Vasicek债券定价模型的推广形式

V asicek债券定价模型假定即期利率r(t)遵循O-U过程,利率的长期均值θ为一个常数.对此进行推广,假设θ遵循一个离散跳跃过程,跳跃的次数与幅度由中央银行根据物价指数确定,建立一个新的模型.运用Ito引理和无套利原理给出到期日价值为1的零息票债券的定价公式.     

A new insight into the understanding of the collapsed form of poly(N-isopropylacrylamide) molecules

Possible collapsed forms of poly(N-isopropylacrylamide) molecules are reviewed on the basis of first principle calculations. Various configurations and associated conformations are detailed. The calculated optimized structures exhibit different possibilities of creating networks of intra-molecular bonds of the hydrogen type. We show that the most remarkable one is able to form a local, self-saturated and well ordered helix. We also indicate in which direction the synthesis of the molecule should be oriented to improve its global behavior in term of hydrophobic/hydrophilic behavior.     

The Systematics of Muonium Hyperfine Constants

The hyperfine constants for muonium in elemental and binary inorganic solids suggest formation of three different families of defect centre, with distinct electronic structures. The overall range of values, spanning nearly five orders of magnitude, and their correlation with host properties such as band gap and electron affinity, reveal a deep-to-shallow instability which has profound implications for the electrical properties of hydrogen impurity in electronic materials, both semiconducting and dielectric.     

A combined mixed and discontinuous Galerkin method for compressible miscible displacement problem in porous media

In this paper, we present a numerical scheme for solving the coupled system of compressible miscible displacement problem in porous media. The flow equation is solved by the mixed finite element method, and the transport equation is approximated by a discontinuous Galerkin method. The scheme is continuous in time and a priori hp error estimates is presented.     

BRD96N光调制吸收增强现象的实验研究

通过光谱响应特性实验和记录／读出图像实验，研究了基因变异型细菌视紫红质（BR_D96N）分子膜对单色光的光调制特性.发现BR_D96N分子膜在550nm—600nm范围内对调制光有吸收增强的现象，且对此范围内不同波长的单色光其调制程度有差异.利用曲线拟和方法发现550nm—600nm吸收增强的变化过程分为快过程和慢过程，其对应的时间常数分别为30s和5min.利用强度调制器的吸收强度与图像灰度之间的关系，分析了560nm—600nm范围内出现图像反转的实验现象. 关键词： 细菌视紫红质D96N分子膜 光谱响应 吸收增强现象 图像反转现象     

Andreev-Fano Effect in a Hybrid Normal-Metal/Superconductor Interferometer

We report on a new type of Fano effect, named as Andreev-Fano effect, in a hybrid normal-metal/supeeconductor (N/S) interferometer embedded with a quantum dot. Compared with the conventional Fano effect, AndreevFano effect has some new features related to the characteristics of Andreev reflection. In the Iinear response regime, the line shape is the square of the conventional Fano shape, while in the nonlinear transport, a sharp resonant structure is superposed on an expanded interference pattern, which is qualitatively different from the conventional Fano effect. The phase dependence of the hybrid N/S interferometer is also distinguished from those of all-N or all-S interferometers.     

Application of N,N‐bis(diphenylphosphino)aniline palladium(II) complexes as pre‐catalysts in Heck coupling reactions

Palladium(II) complexes with N,N‐bis(diphenylphosphino)aniline ligands catalyse the Heck reaction between styrene and aryl bromides, affording stilbenes in good yield. The structures of two of the complexes used as pre‐catalysts have been determined by single‐crystal X‐ray diffraction. Copyright © 2007 John Wiley & Sons, Ltd.     

Optimal Control in Heterogeneous Domain Decomposition Methods for Advection-Diffusion Equations

New domain decomposition methods (DDM) based on optimal control approach are introduced for the coupling of first and second order equations on overlapping subdomains. Several cost functionals and control functions are proposed. Uniqueness and existence results are proved for the coupled problem, and the convergence of iterative processes is analyzed. The work was supported by the Russian Foundation for Basic Research (04-01-00615) and it was partly carried out while the first author was visiting the IACS at EPFL.