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     

"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...     

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。     

Synonymy of Rhynchophorus ferrugineus (Olivier), 1790 and R. vulneratus (Panzer), 1798 (Coleoptera,Curculionidae, Rhynchophorinae)

Morphological, molecular-genetic and breeding data were collected to investigate the species status of the Asian palm weevils, Rhynchophorus ferrugineus (Olivier) and R. vulneratus (Panzer) (Coleoptera: Curculionidae). These weevils are distinguished by characteristic colouring of the pronota and elytra, but naturally occurring colour intermorphs were observed. Contrary to the literature, quantitative measurements of the concavity of subgenal sutures and of pronotal shape indicated no differences between the two species. Larvae did not differ significantly in labral characteristics. Random amplified polymorphic DNA (RAPD) banding patterns were identical for nine of 14 primers, indicating that these weevils are very closely related. Sequences of the cytochrome oxidase gene for 201 base pairs read were identical for R. ferrugineus and R. vulneratus, but the congener R. bilineatus differed from them by 10%, suggesting divergence of these lineages about 5?million years ago. Hybrid F1s were obtained from all heterospecific crosses, and one surviving hybrid F1 female produced viable eggs. Previous studies have revealed no pheromonal differences. On the basis of this evidence, R. ferrugineus and R. vulneratus should be considered colour morphs of the same species and be synonymized under the name Rhynchophorus ferrugineus (Olivier), with the common name Asian palm weevil.     

Ectosymbionts of the non‐indigenous Asian shore crab,Hemigrapsus sanguineus (Decapoda: Varunidae), in the western north Atlantic,and a search for its parasites

Over 560 Asian shore crabs, Hemigrapsus sanguineus, collected mainly in the spring of 2005 and 2006 from rocky intertidal locations in southern New Jersey, were examined for epibionts. Small numbers of the sympatric green crab, Carcinus maenas, and the Atlantic mud crab, Panopeus herbstii, were examined for epifauna to compare with H. sanguineus. Blue mussel spat, Mytilus edulis, and the encrusting, cheilostome bryozoan, Conopeum tenuissimum, were the dominant ectosymbionts of the shore crab, with prevalences of 22.2 and 32.1%, respectively; ranges of intensity were 1–146 spat/crab and 1–31 colonies/crab. Both species are incidental symbionts. Larger crabs had higher prevalences and intensities of C. tenuissimum colonies, and these colonies displayed a distinct pattern of attachment to the carapace which seemed to be related to crab morphology and habitat. Much less common was the encrusting, ctenostome bryozoan Alcyonidium albescens, a facultative symbiont species with a prevalence of 3.4%. Other epibionts were the encrusting, cheilostome Membranipora tenuis, the tubicolous polychaetes Hydroides dianthus, Sabellaria vulgaris, and Spirorbis sp., the barnacles Balanus improvisus and Semibalanus balanoides, and unidentified thecate hydroids, all incidental symbionts with prevalences from 0.2 to 3.2%. The total number of known ectosymbionts of H. sanguineus, including additional species found previously in the USA and the western Pacific, is 13. Carcinus maenas and P. herbstii share some of the same symbionts. Rhizocephalan externae were not observed in any of the crab species used in this study, nor were gill parasites or internal parasites found among 248 specimens of H. sanguineus.     

Seed dispersal by megaherbivores: do Asian elephants disperse Mallotus philippinensis,a main food tree in northern India and Nepal?

Megaherbivores play an important role in dispersing forest trees. In lowland Nepal, we tested experimentally whether Asian elephants contributed to the spreading of Mallotus philippinensis in sal forest by ingesting seeds of this species. Seventy-seven dung samples and 200 ripe seeds were sown in plots. No germination was recorded in the dung plots, whereas > 90% of the seeds in the control plots germinated. In sal forest, the abundance of all age classes of Mallotus was higher along elephant tracks than along random transects, but differences were small and not statistically significant. The results did not support the elephant dispersal hypothesis. Instead, we conclude that the spreading of Mallotus and concurrent declining of sal might be the result of shifting ecological successions, triggered by more flooding and a more erratic rainfall pattern combined with less frequent forest fires, all of which are assumed to favour Mallotus and hamper regeneration of Shorea robusta.     

亚洲期权价格的一个新的多元控制变量估计

提出了一个新的用来估计亚洲期权价格的多元控制变量估计,由数值结果可知,当离到期时间很长或标的资产收益的波动率很大的时候它对其他控制变量估计有显著的改进。     

从陆架泥质沉积中寻找高分辨率的全新世东亚季风记录

当前对全新世东亚季风的研究,一是重造了不同地区的季风气候与环境特点,分析、划分了不同的阶段并总结了各阶段的特点;二是通过高分辨率的气候代用指标进一步开展定量古气候研究,揭示其变化与周期,探讨其驱动机制.已有的研究主要来自陆地,而利用海洋沉积物研究季风则集中在深海;且主要体现的是气候整体变化特征或侧重于夏季风,而专门论述全新世东亚冬季风的报道则较少;尚未在短时间尺度上有效地确定全新世东亚冬、夏季风的关系及其驱动机制.该文指出,可以利用中国边缘海陆架泥质沉积开展全新世高分辨率的东亚古季风研究,其粒度和Rb/Sr比值等元素地球化学指标可分别作为高分辨率的东亚冬、夏季风演化的替代性指标.     

水危机与中亚安全分析

对中亚各国而言,水已经成为一种稀缺的、不可替代的战略资源.由于多年来对水资源过度开发而未实行有效的保护,中亚地区出现了非常严重的水危机,并对中亚地区安全产生不利影响.如何加强合作、化解水危机,以维护中亚地区的安全与稳定成为中亚各国在新的世纪必须破解的难题.