wick integration. We derive it in the context of regular Gaussian processes which include Brownian motion and fractional Brownian motion with Hurst parameter greater than 1/2. We then consider applications to the Black and Scholes formula for the pricing of a European call option. It has been shown that using Wick integration in this context is problematic for economic reasons. We show that it is also problematic for mathematical reasons because the resulting Black and Scholes formula depends only on the variance of the process and not on its dependence structure.     

Option Pricing and Hedging under a Markov Switching Lévy Process Model

In this paper,we consider a Markov switching Lévy process model in which the underlying risky assets are driven by the stochastic exponential of Markov switching Lévy process and then apply the model to option pricing and hedging.In this model,the market interest rate,the volatility of the underlying risky assets and the N-state compensator,depend on unobservable states of the economy which are modeled by a continuous-time Hidden Markov process.We use the MEMM(minimal entropy martingale measure) as the equivalent martingale measure.The option price using this model is obtained by the Fourier transform method.We obtain a closed-form solution for the hedge ratio by applying the local risk minimizing hedging.     

N-月桂酰基甲基丙氨酸钠三元复配体系的协同效应北大核心CSCD

将N‑月桂酰基甲基丙氨酸钠(SLMA)依次与月桂酰胺丙基甜菜碱(LAB)、烷基糖苷(APG1214)分别进行二元及三元复配,通过吊片法、稳态荧光探针法、动态光散射及稳态荧光猝灭法,对SLMA/LAB二元复配体系及SLMA/LAB/APG三元复配体系间的协同增效作用,以及溶液组成对其微极性、平均流体力学半径及胶束聚集数的影响进行了研究,并应用正规溶液理论计算二元及三元复配体系的相互作用参数。结果表明,SLMA/LAB二元复配体系及SLMA/LAB/APG三元复配体系均表现出全面增效的协同作用,其最佳物质的量比分别为n(SLMA)∶n(LAB)=3∶7,n(SLMA/LAB)∶n(APG1214)=3∶7,对应临界胶束浓度(CMC)分别为1.054×10^(−3)和1.595×10^(−4) mol/L,SLMA/LAB二元复配体系趋于形成分布集中的单一形态聚集体,且总体偏小;SLMA/LAB/APG三元复配体系的胶束大小比单一体系分布宽,且其胶束体积明显大于二元复配体系。两种复配体系所形成的胶束聚集数均小于单一体系,形成了更加紧密、稳定、较小的胶束结构。SLMA/LAB二元复配体系及SLMA/LAB/APG三元复配体系中表面活性剂分子间的相互作用力加快了稳定胶束的形成,胶束大小分布较宽,以球状及非球状胶束的形式存在,且复配体系形成了更加紧密的胶束结构。     

Photoredox-Enabled Self-(3+2) Cyclization of Vinyldiazo Reagents: Synthesis of Cyclopentenyl α-Diazo Compounds

A photocatalytic self-(3+2) cycloaddition of vinyldiazo compounds is described, which provides cyclopentene derivatives with conservation of one diazo functional group. Experimental insights and density functional theory indicate that the reaction is triggered by an unusual single electron oxidation of vinyldiazo compounds, while the photolysis for the generation of free carbene species is not involved. The synthetic applications of the resulting cyclopentenyl α-diazo compounds were demonstrated based on the rich chemistry of the diazo functional group.     

复合成核剂对聚丙烯结晶行为的影响

以超细橡胶粒子与有机磷酸盐成核剂复配的方法制备了一种新型复合成核剂,通过示差扫描量热法(DSC)比较了复合成核剂改性PP以及有机磷酸盐成核剂改性PP的结晶温度、等温结晶行为及等温结晶动力学;利用扫描电子显微镜(SEM)的能谱附件和透射电子显微镜(TEM)研究了复合成核剂的微观形态及其在PP中的分散情况.研究结果表明,复合成核剂中超细橡胶粒子作为载体使有机磷酸盐成核剂附着在其表面,提高了成核剂在聚丙烯中的分散性,因而提高了成核剂的成核效率,当成核剂用量较小时,即可明显提高PP的结晶速率和力学性能.     

Synthesis and Crystal Structure of Metronidazole-derived Compound

A MET-OH derivative,MET-OTs 1,was designed,prepared and structurally charac-terized by single-crystal X-ray diffraction. X-ray structure analysis reveals that 1 crystallizes in the monoclinic system,space group P21/c,with a=16.1178(14),b=7.5473(6),c=13.4161(11),V= 1520.3(2)3,β=111.3210(10)o,Z=4,Dc=1.421 g/cm3 and F(000)=680.     

Ag/C包覆对Li[Li0.2Mn0.54Ni0.13Co0.13]O2电化学性能的影响

运用共沉淀和元素化学沉积相结合的方法,制备出了具有Ag/C 包覆层的层状富锂固溶体材料Li[Li_0.2Mn_0.54Ni_0.13Co_0.13]O₂. 通过X 射线衍射（XRD）、场发射扫描电子显微镜（SEM）、透射电子显微镜（TEM）、恒流充放电、循环伏安（CV）,电化学阻抗谱（EIS）和X 射线能量散射谱（EDS）方法,研究了Ag/C 包覆层对Li[Li_0.2Mn_0.54Ni_0.13Co_0.13]O₂电化学性能的影响. 结果表明,Ag/C 包覆层的厚度约为25 nm,Ag/C 包覆在保持了固溶体材料α-NaFeO₂ 六方层状晶体结构的前提下,显著地改善了Li[Li_0.2Mn_0.54Ni_0.13Co_0.13]O₂ 的电化学性能. 在2.0-4.8 V（vs Li/Li⁺）的电压范围内,首次放电（0.05C）容量由242.6 mAh·g^-1提高到272.4 mAh·g^-1,库仑效率由67.6%升高到77.4%;在0.2C倍率下,30 次循环后,Ag/C 包覆的电极材料容量为222.6 mAh·g^-1,比未包覆电极材料的容量高出14.45%;包覆后的电极材料在1C下的容量仍为0.05C下的81.3%. 循环伏安及电化学交流阻抗谱研究表明,Ag/C包覆层抑制了材料在充放电过程中氧的损失,有效降低了Li[Li_0.2Mn_0.54Ni_0.13Co_0.13]O₂颗粒的界面膜电阻与电化学反应电阻.     

Synthesis and Characterization of Three Homoleptic Bismuth Silanolates: [Bi(OSiR3)3] (R = Me,Et, iPr)

The bismuth tris(triorganosilanolates) [Bi(OSiR₃)₃] ( 1 , R = Me; 2 , R = Et; 3 , R = iPr) were prepared by reaction of R₃SiOH with [Bi(OtBu)₃]. Compound 1 crystallizes in the triclinic space group with Z = 2 and the lattice constants a = 10.323(1) Å, b = 13.805(1) Å, c = 21.096(1) Å and α = 91.871(4)°, β = 94.639(3)°, γ = 110.802(3)°. In the solid state compound 1 is a trimer as result of weak intermolecular bismuth‐oxygen interactions with Bi–O distances in the range 2.686(6)–3.227(3) Å. The coordination at the bismuth atoms Bi(1) and Bi(3) is best described as 3 + 2 coordination whereas Bi(2) shows a 3 + 3 coordination. The intramolecular Bi–O distances fall in the range 2.041(3)–2.119(3) Å. Compound 3 crystallizes in the orthorhombic space group Pbcm with Z = 4 and the lattice constants a = 7.201(1) Å, b = 23.367(5) Å and c = 20.893(1) Å, whereas the triethylsilyl‐derivative 2 is liquid. In contrast to [Bi(OSiMe₃)₃] ( 1 ) compound 3 is monomeric in the solid state, but shows similar intramolecular Bi–O distances in the range 1.998(2)–2.065(5) Å. The bismuth silanolates are highly soluble in common organic solvents and strongly moisture sensitive. Compound 1 shows the lowest thermal stability.     

Ag/C包覆对Li[Li0.2Mn0.54Ni0.13Co0.13]O2电化学性能的影响

运用共沉淀和元素化学沉积相结合的方法,制备出了具有Ag/C包覆层的层状富锂固溶体材料Li [Li0.2Mn0.54Ni0.13Co0.13]O2.通过X射线衍射(XRD)、场发射扫描电子显微镜(SEM)、透射电子显微镜(TEM)、恒流充放电、循环伏安(CV),电化学阻抗谱(EIS)和X射线能量散射谱(EDS)方法,研究了Ag/C包覆层对Li[Li0.2Mn0.54Ni03Co013]O2电化学性能的影响.结果表明,Ag/C包覆层的厚度约为25 nm,Ag/C包覆在保持了固溶体材料α-NaFeO2六方层状晶体结构的前提下,显著地改善了Li[Li0.0Mn054Ni0.13Co013]O2的电化学性能.在2.0-4.8 V (vs Li/Li+)的电压范围内,首次放电(0.05C)容量由242.6 mAh·g-1提高到272.4 mAh·g-1,库仑效率由67.6％升高到77.4％;在0.2C倍率下,30次循环后,Ag/C包覆的电极材料容量为222.6 mAh·g-1,比未包覆电极材料的容量高出14.45％;包覆后的电极材料在1C下的容量仍为0.05C下的81.3％.循环伏安及电化学交流阻抗谱研究表明,Ag/C包覆层抑制了材料在充放电过程中氧的损失,有效降低了Li[Li02Mn0.54Ni0.13Co013]O2颗粒的界面膜电阻与电化学反应电阻.     

卤氧化铋复合物光催化剂

利用半导体光催化降解有机污染物与分解水制氢对于解决能源短缺与环境污染这一世界性难题具有重要意义,引起了人们的重视.传统的光催化剂TiO2存在可见光利用率低与光生载流子的复合率高等问题[1-3],因此寻找新型高效光催化剂的工作迫