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181.
Option pricing problem plays an extremely important role in quantitative finance. In complete market, Black-Scholes-Merton theory has been central to the development of financial engineering as both discipline and profession. However, in incomplete market, there are not any replicating portfolios for those options, and thus, the market traders cannot apply the law of one price for obtaining a unique solution. Fortunately, the authors can get a fair price via local-equilibrium principle. In this paper, the authors apply the stochastic control theory to price the exotic option-barrier options, and analyze the relationship between the price and the current positions. The authors get the explicit expression for the market price of the risk. The position effect plays a significant role in option pricing, because it can tell the trader how many and which direction to trade with the market in order to reach the local equilibrium with the market. 相似文献
182.
介绍了硫化氢(H2S)应力腐蚀产生的条件、特点、腐蚀形态及基本类型等.从材料,环境及应力水平三个方面分析了H2S应力腐蚀的影响因素.提出了预防H2S应力腐蚀的措施,包括合理选材、焊后热处理降低焊缝及热影响区硬度,控制介质中适宜的H2S含量,加注缓蚀剂,对设备内壁进行涂层处理,采用电化学保护等. 相似文献
183.
在合理选择化学镀Ni—P合金配方和工艺条件的前提下,采用正交试验研究了稳定剂KI、pb(Ac)2和Na2S2O3复合使周时对化学镀Ni—P合金镀液稳定性、镀速以及镀层硬度、孔隙率、耐蚀性等性能的影响变化规律。结果表明.各稳定剂之间有的相互促进,有的则相互削弱对方的作用。复合稳定剂对化学镀Ni—P合金综合性能的提高程度明显优于单稳定剂,最佳匹配的复合稳定剂KI与Pb(Ac)2的质量浓度分别为8mg/L和1.5mg/L。 相似文献
184.
Multiphase computational fluid dynamics (CFD) has become an alternative method to experimental investigation for predicting the fluid dynamics in gas-solid fluidized beds. The model of Brandani and Zhang, which contains additional terms in both the gas- and solidphase momentum equations, is employed to explore homogeneous fluidization of Geldart type A particles and bubbling fluidization of Geldart type B particles in three-dimensional gas-fluidized beds. In this model, only a correlation for drag force is necessary to close the governing equations. Two kinds of solids, i.e., fine alumina powder (dp= 60 μm and pp = 1500 kg/m^3) and sand (dp = 610 μm and pp = 2500 kg/m^3), are numerically simulated in a rectangular duct of 0.2 m (long) × 0.2 m (wide)× 0.5 m (high) size. The results show good agreement with the classic theory of Geldart. 相似文献
185.
Yongbei Zhang Hua Bi Longshi Yu Shihua Sun Jiaxiang Qiu Chengyan Xu Hao Wang Renjing Wang 《自然科学进展(英文版)》2008,18(8):965-974
The Kunyang rift lying on the western margin of the Yangtze platform is a rare Precambrian Fe-Cu mineralization zone. Wuding- Lufeng basin that is an important part of the zone is located on the west edge in the middle of the rift. The most important ore-hosting rocks are Mesoproterozoic dolomite rocks in the basin controlled by a ring fracture system, which is a fundamental structure of the basin. Plenty of silicate minerals and acicular apatite, feldspar phenocrysts and small vesicular, flown line and flown plane structures, melt inclusion and high temperature fluid inclusion found in most ore-hosting dolomites suggest that this kind of rocks could not be sedimentary dolomite, marble or hydrothermal carbonate rocks. The Zr/Hf and Nb/Ta values of the rocks are identical with those of associated mantle-derived rocks, and vary widely. For the monomineral dolomite, δ^18OSMOW‰=+5.99 to +18.4 and δ^13CPDB‰ = -3.01 to +0.94, which fall within the range for all carbonatitic volcanic rocks of the world. As for the accessory minerals, the values of δ^18OSMOW‰ of magnetite (=+3.47 to +5.99‰) are close to that of the mantle (〈5.7%), and the δ^34S‰ values of sulfides (-5.09 to +5.78, averaging +1.50) are close to that of meteorite. For all the ore-bearing dolomite rocks, εNd = +0.19 to +2.27, and the calculated Isr=0.699143, while for the associated mantle-derived rocks, εnd = +3.18 to +3.72. All the data suggest that the mineral assemblage is not only igneous but also of metasomatic mantle origin. And the presence of acicular apatite indicates that the rocks were formed by magma rapidly cooling. And the phenocryst texture and vesicular, flown and ropy and pyroclastic structures suggest that the igneous rocks were extrusive. Therefore, the ore-bearing dolomite rocks are carbonatitic volcanic rocks. This conclusion implies that most iron and copper ore deposits hosted in the dolomite rocks should be of the carbonatite type. 相似文献
186.
何碧 《黔西南民族师范高等专科学校学报》2008,(3):42-46
职业倦怠作为客观存在,已经成为许多人积极行为的障碍。许多大学英语教师由于职业特点及教师自我调节不当等原因,正面临着职业倦怠的危机。大学英语教师可以通过主、客观两个方面努力,解决职业倦怠的问题。 相似文献
187.
以三聚氯氰、对氨基苯磺酸和乙二胺为原料合成了一种三嗪类紫外线吸收剂,并利用红外光谱和紫外光谱进行了初步的表征.通过正交实验考察并得出了优化整理工艺,即浴比1:15,反应温度55℃,元明粉质量浓度35 g/L,反应时间20min,纯碱质量浓度20 g/L,田着温度80℃,固着时间20min.整理后织物应用性能测试表明,制备的紫外线吸收剂具有优良的防紫外线性能和耐洗涤性能,经50次洗涤后,织物的抗紫外指数保留率高于90%,且整理前后织物的物理机械性能变化较小,为一种优良的反应性紫外线吸收剂. 相似文献
188.
RP-HPLC法分析罗红霉素含量 总被引:1,自引:0,他引:1
目的 建立用RP-HPLC法分析罗红霉素药物含量的方法.方法 以安捷伦ZORBAX Eclipse XDB-C18柱为色谱柱、乙腈(0.010mol/L)醋酸铵缓冲液(体积比70:30,Ph=6.5)为流动相,选择220nm为检测波长;柱温40℃,用反相高效液相色谱法测定罗红霉素(Roxithromycin,RM)的含量.结果 罗红霉素的浓度在1.150-100.8 mg/L范围内与峰面积呈良好线性关系,r=0.99977,平均回收率为99.57%,相对标准偏差为1.23%(n=5).结论 该方法操作简单、快速,可用于罗红霉素含量的测定. 相似文献
189.
除草剂“草甘膦”对蟾蜍外周血红细胞微核及核异常的影响 总被引:6,自引:0,他引:6
本文研究了低毒除草剂“草甘膦”对蟾蜍外周血红细胞微核及核异常的影响,分别统计了微核细胞率;微核率;异常率和核异常率,研究结果表明,用草甘膦处理3天和5天后,不同浓度的药物对蟾蜍的红细胞微核率和核异常率均有一定程度的影响;但用不同黉度药物处理后红细胞的微核率和核异常率虽有差异,却没有出现显著的剂量效应。 相似文献
190.
Nan Jing Weihong Bi Qing Yue .College of Information Science Engineering Yanshan University Qinhuangdao China .Qinhuangdao City Public Security Bureaus Qinhuangdao 《清华大学学报》2011,16(6):611-621
In recent years,underwater acoustic wireless sensor networks have been used in many areas.There have been many field trials of acoustic propagation models and statistics for shallow water conditions.However,field trials are limited environmentally and,hence,not widely accepted.Simulations of the impulse response of a shallow underwater acoustic channel allows less expensive system tests that are reproducable.This paper presents a shallow water acoustic channel model based on the actual acoustic propagation ... 相似文献