Arbitrage‐free call option surface construction using regression splines

In this work, we suggest a novel quadratic programming‐based algorithm to generate an arbitrage‐free call option surface. The empirical performance of the proposed method is evaluated using S&P 500 Index call options. Our results indicate that the proposed method provides a more precise fit to observed option prices than other alternative methodologies. Copyright © 2014 John Wiley & Sons, Ltd.     

On‐the‐Spot Immobilization of Quantum Dots,Graphene Oxide,and Proteins via Hydrophobins

Class I hydrophobin Vmh2, a peculiar surface active and versatile fungal protein, is known to self‐assemble into chemically stable amphiphilic films, to be able to change wettability of surfaces, and to strongly adsorb other proteins. Herein, a fast, highly homogeneous and efficient glass functionalization by spontaneous self‐assembling of Vmh2 at liquid–solid interfaces is achieved (in 2 min). The Vmh2‐coated glass slides are proven to immobilize not only proteins but also nanomaterials such as graphene oxide (GO) and quantum dots (QDs). As models, bovine serum albumin labeled with Alexa 555 fluorophore, anti‐immunoglobulin G antibodies, and cadmium telluride QDs are patterned in a microarray fashion in order to demonstrate functionality, reproducibility, and versatility of the proposed substrate. Additionally, a GO layer is effectively and homogeneously self‐assembled onto the studied functionalized surface. This approach offers a quick and simple alternative to immobilize nanomaterials and proteins, which is appealing for new bioanalytical and nanobioenabled applications.     

QEPAS系统中石英音叉模态仿真计算与研究

对石英音叉增强型光声光谱(QEPAS)系统中常用的石英音叉进行了有限元模态计算，获得石英音叉前6阶振型与模态频率，认知了第4阶对称摆动振型为有效振动，利用单因素法分析了石英音叉的音臂长度l₁、音臂宽度w₁、音臂厚度t、音臂切角θ、音臂圆孔直径d及音臂圆孔高度h对低阶有效共振频率(Fre)的影响，敏感度依次为： l₁> w₁>d>θ>t>h，考虑实际设计情形，筛选出了l₁，w₁，d与h四个石英音叉设计变量，采用Box-Behnken实验设计方案与RSM(response surface methodology)方法，以Fre为函数目标，建立l₁，w₁，d与h的二次回归响应面模型，得到了参数之间的交互作用，利用Design-Expert软件对响应面模型进行设计参数反求，结果表明，在15 000 Hz≤Fre≤25 000 Hz计算区域内误差较小，基本满足QEPAS系统的计算需求，所提出的研究与设计方法具有一定通用性，可为QEPAS系统中石英音叉结构参数设计提供参考。     

Probing the Catalytic Activity of Reduced Graphene Oxide Decorated with Au Nanoparticles Triggered by Visible Light

Hybrid materials in which reduced graphene oxide (rGO) is decorated with Au nanoparticles (rGO–Au NPs) were obtained by the in situ reduction of GO and AuCl₄^?_(aq) by ascorbic acid. On laser excitation, rGO could be oxidized as a result of the surface plasmon resonance (SPR) excitation in the Au NPs, which generates activated O₂ through the transfer of SPR‐excited hot electrons to O₂ molecules adsorbed from air. The SPR‐mediated catalytic oxidation of p‐aminothiophenol (PATP) to p,p′‐dimercaptoazobenzene (DMAB) was then employed as a model reaction to probe the effect of rGO as a support for Au NPs on their SPR‐mediated catalytic activities. The increased conversion of PATP to DMAB relative to individual Au NPs indicated that charge‐transfer processes from rGO to Au took place and contributed to improved SPR‐mediated activity. Since the transfer of electrons from Au to adsorbed O₂ molecules is the crucial step for PATP oxidation, in addition to the SPR‐excited hot electrons of Au NPs, the transfer of electrons from rGO to Au contributed to increasing the electron density of Au above the Fermi level and thus the Au‐to‐O₂ charge‐transfer process.     

基于压电陶瓷动态信息的结构裂纹识别方法

利用压电陶瓷的动态特性和压电系统的动态信息,对铝梁的裂纹损伤进行了分析研究。随着梁裂纹尺寸的增加,压电陶瓷片的导钠幅值下降,且系统固有频率减小。利用导钠幅值的变化和系统的动态信息,可以对裂纹的位置和尺寸大小进行识别。实验证明该方法的有效性。     

一种微透镜阵列的研制

介绍一种利用表面张力的作用、以光纤作材料、用分离的自聚焦透镜制作微透镜阵型的方法，这种方法具有制作工艺简单、无须昂贵设备等优点，用此方法实际制作了具有良好连续面型的微透镜阵列，并对制作的微透镜阵列进行了测试，效果较好。     

不同表面预处理对有机电致发光显示器性能的影响

从生产角度研究了基板表面的预处理工艺对OLED性能的影响,分别用UVOzone、氧Plasma以及两者相结合的方式对基板进行表面处理,并按照生产工艺制作器件,从接触角、方阻以及光电特性等测试结果对各种表面处理的样品进行比较。结果表明以上处理都改善了器件性能,不同程度提高了器件的清洁度、亮度和发光效率,其中UVOzone和氧Plasma结合的方式处理效果最为显著,器件在10V时亮度达到79920cd/m2,比其他两种处理方式亮度提高约25%。     

激光熔覆专用铁基合金粉末的研究进展

指出了目前防止熔覆层开裂所采取的主要措施中存在的问题,阐述了激光熔覆和热喷涂对于所用合金粉末性能要求之异同,评述了激光熔覆专用铁基合金粉末的研制现状,提出了成分与组织设计的新思想。     

反铁磁晶体的红外频率特性

研究了红外频段非线性s偏振表面波在反铁磁晶体和电介质交界面上的频率特性，求出了非线性色散方程，揭示了非线性s偏振表面波存在一个临界频率，低于这个频率，非线性s偏振表面波的频率范围，发现功率不再是决定导波频率范围的唯一因素，两种材料的介电常数比在这里起了至关重要的作用。