On the option valuation and decomposition of exchange option

In this paper, we shall find the uniquerational price associated with the exchange option. Also, we find the decomposition of Snell envelope and value function of the American exchange option.     

Determinant formulas for class numbers in function fields

In this paper, by extending Kucera's idea to the function field case, we obtain several determinant formulas involving the real class number and the relative class number of any subfield of cyclotomic function fields. We also provide several examples using these determinant formulas.

     

Fourier-Feynman transform, convolution and first variation

We examine several interesting relationships and expressions involving Fourier-Feynman transform, convolution product and first variation for functionals in the Fresnel class F(B) of an abstract Wiener space B. We also prove a translation theorem and Parseval's identity for the analytic Feynman integral. This revised version was published online in June 2006 with corrections to the Cover Date.     

Generation of highly stable amidate anion in anionic polymerization of 3‐(triethylsilyl)propyl isocyanate

To study living anionic polymerization, 3‐(triethylsilyl)propyl isocyanate (TEtSPI) monomer was synthesized by hydrosilylation of allylamine with triethylsilane and treatment of the resulting amine with triphosgene. The polymerization of TEtSPI was performed with sodium naphthalenide (Na‐Naph) as an initiator and in the absence and presence of sodium tetraphenylborate (NaBPh₄) as an additive in tetrahydrofuran (THF) at ?78 and at ?98 °C. A highly stabilized amidate anion for living polymerization of isocyanates was generated for the first time with the combined effect of the bulky substituent and the shielding action of the additive NaBPh₄, extending the living character at least up to 120 min at ?98 °C. Even the anion could exist at ?78 °C for 10 min. A block copolymer, poly(n‐hexyl isocyanate)‐b‐poly[(3‐triethylsilyl)propyl isocyanate]‐b‐poly(n‐hexyl isocyanate), was synthesized with quantitative yields and controlled molecular weights via living anionic polymerization in THF at ?78 °C for TEtSPI and ?98 °C for n‐hexyl isocyanate, respectively, with Na‐Naph with three times of NaBPh₄ as a common ion salt. © 2004 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 42: 933–940, 2004     

防紫外线伞ATR-OMNI采样器的FTIR分析

本实验使用OMNI采样器，直接对伞面内外进行单反射ATR的分析，快速、简便、不破坏样品，得到分辨率很好的红外图谱，再配合红外谱库的谱图检索，可以分别得到匹配率95％以上的尼龙－6和聚酯型聚氨酯的分析结果。     

牛顿弦截法预估校正迭代格式的收敛阶

研究如下形式的牛顿弦截法的预估校正(P.C.)格式:P(预估):~xk+1=xk-(xk-xk-1)f(xk)f(xk)-f(xk-1)C(校正):xk+1=xk-(~xk+1-xk)f(xk)f~(xk+1)-f(xk)证明了它的收敛阶为2.618.     

Enhanced ferromagnetic properties of diluted Fe doped ZnO with hydrogen treatment

The single-phase diluted magnetic Fe-ion (5%) doped ZnO powders were prepared by solid-state reaction method. The powders were annealed in Ar or Ar/H₂(5%) atmosphere at 1200 °C. The crystal structure, electric and magnetic properties for the Zn_0.95Fe_0.05O powders have been studied with X-ray diffraction (XRD) vibrating sample magnetometer, resistance and Hall measurement. All the peaks for the XRD pattern of samples belong to the hexagonal (P6₃mc) lattice of ZnO, and no indication of a secondary phase. The lattice parameters for the Zn_0.95Fe_0.05O with an annealing in Ar/H₂(5%) atmosphere were a₀=3.256 Å and c₀=5.206 Å at room temperature. The hysteresis curve for the Zn_0.95Fe_0.05O at room temperature was enhanced ferromagnetic behaviour with an annealing in Ar/H₂(5%) atmosphere. We give an explanation for enhanced ferromagnetic behaviour with H₂ treatment by electric properties.     

Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier

Based on the matrix-analytic approach to fluid flows initiated by Ramaswami, we develop an efficient time dependent analysis for a general Markov modulated fluid flow model with a finite buffer and an arbitrary initial fluid level at time 0. We also apply this to an insurance risk model with a dividend barrier and a general Markovian arrival process of claims with possible dependencies in successive inter-claim intervals and in claim sizes. We demonstrate the implementability and accuracy of our algorithms through a set of numerical examples that could also serve as test cases for comparing other solution approaches.      

The Newton filtration and d-determination of bifurcation problems related to C~0 contact equivalence

In this paper, from the Newton filtration's point of view, we construct the singular Riemannian metric and use the method in singular theory to study the bifurcation problems, and give the sufficient condition of d-determination of bifurcation problems with respect to C0 contact equivalence. The special cases of the main result in this paper are the results of Sun Weizhi and Zou Jiancheng.