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1.
A problem in the optimal estimation of a linear dynamical system is solved under the condition that the effects on the system of noise and observation error belong to a prescribed parallelepiped region.Translated fromVychislitel'naya i Prikladnaya Matematika, No. 69, pp. 110–114, 1989.  相似文献   
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Calibration of a basket option model applied to company valuation   总被引:1,自引:0,他引:1  
Applying real options thinking to company valuation seems theoretically and intuitively appealing. However, the real option analogy of a single European option as well as the compound option proxy perform poorly when applied to company valuation. We therefore suggest to rework the building blocks of real option applications to corporate valuation.  We introduce a framework to delineate the distribution of the underlying asset in the risk neutral world, which is important in order to value any derivative. This is achieved by an algorithm to calibrate a basket option model using real world data of observed share prices. The fitting takes account of the class of stable distributions. The index of stability of asymmetric α stable distribution serves as an over-all parameter to characterise the specific distribution.  相似文献   
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The problem of the negative values of the interaction parameter in the equation of Frumkin has been analyzed with respect to the adsorption of nonionic molecules on energetically homogeneous surface. For this purpose, the adsorption states of a homologue series of ethoxylated nonionic surfactants on air/water interface have been determined using four different models and literature data (surface tension isotherms). The results obtained with the Frumkin adsorption isotherm imply repulsion between the adsorbed species (corresponding to negative values of the interaction parameter), while the classical lattice theory for energetically homogeneous surface (e.g., water/air) admits attraction alone. It appears that this serious contradiction can be overcome by assuming heterogeneity in the adsorption layer, that is, effects of partial condensation (formation of aggregates) on the surface. Such a phenomenon is suggested in the Fainerman-Lucassen-Reynders-Miller (FLM) "Aggregation model". Despite the limitations of the latter model (e.g., monodispersity of the aggregates), we have been able to estimate the sign and the order of magnitude of Frumkin's interaction parameter and the range of the aggregation numbers of the surface species.  相似文献   
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Bulgaria is a famous world producer of essential oils. Quality control of the lavender oils produced is an important analytical task in view of their wide use in perfumery and cosmetics, the food industry and aromatherapy. The present paper studies the relationship between the trace elements content in lavender inflorescence (Lavandula angustifolia Mill.) and in lavender oil derived from this inflorescence. Three model regions were investigated: two of them are situated far from industrial areas — the village of Zelenikovo and the town of Pavel Banya, and one region is located near the Plovdiv Non-Ferrous Metallurgical Plant. The content of the elements Cd, Cr, Cu, Fe, Mn and Pb in plants was determined after acid digestion by flame and electrothermal atomic absorption spectrometry (ETAAS). Lavender oils were analyzed directly by ETAAS. The results undoubtedly show that there is no strong correlation between the trace elements content in inflorescence and in essential oils. It might be assumed that the trace elements present and accumulated in the inflorescence do not pass in lavender oil during the production by steam distillation.  相似文献   
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The Ramanujan Journal - In this paper we solve the ternary Piatetski-Shapiro inequality with prime numbers of a special form. More precisely we show that, for any fixed $$1<\frac{427}{400}$$...  相似文献   
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In this paper we consider the essential electronic excited states in parallel chains of semiconducting polymers that are currently being explored for photovoltaic and light-emitting diode applications. In particular, we focus upon various type II donor-acceptor heterojunctions and explore the relation between the exciton binding energy to the band offset in determining the device characteristic of a particular type II heterojunction material. As a general rule, when the exciton binding energy is greater than the band offset at the heterojunction, the exciton will remain the lowest-energy excited state and the junction will make an efficient light-emitting diode. On the other hand, if the offset is greater than the exciton binding energy, either the electron or hole can be transferred from one chain to the other. Here we use a two-band exciton to predict the vibronic absorption and emission spectra of model polymer heterojunctions. Our results underscore the role of vibrational relaxation and suggest that intersystem crossings may play some part in the formation of charge-transfer states following photoexcitation in certain cases.  相似文献   
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膜的动电特性研究中,往往采用流动电位方法。该方法中,Ag-Ag Cl测试电极的质量是影响测试准确性的关键要素。本文采用正交试验设计和方差分析,着重考察电解法制备Ag-Ag Cl电极过程中,电流强度(I)、氯化时间(t)、电解质溶液浓度(CHCl)、电极来源(n)、烘烤温度(T)、活化电极溶液浓度(CKCl)等因素对Ag-Ag Cl电极稳定性的影响。得到Ag-Ag Cl电极的最优制备参数为:电流密度3.0m A/cm2,氯化时间50min,盐酸浓度0.1mol·L-1,烘烤温度120℃,活化电极溶液(KCl)浓度0.001mol·L-1;最显著影响因素为电极来源,显著影响因素为氯化时间和烘烤温度。对最优条件组合下制备的AgAg Cl电极,进行了稳定性实验,结果表明:制备的电极具有较好的稳定性,24h内电极电位漂移量小于0.10mv,7天内电极电位漂移量小于0.2mv;在聚偏氟乙烯中空纤维超滤膜流动电位测试中,流动电位与流动压差具有良好的线性和可重复性,回归曲线R20.99,变化规律符合Helmholtz-Smoluehowski公式,可以较好满足膜的流动电位测试要求。  相似文献   
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