纯生跳跃扩散型交换期权定价公式

在假定标的资产价格服从纯生跳跃过程的条件下,研究一类多资产期权——资产权重不同的交换期权,并在风险中性的条件下建立相应的定价方程,运用条件期望等相关知识得出交换期权的解析公式。文中最后列出一些特殊纯生跳跃扩散型交换期权的定价的例子.     

离子束引起的在Al／Cr双层薄膜界面处的原子混合

用600keV的Kr~ 离子轰击Al/Cr双层薄膜样品进行界面原子反应及相互混合的研究。实验样品是在单晶硅上蒸镀约500nm厚的铝膜,相继再蒸上所需厚度的铬膜而制成的。轰击剂量为2.0×10~(15)-2.5×10~(16)Kr~ /cm~2。用2.0MeVa粒子对轰击前后的样品进行了卢瑟福背散射(RBS)分析,发现界面处有明显的原子混合存在;当轰击剂量≥1.0×10~(16)Kr~ /cm~2时,RBS谱出现有明显的坪台,经拟合计算和x射线衍射(XRD)测量证实确有化合物Al_(13)Cr_2存在;还分别得到了原子混合量及混合效率与轰击剂量的关系;最后对界面处的原子混合机制进行了讨论。     

Effect of distortion in electron impact excitation in Coulomb-projected Born approximation

We have calculated total and differential cross-sections for 1s →ns (n = 2, 3, 4) electron impact excitation of hydrogen and hydrogenic ions at various energies in Coulomb-projected Born approximation. Distortion due to static interactions, target polarization and exchange effects has been incorporated in the initial channel. The present calculations have been compared with other theoretical and experimental results.     

低能N+离子注入对加工番茄的辐照效应

本研究以87-5制罐番茄种子为处理材料,用N 离子作为诱变源,以35keV的能量,分别以20次、40次、50次、60次脉冲,注入剂量2×1016N /cm2、4×1016N /cm2、6×1016N /cm2、10×1016N /cm2进行激发诱变,变异显著.表现为出苗率降低,座果提前.在果实的品质性状变化不大情况下,座果数明显增加,部分处理材料的产量明显提高.     

Stability of Markovian structure observed in high frequency foreign exchange data

Contrary to the common sense in economics and financial engineering, price fluctuations at very fine level of motion exhibit various evidences against the efficient market hypothesis. We attempt to investigate this issue by studying extensive amount of foreign currency exchange data for over five years at the finest level of resolution. We specifically focus on the proposed stability in binomial conditional probabilities originally found in much smaller examples of financial time series. In order to handle very large data, we have written an efficient program in C that automatically generates those conditional probabilities. It is found that the stability is maintained for extremely large time duration that covers almost the entire period. Based on the length of conditions for which the conditional probabilities are distinguishable each other, we identify the length of memory being less than 3 movements.     

πNN过程对Gottfried求和规则破坏的贡献

指出在计算πNN过程对核子结构函数的贡献时,将反冲核子视为物理核子更为合理.对Gottfried求和规则破坏、对质子中海夸克分布u和d不对称u(x)–d(x)等方面的贡献给出了详细的计算,与已有实验进行比较.结果表明π介子交换不是导致这一破坏以及影响核子结构函数的效应的惟一来源.     

SHI induced modification in CR-39 polycarbonate by positron annihilation lifetime studies

CR-39 is a polycarbonate widely used as SSNTD for recording nuclear charged particles and in other applications. Latent ion tracks produced in the polymers due to the damage produced by the passage of Swift Heavy Ions contain amorphous material with highest degree of disorder, changing the free volume properties which have strong correlation with the macroscopic properties of the material. Positron annihilation lifetime spectroscopy (PALS) provides direct information about the dimension, content and hole size distribution of free volume in polymers. The effect of irradiation of ⁴⁰Ar (14.9 MeV/n) ions on CR-39 polycarbonate by Positron Annihilation Lifetime Spectroscopy (PALS) is reported here. PALS provides a non-destructive and non-interfering probe, having high detection efficiency for free volume hole properties. From o-Ps lifetime mean free volume hole radius and average free volume of the micro-voids have been calculated. PAL measurement shows an increase in free volume on irradiation.     

Na离子和Cl离子引起He原子直接多重电离过程的研究

利用2～8 MeV的Naq+、Clq+(q=2,3,4,5)轰击氦原子,对碰撞的直接多重电离过程进行研究.实验采用反冲离子-散射离子飞行时间符合技术,通过反冲离子飞行时间谱区分不同价态反冲离子;利用静电偏转和位置灵敏探测技术区分不同电荷态散射离子;结合CAMAC-PC多参数获取系统得到一定价态散射离子所对应的反冲离子电荷态分布谱;经分析该谱得到直接多重电离截面与直接单电离截面之比R21.讨论了R21随入射离子速度和电荷态的变化关系.     

Synthesis of poly-yne polymers containing transition metals,disilane, disiloxane and phosphine groups in the main chain

The synthesis and characterization of metal poly-yne polymers containing disilane, disiloxane and phosphine groups in the main chain are described. The platinum and palladium poly-yne polymers were synthesized by polycondensation reactions between a metal chloride and an α, ω-bisethynyl complex in amines in the presence of cuprous iodide as a catalyst. The nickel poly-yne polymers were synthesized by an alkynyl ligand exchange reaction between a nickel acetylide and an α, ω-bisethynyl complex in diethylamine in the presence of cuprous iodide as a catalyst. The reaction of the platinum poly-yne polymer, containing disiloxane groups in the main chain, with copper (I) salts afforded adducts of η-²-bonded σ-acetylide polymer complexes. The reactions of the palladium poly-yne polymer, containing phosphine groups in the main chain, with transition-metal carbonyl complexes afforded polymer complexes which have phosphorus in the main chain-transition-metal bonds. A concentrated solution of the platinum poly-yne polymer containing disiloxane groups in the main chain forms a lyotropic liquid crystal in dichloromethane or 1, 2-dichloroethane.     

Determination of the rate of rapid lipid transfer induced by poly(ethylene glycol) using the SLM Fourier transform phase and modulation spectrofluorometer

Rate constants were determined for the transfer of the fluorescent lipid probe 1-palmitoyl-2-[[2-[4-(6-phenyl-trans-1,3,5-hexatrienyl)phenyl]ethyl] oxy]carbonyl]-3-sn-phosphatidylcholine (DPHpPC) between large, unilamellar extrusion vesicles composed either of dipalmitoyl phosphatidylcholine (DPPC) or of DPPC mixed with a small amount (0.5 mol%) of lyso phosphatidylcholine (Lyso PC). Transfer of the lipid probe in the presence of varying concentrations of poly(ethylene glycol) (PEG) was monitored using the SLM 48000-MHF Multi-Harmonic Fourier Transform phase and modulation spectrofluorometer to collect multifrequency phase and modulation fluorescence data sets on a subsecond time scale. The unique ability of this instrument to yield accurate fluorescence lifetime data on this time scale allowed transfer to be detected in terms of a time-dependent change in the fluorescent lifetime distribution associated with the lipid-like DPHpPC probe. This probe demonstrates two short fluoresence decay times (ca. 1.1–1.4 and 4.3–4.8 ns) in a probe-rich environment but a single long lifetime (ca. 7 ns) in a probe-poor environment. A simple two-state model for initial lipid transfer was used to analyze the multifrequency data sets collected over a 4-s time frame to obtain the time rate of change of the concentrations of donor and acceptor probe populations following rapid mixing of vesicles with PEG. The ability to measure fluorescence lifetimes on this time scale has allowed us to show that the of rate of lipid transfer increased dramatically at 35% PEG in both fusing and nonfusing vesicle systems. These results are interpreted in terms of a distinct interbilayer structure associated with intimate bilayer contact induced by high and potentially fusogenic concentrations of PEG.