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51.
52.
标的股价服从混合过程的期权定价公式及有限元算法 总被引:2,自引:0,他引:2
本文将马尔科夫跳跃过程叠加于 Ito过程 ,形成混合过程 ,并用该过程来刻画股价走势情况。而后在标的股价服从混合过程的基础上 ,推导出了欧式看涨期权的定价公式 ,并对美式看跌期权定价给出了有限元算法。 相似文献
53.
For the methylsilsesquioxane film whose optical birefringence is almost zero, it was recently reported that its vertical thermal expansion coefficient (CTE) was approximately one order of magnitude larger than the lateral CTE. Though the birefringence is not an absolute predictor of anisotropic behavior, the discrepancy in both the CTEs was so remarkable that it was essential to investigate whether the anisotropy was intrinsic property or not. If the effect of Poisson's ratio is considered in the calculation of the vertical CTE and when elastic modulus measured by surface acoustic wave spectroscopy is used in the assessment of the lateral CTE, both the CTEs are coincident with each other. Therefore, it can be concluded that the discrepancy in the CTEs can be attributed to a higher in‐plane polymer chain orientation but it can also arise from the misleadingly assumed modulus and Poisson's ratio. © 2006 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 44: 3109–3120, 2006 相似文献
54.
用三维样边界元法分析水闸闸室结构。底板,闸墩和载水墙等为其子结构,交通桥,工作桥和胸墙等处理为内部支撑。地基和边载可以是任意的,只要能给定地表位移面力关系。在各种工况下,不论是设置平板门还是弧形门,是平底板是反拱底板,即使在稀疏剖分下也能给出高精度的位移场,应力场和地基反力场。 相似文献
55.
Z. G. Khisamiev 《Algebra and Logic》2007,46(1):50-61
We study into a semilattice of numberings generated by a given fixed numbering via operations of completion and taking least
upper bounds. It is proved that, except for the trivial cases, this semilattice is an infinite distributive lattice every
principal ideal in which is finite. The least upper and the greatest lower bounds in the semilattice are invariant under extensions
in the semilattice of all numberings. Isomorphism types for the semilattices in question are in one-to-one correspondence
with pairs of cardinals the first component of which is equal to the cardinality of a set of non-special elements, and the
second — to the cardinality of a set of special elements, of the initial numbering.
Supported by INTAS grant No. 00-429.
__________
Translated from Algebra i Logika, Vol. 46, No. 1, pp. 83–102, January–February, 2007. 相似文献
56.
K0.9Li0.1(Ta0.5Nb0.5)O3晶体压电应变系数的测量 总被引:4,自引:2,他引:2
用准静态d_(33)测量仪和干涉法相结合。测量了K_(0.9)Li_(0.1)(Ta_(0.5)Nb_(0.5)Nb_(0.5))O_3晶体的压电应变系数。结果为:d_(33)=86.0,d_(33)=一29.5,d_(15)=112.9×10 ̄(-12)C/N. 相似文献
57.
An asymptotic formula is obtained for the number of representations of an element of a finite field as a weighted sum of two prescribed powers of primitive elements. This generalises previous work on sums of primitive elements, including that relating to some conjectures of Golomb. 相似文献
58.
崔霞 《高等学校计算数学学报(英文版)》2002,11(1):76-88
A new alternating direction (AD) finite element (FE) scheme for 3-dimensional nonlinear parabolic equation and parabolic integro-differential equation is studied. By using AD, the 3-dimensional problem is reduced to a family of single space variable problems, calculation work is simplified; by using FE, high accuracy is kept; by using various techniques for priori estimate for differential equations such as inductive hypothesis reasoning, the difficulty arising from the nonlinearity is treated. For both FE and ADFE schemes, the convergence properties are rigorously demonstrated, the optimal H1-and L2-norm space estimates and the 0((△t)2) estimate for time variable are obtained. 相似文献
59.
结构振动控制中压电阻尼技术研究—压电被动阻尼技术(一) 总被引:6,自引:3,他引:3
压电阻尼技术有两种类型:压电被动阻尼技术和压电主动阻尼技术。本文对其中的压电被动阻尼技术进行了研究,结果表明:通过给压电元件并联适当的外部电路,可使压电系统具有与粘弹阻尼材料及动力吸振器相似的物理特性。合理配置电路参数,可以实现最优阻尼比。 相似文献
60.
TANGWEIJUN 《高校应用数学学报(英文版)》1997,12(4):427-440
In this paper, a new method of boundary reduction is proposed, which reduces thesteady-state heat transfer equation with radiation. Moreover, a boundary element method is pre-sented for its solution and the error estimates of the numerical approximations are given. 相似文献