亚式期权定价中的鞅方法

在市场无套利的假设下 ,讨论了变系数 B-S模型下亚式期权定价 ,利用测度变换和鞅方法 ,简化了亚式期权价格的求解过程 ,并通过求解随机微分方程给出有关随机过程在某一时刻的分布 ,导出几何平均亚式期权定价的解析表达式 ,并由此得出其看涨看跌平价公式     

亚裔美国学生学业成功原因分析

从文化视角分析了亚裔美国学生学业取得成功的原因，其中包括亚裔美国人的家庭教育和传统文化对亚裔美国学生教育所起到的积极作用。     

An accurate binomial model for pricing American Asian option

This paper presents simple and fast algorithms for computing very tight upper and lower bounds on the prices of American Asian options in the binomial model.The authors choose two types sets of the actual arithmetic average prices,instead of the simulated values in other existing models,as the representative average prices at each node of the binomial tree.This approach simplifies effectively the computation and reduces the error caused by the linear interpolation.Numerical results show that the approach produces accurate upper and lower bounds compared to the other existing methods based on the binomial tree.     

"后姚明时代"中国男篮发展对策研究——对第25届亚锦赛中国男篮攻防能力的分析

采用文献资料、录像观察、数据统计、逻辑分析等方法,对第25届亚锦赛中国男篮的攻防能力进行了研究,研究结果认为:新一届中国男篮存在防守质量差、篮板球保护意识淡薄、身体对抗下投篮命中率低、后卫线队员能力不足等诸多问题.针对上述问题,提出了强化篮板球意识、提高队员身体对抗能力、重视优秀后卫队员和年轻队员的培养、加强中外高水平...     

Holocene palynological records and their responses to the controversies of climate system in the Shiyang River drainage basin

The Shiyang River drainage basin is located in the northwest margin of the Asian monsoon region. Previous studies reached different conclusions about Holocene climatic changes in the basin. Some studies suggested the Holocene climatic changes were mainly controlled by the Asian monsoon and that the climate was relatively humid during the early Holocene (11.6-7.1 cal ka BP). Other studies found the mid-Holocene Climatic Optimum (7.0-5.0 cal ka BP), and this climate condition was similar to the Holocene westerly wind pattern in arid Central Asia. The modern climate is affected by the Asian monsoon and westerly wind in the drainage basin, and the Holocene climatic records showed two different Holocene climatic patterns-a westerly wind pattern and monsoonal pattern. However, it remains unclear what caused the two different Holocene climatic patterns to co-exist in the region. The palynological records are the main evidence for the Holocene climatic changes in the basin. This paper focuses on palynological records for different parts of the drainage basin. Among them, QTH02, QTL-03 and Sanjiaocheng records are located in the terminal lake, and the Hongshuihe record is located in the middle reaches of the basin. In the terminal lake, the palynological records of QTH02 and QTL-03 are similar, but the Sanjiaocheng record differs. The difference is mainly affected by the variable pollen assemblages in the different locations of the lake basin. From comparison and synthesis of the four palynological records, we concluded that the millennial-scale Holocene climatic changes were affected by the combined effects of the Asian monsoon and westerly wind in the drainage basin, which show the complicated Holocene climatic pattern in the northwest margin of the Asian monsoon.     

广州亚运会的网络传播特点研究

信息传播的直观性和接受的即时性使网络成为体育传播的最佳载体。2010年广州亚运会在亚运史上首次引入了互联网公司作为赞助商,"全网总动员"成为其一大特色。网络视频依然是主流亚运网站的重要传播模式,以3G技术为支撑的手机电视的魅力得到了充分的发挥,而三屏融合成为广州亚运新闻报道中最具特色的风景线。     

浅谈我国新疆与中亚五国的科技合作

从科技合作的现实基础、科技优势比较、科技合作成果、科技合作存在的问题和难点,以及加强合作的对策建议5个方面,全面探讨了我国新疆与哈萨克斯坦、乌兹别克斯坦、吉尔吉斯斯坦、塔吉克斯坦和土库曼斯坦中亚五国的科技合作问题。     

论日本发展与东盟关系的外交策略

日本之所以能与东盟建立起亲密的伙伴关系,是战后日本施展各种外交手段和策略的结果:首先通过战争赔偿和直接投资,打开东南亚市场,缓和与东盟的关系;其次以经济援助为武器,稳定日本经济市场,使东盟成为其提高国际政治影响力的“助选区”;再次随着国际形势的变化,适时调整东盟政策;以文化外交为手段,加强日本与东盟各国的文化与社会联系,使东盟成为其提高国际政治影响的“后院”;日本还积极参加国际政治与安全方面的合作,使东盟成为其谋求政治大国的起点。     

东方百合和亚洲百合切花后的保鲜技术研究

通过对不同种类、不同浓度保鲜液单独或配合使用后对东方百合的柏林和亚洲百合普丽安娜保鲜情况比较研究发现：在不同保鲜处理液中东方百合的保鲜效果要好于亚洲百合的保鲜效果，在不同配比保鲜液中，蔗糖30mg／L 8-HQS200mg／L的配比对东方百合和亚洲百合的保鲜效果都是最好的。     

Recent high-resolution glaciochemical record from a Dasuopu firn core of middle Himalayas

A 16.8 m firn core of middle Himalayas was recovered on the col of Dasuopu glacier in August 2006, being 7000 m above sea level. A total of 317 samples were measured for stable oxygen isotope ratios （6180） and major ion concentrations （Na＋, NH＋, K＋, Mg2＋, Ca2＋, Cl-, SO4^2-, and NO3^-. The firn core dating and seasonal partitioning were carried out based on the marked seasonal variations along the stable oxygen isotopes and crustal species （Ca2＋, Mg2＋） profiles. The multi-parameters and high-resolution glaciochemical data set of Dasuopu firn core recorded the detailed chemical characteristics of pre cipitation in high-elevation region, middle Himalayas, since 1991 A.D., which mainly originated from the crustal and anthropogenic sources, while the sea-salt contribution was minor. The seasonal variability of major ion concentrations was dominated by the seasonal alternation of the prevalent air mass, atmospheric circulation situation and precipitation regime. Linear regression analysis indicated that most of the variance in annual ionic fluxes can be explained by a linear dependence on snow accumulation rate.