期权定价的树图逼近法及期权价格的静态比较分析

树图逼近法在对B-S-M公式导出的过程中比较直观。容易理解。不仅能为欧式买权提供闭形式的解，而且在用数值方法解决更复杂的美式期权定价问题时，也能提供解。本文在对期权定价模型进行历史回顾的基础上。详细阐述欧式买权定价的树图逼近法，并给出算例比较二者的差异；静态比较分析了欧式买权价格及相应的经济含义。     

Fast random generation of binary,t-ary and other types of trees

Trees, and particularly binary trees, appear frequently in the classification literature. When studying the properties of the procedures that fit trees to sets of data, direct analysis can be too difficult, and Monte Carlo simulations may be necessary, requiring the implementation of algorithms for the generation of certain families of trees at random. In the present paper we use the properties of Prufer's enumeration of the set of completely labeled trees to obtain algorithms for the generation of completely labeled, as well as terminally labeled t-ary (and in particular binary) trees at random, i.e., with uniform distribution. Actually, these algorithms are general in that they can be used to generate random trees from any family that can be characterized in terms of the node degrees. The algorithms presented here are as fast as (in the case of terminally labeled trees) or faster than (in the case of completely labeled trees) any other existing procedure, and the memory requirements are minimal. Another advantage over existing algorithms is that there is no need to store pre-calculated tables.     

由谱半径给树排序

设△（T）和λ1（T）分别表示树T的最大度和谱半径,Tn表示有n个点的树且Tn^（△）=（T∈Tn｜△（T）=△},文章根据树的谱半径给Tn^n-6（n≥18）中的树进行了排序并将结果扩大到第78棵树。     

Tree enumeration modulo a consensus

The number of trees withn labeled terminal vertices grows too rapidly withn to permit exhaustive searches for Steiner trees or other kinds of optima in cladistics and related areas Often, however, structured constraints are known and may be imposed on the set of trees to be scanned These constraints may be formulated in terms of a consensus among the trees to be searched We calculate the reduction in the number of trees to be enumerated as a function of properties of the imposed consensusThis work was supported in part by the Natural Sciences and Engineering Research Council of Canada through operating grant A8867 to D Sankoff and infrastructure grant A3092 to D Sankoff, R J Cedergren and G Lapalme We are grateful to William H E Day for much encouragement and many helpful suggestions     

基于AOTCPN的巡航导弹重瞄突现目标的时延仿真

为了验证巡航导弹武器控制系统的时间性能,提出了面向Agent赋时着色Petri网(AOTCPN)的体系结构仿真建模方法,以及由AUML(Agent统一建模语言)描述的静态的体系结构模型获取可执行的AOTCPN模型的转换方法.针对巡航导弹重新瞄准突现目标时的任务流程,通过运行AOTCPN模型对整个大闭环回路进行了时延仿真,验证了制导方案的可行性.     

A RELATION BETWEEN THE MATCHING NUMBER AND LAPLACIAN SPECTRUM OF A TREE

Let T be a tree with matching number μ(T). In this paper we obtain the following result: If T has no perfect matchings, thenμ(T) is a lower bound for the number of nonzero Laplacian eigenvalues of T which are smaller than 2.     

基于PPTL的着色Petri网的模型检测方法

为了提高着色Petri网的描述及验证能力,提出了一种基于投影命题时序逻辑的着色Petri网的模型检测方法。通过构建投影命题时序逻辑公式的否定形式等价的Buchi自动机,将它与着色Petri网的可达图相积,通过检测检测乘积图的可接受语言是否为空,从而判断用时序逻辑公式描述的系统性质是否满足。利用投影命题时序逻辑公式具有更强的表达力,可以有效地提高着色Petri网系统的描述及验证能力。     

线性方程组分级行处理法贪心方法

给出了在分布式存储的MIMD树机模型上求解任意相容性线性方程组的分级行处理法贪心方法,证明算法收敛并分析算法的通信复杂度。     

XML的DOM树结构在WEB挖掘中的应用

面对飞速发展的信息时代,WEB数据的挖掘日益重要,而传统的搜索引擎难以胜任对数据的挖掘处理。基于XML良好的结构性和层次性,提出了利用DOM树进行WEB挖掘的方法。首先利用Tidy工具库将WEB数据转换成良好结构的XML文件,简化生成DOM树,然后通过遍历解析XML的DOM树结构,提取需要的WEB信息,实现对WEB数据挖掘。实验表明,该方法能够方便地对数据进行结构化存储和信息处理。     

绿化与建筑节能

根据绿化对改善建筑微气候的作用,分析了几种绿化措施对建筑热环境的影响,得出结论:绿化可以大大改善建筑室内热环境,节约能源,具有美化城市及改善城市生态环境的作用。