标的资产服从几何分数布朗运动的期权定价

本文在M ogens B ladt和T ina H av iid R ydberg无市场假设,仅利用价格过程的实际概率的期权保险精算定价模型的基础上,得出了标的资产服从几何分数布朗运动的欧式期权定价公式,并说明了几何布朗运动是本文的一种特殊情况.     

Lu2O3对球形Ni(OH)2高温充放电性能的影响

为了改善镍电极的高温充电效率，采用机械混合的方式将球形Ni(OH)2与不同比例的Lu2O3混合后制成粘结式镍正极。充放电测试、循环伏安和XRD等实验结果表明，掺杂Lu2O3后镍电极的析氧过电位明显提高，高温充电效率得到了很大改善，在充电后的电极中β-NiOOH生成；而且Lu2O3的掺杂比例对镍电极的高温性能在不同的充放电倍率下有不同程度的影响，3．5％是最好的掺杂比例，掺杂对高温小电流充电效率的改善作用要大于高温大电流充电。     

铟(Ⅲ)-向红菲啰啉络合物极谱吸附波的研究

在pH=3.8的磷酸柠檬酸盐缓冲体系中,铟(Ⅲ)-向红菲(口罗)啉络合物在单扫描示波极谱仪上于-0.67 V(vs.SCE)处产生一灵敏的吸附还原波,其二阶导数波灵敏度高,波形好.峰电位Ⅰ~O_P与钢(Ⅲ)浓度在 2.0X10~(-8)~2.0X10~(-6)mol/L范围内呈良好的线性关系,其检测限为8X10~(-9)mol/L铟(Ⅲ).该法用于试剂氧化锌和镀膜玻璃中铟(Ⅲ)的恻定,结果较好.     

Cauchy-type integral formula and Plemelj formula of hypermonogenic functions on unbounded domains

In this paper, we discuss the Cauchy-type integral formula of hypermonogenic functions on unbounded domains in real Clifford analysis, then we extend the Plemelj formula and Cauchy–Pompeiu formula of hypermonogenic functions on bounded domains to unbounded domains. We also deal with the Green-type formula on unbounded domains and get several important corollaries.     

Multiple discrete energy levels and the bistable state of weak anchoring NLC cells

The weak anchoring nematic liquid crystal (NLC) cell is investigated with regard to energy. Because the Gibbs free energy of liquid crystal system used in theory does not include temperature and entropy, and because the equations and boundary conditions for δG=0 are also the mechanical equilibrium conditions of the continuum, the Gibbs free energy G is equivalent to the energy E of the liquid crystal continuum. There are multiple solutions which satisfy these equations and boundary conditions, each solution corresponding to a certain energy value. We call these discrete energy values and energy levels. Adopting a simple liquid crystal cell model, the energy levels are calculated in detail by means of analytical and numerical methods. The results show that there are three energy levels (or more in certain cases). The values and sequence of the energy levels are related to the external field and anchoring parameters. The relationships between the energy level structure and the bistable. Fréedericksz transition are disussed, together with their influence on the response time. The physical condition for the existence of more than three energy levels is also given.     

Thermoresponsive AuNPs Stabilized by Pillararene‐Containing Polymers

Pillararene‐containing thermoresponsive polymers are synthesized via reversible addition–fragmentation chain transfer polymerization using pillararene derivatives as the effective chain transfer agents for the first time. These polymers can self‐assemble into micelles and form vesicles after guest molecules are added. Furthermore, such functional polymers can be further applied to prepare hybrid gold nanoparticles, which integrate the thermoresponsivity of polymers and molecular recognition of pillararenes.

     

Recursive computational formulas of the least squares criterion functions for scalar system identification

The paper discusses recursive computation problems of the criterion functions of several least squares type parameter estimation methods for linear regression models, including the well-known recursive least squares (RLS) algorithm, the weighted RLS algorithm, the forgetting factor RLS algorithm and the finite-data-window RLS algorithm without or with a forgetting factor. The recursive computation formulas of the criterion functions are derived by using the recursive parameter estimation equations. The proposed recursive computation formulas can be extended to the estimation algorithms of the pseudo-linear regression models for equation error systems and output error systems. Finally, the simulation example is provided.     

随机利率下产量保险定价

通过假设利率的随机过程遵循Heath-Jarrow-Morton(1992)模型,以及利率波动结构和价格波动结构仅为时间的函数,扩展了Kunt K.Aaese(2004)产量保险模型,并借助多元正态分布函数得到其显示表达式.     

Preparation of silver-poly(acrylamide-co-methacrylic acid) composite microspheres with patterned surface structures

Acrylamide (AM) and methacrylic acid (MAA) copolymer microgels were prepared by a reverse suspension polymerization technique. The microgels were used as templates for the preparation of silver-poly(acrylamide-co-methacrylic acid) [Ag-P(AM-co-MAA)] composite microspheres. The surface structures of the microspheres prepared in this way are characterized by zigzag-like structures. It was found that the composition of the microgels, the nature and dosage of surfactants, the quantity of the metal, and even the reduction methods employed have a significant effect upon the surface structures of the microspheres. X-ray diffraction analysis confirmed that Ag formed during the process is in a crystal state of a face-centered cubic structure.