股票价格遵循几何分式Brown运动的期权定价

讨论了股票价格过程遵循几何分式B row n运动的欧式期权定价.由于该过程存在套利机会使得传统的期权定价方法(如资本资产定价模型(CAPM),套利定价模型(APT),动态均衡定价理论(DEPT))不可能对该期权定价.利用保险精算定价法,在对市场无其它任何假设条件下,获得了欧式期权的定价公式.并讨论了在有效期内股票支付已知红利和红利率的推广公式.     

锐钛矿二氧化钛超细纳米晶的三声子互作用

本文通过对粒径为2.2-25.5nm的锐钛矿二氧化钛超细纳米晶在83-293 K温度范围内的变温拉曼光谱的研究,得到了三声子互作用对拉曼频率和线宽的贡献随粒径的变化关系。结果表明锐钛矿二氧化钛超细纳米晶的三声子相互作用随粒径减小而加强。     

一道解析几何题的多种解法

解析几何是用代数方法研究几何问题的数学分支，其中的题目可涉及到函数，三角，不等式等各种数学知识，这就决定了一个解析几何问题可能有多种不同的解法。解析几何的一题多解可以提高思维的灵活性，拓展人的思路，进而可以提高解决数学综合问题的能力。下面就以一道解析几何题给出几种不同的解法。     

几何直观在线性代数教学中的应用

本文强调了几何直观在线性代数教学中的作用 ,通过例子从代数概念的引入、代数性质的几何解释、代数理论应用的直观分析几个方面加以说明 .     

基于旋转描述的三维几何造型方法

提出了一种能用凸四边形表示并可作平面展开的三维实体造型的设计方法。该方法用旋转描述表把二维平面展开图和三维实体联系起来，模拟人工折叠过程，由二维平面展开图逐次旋转变换完成三维造型重建。造型重建后，再通过纹理映射将平面设计图案映射到实体的各个面上，完成对实体着色渲染，生成具有真实感的三维实体。     

用脉冲激光同轴全息技术测量微射流

强冲击载荷下自由表面的粒子喷射现象还没有被清楚认识，很难从理论上给以准确的计算模型，因而从实验测定材料在冲击载荷下自由面面喷射物质的分布和粒子尺寸大小就显得非常重要。测量微粒场的脉冲激光同轴全息技术，具有在纳秒或更在短时间内“固化”运动微粒场、测量精度高、景深长、光路简单和获得的信息量大等优点。这些优势使得脉冲激光同轴全息技术成为研究微喷射场的重要测试手段之一。     

Experimental Study of Effect of Medium Boundary on Light Distribution in Tissue Phantoms

An experimental method for investigating the effect of medium boundary on distributions of light in the biological tissue phantom intralipid is presented. Measurements of distributions of light in intralipid-10% suspensions at 633 nm are described, in which a narrow collimated beam is incident on the surface of the phantoms and into the different depths inside of the phantoms. The experimental results show that the effect of the boundary of the medium on the curves geometry of light distributions is trivial, but the effect on intensity of scattering light is obvious, the maximal relative change of the energy fluence reaches 53.8% and the position of the peak of the energy fluence curve has a shift of 1.1 mm in the reverse direction of incident light for the phantom with albedo a=0.998, and the effect of the boundary is decreased with the increase of the absorption coefficients of tissue phantoms. The experimental results were analysed by the diffusion theory. These studies will be helpful for further understandings of the relation between the boundary of biological tissue and the distribution of light in tissue.     

A modal analysis for the acoustic radiation problems, Ⅱ. Examples

The acoustic radiation modes and the field distribution modes describe the radiation patterns of a complex vibrating surface and the field distribution patterns respectively. The physical meanings of the acoustic radiation modes and the field distribution modes are revealed by numerical method. For a sphere body, a spinning body and a rectangular body, the geometrical patterns of the acoustic radiation modes and the field distribution modes are given. The radiation mode 1 represents the radiation behavior of a monopole radiator, the radiation modes 2 through 4 represent the radiation behavior of dipole radiators respectively, and the radiation modes 5 through 9 represent the radiation behavior of quadrapole radiators respectively. The acoustic radiation modes and the field distribution modes introduce the multi-pole decomposition method into discussion of the acoustic radiation problems.