Pricing Lookback Options with Knock‐out Boundaries

In the last decade, many kinds of exotic options have been traded and introduced in the financial market. This paper describes a new kind of exotic option, lookback options with knock‐out boundaries. These options are knock‐out options whose pay‐offs depend on the extrema of a given securities price over a certain period of time. Closed form expressions for the price of seven kinds of lookback options with knock‐out boundaries are obtained in this article. The numerical studies have also been presented.     

盐析辅助液液萃取交联聚维酮净化-靶向单一离子监测/高分辨质谱法测定蜂蜜中新烟碱类农药残留

基于盐析辅助液液萃取(LLE)交联聚维酮(PVPP)净化技术,建立了蜂蜜中7种新烟碱类农药的靶向单一离子监测(TSIM)/高分辨质谱检测方法。样品用乙腈基于盐析辅助LLE-PVPP提取净化,采用BEH C18色谱柱为分析柱,甲醇-水体系(两相均含0.1%甲酸和5 mmol/L甲酸铵)作为流动相,梯度洗脱,采用高分辨质谱TSIM模式检测目标化合物,内标法定量。结果表明,盐析辅助LLE-PVPP净化技术可实现提取净化一步式样品制备,TSIM扫描模式则显示了更宽的线性动态范围和更高的灵敏度与准确度。7种新烟碱类农药在0.01~100μg/L或0.02~100μg/L范围内具有良好的线性关系(r20.999);方法检出限为0.03~0.07μg/kg,定量下限为0.1~0.2μg/kg。在0.2、2、20μg/kg 3种加标水平下,7种新烟碱类农药在蜂蜜中的平均回收率为84.8%~112.7%,日内精密度(RSDr)为0.9%~5.7%,日间精密度(RSDR)为3.7%~9.7%。该方法前处理简单快速、成本较低,灵敏度高、重现性好,可广泛应用于蜂蜜中新烟碱类农药残留的快速检测。     

An Exceptionally Close,Non‐Bonded Hydrogen–Hydrogen Contact with Strong Through‐Space Spin–Spin Coupling

Condensation of 1,8,13‐tris(mercaptomethyl)triptycene and tris(bromomethyl)methane yields an in,in‐cyclophane with two inwardly directed methine groups. Based on X‐ray analysis and DFT and MP2 calculations, the hydrogen–hydrogen non‐bonded contact distance is estimated to be 1.50–1.53 Å. Furthermore, the two in‐hydrogen atoms show obvious spin–spin coupling with J=2.0 Hz.     

Trace Determination of Benzalkonium Chlorides in River and Wastewater by Capillary Electrophoresis following Solid‐Phase Extraction Coupled with Salting‐Out Extraction

Trace levels analysisbenzalkonium chlorides (BAKs) in river water and wastewater treatment plants (WWTP) effluents were determined by capillary electrophoresis (CE) following solid‐phase extraction (SPE) and salting‐out extraction. Salting‐out extraction using an appropriate ratio of sodium chloride (NaCl) and acetonitrile (ACN) mixed with concentrated SPE elutant was capable of providing more than 500‐fold enhancement in detection sensitivity. The ratios of ACN and NaCl for salting‐out extraction were investigated and optimized. Matrix interference was eliminated by salting‐out extraction. Limits of quantitation of BAK homologues were achieved at 0.1 μg/L in 250 mL water samples. Recoveries of BAKs in various spiked water samples ranged from 70% to 84% with relative standard deviation (RSD) less than 9%. Trace amounts of total BAKs were detected in river water and WWTP effluent samples ranging from 27 to 145 μg/L at the first time by CE.     

Gear transmission dynamics: Effects of index and run out errors

This work describes a non-linear dynamic model for the study of the vibration signals generated by gear transmissions. The developed model considers both the parametric excitations due to the variable compliance of bearings and gears, can handle changes in the transmitted torque and allows the integration of the dynamic equations quickly and accurately. This model has been developed previously by the authors to assess the profile deviations on the dynamic behavior of gear transmissions and its influence on the transmitted torque. It also includes the presence of gear defects as cracks and pitting during the calculation of meshing forces. In this paper, the model has been enhanced in order to include two common defects such as index errors and run out or eccentricity errors. Index errors occur as a result of a non-uniform angular distribution of the tooth profiles along the pitch circle. Run out appears due to the displacement of the geometric center of the gear with respect to the center of rotation of the shaft on which it is mounted. Although both errors are caused by different reasons, sometimes they have been confused because of their similitudes. The procedure for including both kinds of errors in the model is described and simulations under several transmitted torques are presented. The results are assessed and compared focusing the attention on certain transmission parameters and magnitudes as transmission error, load forces in the tooth flanks and demodulation techniques on the resulting vibratory signals.     

Evaluation on the interfacial fracture toughness of fiber-reinforced titanium matrix composites by push out test

The models for single-fiber push out test are developed to evaluate the fracture toughness G_IIc of the fiber/matrix interface in titanium alloys reinforced by SiC monofilaments. The models are based on fracture mechanics, taking into consideration of the free-end surface and Poisson expansion. Theoretical solutions to G_IIc are obtained, and the effects of several key factors such as the initial crack length, crack length, friction coefficient, and interfacial frictional shear stress are discussed. The predictions by the models are compared with the previous finite element analysis results for the interfacial toughness of the composites including Sigma1240/Ti-6-4, SCS/Ti-6-4, SCS/Timetal 834, and SCS/Timetal 21s. The results show that the models can reliably predict the interfacial toughness of the titanium matrix composites, in which interfacial debonding usually occurs at the bottom of the samples.     

镁合金用水溶性脱模剂 MK-300、MK-400的研制及其性能评价

研制开发了镁合金压铸用水溶性脱模剂MK-300、MK-400,可在高倍稀释的条件下使用,实验及实用结果显示MK-300、MK-400的脱模性、润滑性、高温附着性、模具保温性、模具残留物、铸件喷涂适应性、废液处理等均取得了满意的效果。