Pricing Derivatives under a Markov Skeleton Process

In this paper, it is assumed that the underlying is a Markov skeleton process (abbreviated MSP): this process can be better reflecting the instability of the financial market. Using the properties of Markov skeleton process, the characteristic function of the price process is given, combined with fast Fourier transform (FFT) method, the pricing formula of derivatives under the Markov skeleton process is given. The results of this paper can be applied to price other financial derivatives, and it enriching the pricing theory of financial derivatives.     

Copper‐Catalyzed Intermolecular Trifluoromethylazidation of Alkenes: Convenient Access to CF3‐Containing Alkyl Azides

A novel copper‐catalyzed intermolecular trifluoromethylazidation of alkenes has been developed under mild reaction conditions. A variety of CF₃‐containing organoazides were directly synthesized from a wide range of olefins, including activated and unactivated alkenes, and the resulting products can be easily transformed into the corresponding CF₃‐containing amine derivatives.     

Nodal Solutions of a p-Laplacian Equation

We prove that the p-Laplacian problem –_p u = f(x, u),with u on a bounded domain R^N, with p > 1 arbitrary, has a nodal solution providedthat f : x R R is subcritical, and f(x, t) / |t|^p –² is superlinear. Infinitely many nodal solutions are obtainedif, in addition, f(x, –t) = –f(x, t). 2000 MathematicsSubject Classification 35J20, 35J65, 58E05.     

2,7-二芳基呫吨螺芴二醇衍生物的合成

以2,7-二溴-9-芴酮、间苯二酚和苯硼酸的衍生物为原料,经过环化、羟乙基化和Suzuki偶联等3步反应,设计并合成了一系列2,7-芳基呫吨螺芴二醇衍生物,通过红外光谱、核磁光谱(¹H NMR,¹³C NMR)、元素分析等表征了化合物的结构。折光率和紫外可见光谱测试结果表明：与2,7-无取代基的呫吨螺芴二乙醇衍生物相比,目标化合物具有更高的折光率(1.66～1.68)和良好的透光率,有望作为聚碳酸酯光学树脂的二醇单体,应用于光学透镜、光学膜等领域。     

On a superlinear elliptic p-Laplacian equation

We prove the existence of four solutions for the p-Laplacian equation

     

Two New FCT Algorithms Based on Product System

In this paper we present a product system and give a representation for consine functions with the system. Based on the formula two new algorithms are designed for computing the Discrete Cosine Transform. Both algorithms have regular recursive structure and good numerical stability and are easy to parallize.     

变分方法与反向上下解

本文在非线性方程的下解不小于上解这一条件（即反向上下解条件）下研究了其解的存在性．我们证明了，如果非线性算子方程有变分结构，有一对反向上下解，对应的算子映某个锥入锥并且满足一定的辅助条件，那么这一方程在锥中至少有两个解．另外，本文还研究了反向上下解条件下非线性椭圆边值问题正解的存在性．     

离散分红下障碍期权的间接级数展开定价方法

人们投资股票市场的最大动力,除了从股票本身的升值中获利,还包括收益分红.提出了带有离散分红的障碍期权的一种新型的近似方法,以向上敲出看涨障碍期权为例,固定分红的次数,通过泰勒级数展开得到关于关键变量的仿射函数,给出了一个只带有一维积分的定价公式,提高了计算速度.该方法还可以用于回望期权等其它衍生品的定价,对在市场上进行期权交易有一定指导意义.     

表征体元尺度渗流的离散统一动理学格式

结合表征体元尺度的通用渗流模型,提出离散统一动理学格式（DUGKS）渗流方法,分别用均匀网格和非均匀网格计算二维Poiseuille、Couette、方腔流等经典渗流问题,检验DUGKS渗流方法的有效性和非均匀网格应用的优势,将DUGKS渗流方法应用到裂缝系统中.