β-Cyclodextrin-polyurethane polymer as solid phase extraction material for the analysis of carcinogenic aromatic amines

β-Cyclodextrin-polyurethane (β-CDPU) polymer was synthesized by the reaction of β-cyclodextrin with hexamethylene diisocyanate in dry dimethylformamide and used as a sorbent for the solid phase extraction (SPE) of carcinogenic aromatic amines from water. The polymers were characterized by Fourier transform infrared spectroscopy, thermogravimetric analysis, differential scanning calorimetry and particle size analysis. The separation and quantification was performed by Liquid chromatography with RP-C₁₈ column and diode array detection using standard arylamines for quantification. When compared with commercially available sorbents, β-CDPU gave better recovery for the aromatic amines. From the variation of pH of the extractant from 4.0 to 8.5 recovery was highest at pH 8.5. The breakthrough volume has been ascertained to be 100 ml for 200 mg of the resin. The new SPE material offers better recovery and estimation of banned arylamines.     

具有跳扩散的美式期权二叉树计算格式的收敛速率

American put option with jump-diffusion can be modelled as a vari- ational inequality problem with an integral term.Under the stability condition (σ~2Δt)/(Δx~2)≤1,whereΔx=ln(S_n 1)/(S_n),the convergence rate O((Δx)~(2/3) (Δt)~(1/3))of the explicit finite scheme for this problem is obtained by using penalization technique. The binomial tree scheme of this model,which is equivalent to the explicit scheme, is convergent by the same rate.     

在线气体分析的电晕放电大气压电离质谱

研制了适合在线气体分析的电晕放电大气压电离源(corona discharge atmospheric pressure ionization source)及其与商品质谱仪(LTQ-MS)的接口,对其试剂离子的产生机理进行了研究,以H2O. (H2O)为试剂离子,对乙醇气体进行检测,并分析了该离子的产生机制。实验结果表明:在潮湿氮气中电晕放电产生的主要试剂离子是m/z36、37和55;而在含丙酮的潮湿氮气中则产生m/z59和76等离子。利用静态顶空-电晕放电大气压电离质谱对不同浓度的乙醇水溶液进行分析,结果表明:以m/z64为检测对象,乙醇气体浓度的最低检出限可达2.4×10-7g/L;而以m/z47为检测对象,检出限为5.9×10-6g/L。同时还利用动态顶空-电晕放电大气压电离质谱对栀子花香气成分进行了检测,为生物挥发性物质的在线检测提供了一种新方法。     

Novel CD-MOF NIR-II fluorophores for gastric ulcer imaging

Gastric ulcers are one of the most common stomach diseases that often accompanied by inflammation, congestion, edema, scar tissue formation, and pyloric obstruction. Fiberoptic endoscopy and X-ray analysis of the upper GI tract have become the diagnostic procedure of choice for patients. However, conventional diagnosis technology is either invasive or radioactive. Herein, a novel CD-MOF NIR-II fluorophore (GPs-CH1055) was developed. The relative fluorophore intensity was largely consistent at various media and pH buffers, and it can swell into gel particles in solvents and be completely expelled from the gastrointestinal tract without being assimilated. GPs-CH1055 has been further evaluated in vivo, and exhibited strong retention effect on the gastric ulcer sites, bright NIR-II signals with high spatial and temporal resolution. Therefore, GPs-CH1055 shows great promise for realizing real-time gastric ulcer imaging and diagnosis.     

非线性Black-Scholes模型下算术平均亚式期权定价问题

在非线性Black-Scholes模型下,研究了算术平均亚式期权定价问题.首先利用单参数摄动方法,将亚式期权适合的偏微分方程分解成一系列常系数抛物方程.其次通过计算这些常系数抛物型方程的解,给出了算术平均亚式期权的近似定价公式.最后分析了近似结论的误差估计,并通过数值算例验证了所得近似结论的合理性.     

Pathwise superhedging for time-dependent barrier options on càdlàg paths—Finite or infinite tradeable European,One-Touch,lookback or forward starting options

We establish pathwise duality using simple predictable trading strategies for the robust hedging problem associated with a barrier option whose payoff depends on the terminal level and the infimum of a càdlàg strictly positive stock price process, given tradeable European options at all strikes at a single maturity. The result allows for a significant dimension reduction in the computation of the superhedging cost, via an alternate lower-dimensional formulation of the primal problem as a convex optimization problem, which is qualitatively similar to the duality which was formally sketched using linear programming arguments in Duembgen and Rogers [10] for the case where we only consider continuous sample paths. The proof exploits a simplification of a classical result by Rogers (1993) which characterizes the attainable joint laws for the supremum and the drawdown of a uniformly integrable martingale (not necessarily continuous), combined with classical convex duality results from Rockefellar (1974) using paired spaces with compatible locally convex topologies and the Hahn–Banach theorem. We later adapt this result to include additional tradeable One-Touch options using the Kertz and Rösler (1990) condition. We also compute the superhedging cost when in the more realistic situation where there is only finite tradeable European options; for this case we obtain the full duality in the sense of quantile hedging as in Soner (2015), where the superhedge works with probability $1?\epsilon$ where $\epsilon$ can be arbitrarily small), and we obtain an upper bound for the true pathwise superhedging cost. In Section 5, we extend our analysis to include time-dependent barrier options using martingale coupling arguments, where we now have tradeable European options at both maturities at all strikes and tradeable forward starting options at all strikes. This set up is designed to approximate the more realistic situation where we have a finite number of tradeable Europeans at both maturities plus a finite number of tradeable forward starting options.¹     

时间敏感选项依赖下的基础设施恢复决策研究

突发事件发生后,基础设施之间的恢复依赖为恢复过程带来了严重挑战。为了能够在突发事件后高效而有序的实现基础设施恢复运行,根据相互之间的恢复依赖关系制定合理的恢复决策非常关键。本文基于网络流理论,以累积恢复效能最大化为目标,建立了时间敏感选项依赖下的恢复设计与调度决策混合整数规划模型。然后,讨论了模型在完全中心化、完全分散和信息共享决策环境下的应用方法。最后,通过真实基础设施数据集测试了模型,结果表明:(1)该模型在突发事件后的基础设施恢复决策中具有应用可行性;(2)决策环境显著影响存在恢复依赖的基础设施网络整体累积恢复效能;(3)与完全分散决策环境相比,在信息共享决策环境下独立决策的整体累积恢复效能可以得到大幅提升。     

Real Brauer characters

In this paper, we determine the structure of finite groups with a small number of real-valued irreducible Brauer characters.     

A model of product line design and introduction sequence with reservation utility

Cannibalization is a major concern for a firm when designing a product line. In addition, external options from outside the firm’s product line may also play a significant role. In this paper, we investigate the impact of external options, represented by reservation utility, on product line design and introduction sequence. We find that: (a) heterogeneous reservation utility defines the relative attractiveness of segments and corresponding product line; (b) reservation utility makes it more favorable to introduce products sequentially rather than simultaneously; (c) aggregating segments is an effective way to mitigate cannibalization when it becomes too difficult to manage with different values of reservation utility across multiple segments; and (d) introducing products in a non-monotone order of quality can improve profit from simultaneous introduction when the value of reservation utility of a middle segment is particularly high.