带有事件风险的永久美式期权的定价

主要研究带有事件风险的永久美式期权的定价及其最优停时问题．当事件发生时．期权就停止。期权的卖方就要付给期权执有者一定的打折后的支付．因此，事件风险的存在会影响期权执有者的执行策略．本文在一个合适的等价鞅测度下，给出了带有事件风险的永久美式期权的定价及其最优停时．进一步地推导了带有事件风险的永久美式期权的上界和下界．     

热障涂层用氧化锆空心球形粉末

研究了喷雾干燥及特殊空心球化制备氧化锆空心球形粉末的方法,用本方法制备的氧化锆粉末具有流动性好、沉积率高、涂层隔热效果好、涂层与基体结合强度高、涂层耐冲刷性强等特点.     

具有分红上界的经典风险模型的性质研究

无分红上界时保险公司的盈余过程是Markov过程,先着重讨论在分红上界后,它的马氏性是否仍然保持的问题,并对完全离散的情况,进一步讨论了与Markov过程相关的正常返性以及平稳分布是否存在等问题.     

Tumor necrosis factor α in the pathogenesis of cerebral malaria

Physiologically in the brain, cytokines such as tumor necrosis factor-alpha (TN) are released by the immune system and can modulate neurological responses. Conversely, the central nervous system (CNS) is also able to modulate cytokine production. In the case of CNS disorders, cytokine release may be modified. Cerebral malaria (CM) is a complication of Plasmodium falciparum infection in humans and is characterized by a reversible encephalopathy with seizures and loss of consciousness. Central clinical signs are partly due to sequestration of parasitized red blood cells in the brain microvasculature due to interactions between parasite proteins and adhesion molecules. TNF is produced and released by host cells following exposure to various malarial antigens. The increase of TNF release is responsible for the overexpression of adhesion molecules. This article reviews the involvement of TNF in cerebral malaria and the relation with all the processes involved in this pathology. It shows that (i) TNF levels are increased in plasma and brain but with no clear correlation between TNF levels and occurrence and severity of CM; (ii) TNF is responsible for intercellular adhesion molecule-1 upregulation in CM, the relation being less clear for other adhesion molecules; (iii) TNF receptors are upregulated in CM, with TNF receptor 2 (TNFR2) showing a higher upregulation than TNFR1 in vivo; (iv) in murine CM, low doses of TNF seem to protect from CM, whereas excess TNF induces CM and anti-TNF therapies (antibodies, pentoxifylline) did not show any efficiency in protection from CM. Moreover, the involvement of lymphotoxin a, which shares with TNF the same receptors with similar affinity, appears to be an interesting target for further investigation.Received 4 December 2002; received after revision 7 February 2003; accepted 14 February 2003     

激光对双势垒结构负阻效应的影响

考虑了晶体格点的振动效应和光子———声子的相互作用,导出了对称双势垒结构中的电流密度随激光强度、照射时间、样品初始温度、材料的热容量等变化的关系式。讨论了强激光对双势垒结构负阻效应的影响。     

M／a—Si：H肖特基势垒参数的测量

介绍在中性区光电导调制下实现用高频Ｃ－Ｖ仪测量Ｍ／ａ－Ｓｉ：Ｈ肖特基势垒参数的方法，把所测结果与其他方法测量值作了比较，对Ａｌ／ａ－Ｓｉ：Ｈ势垒异常现象也进行了描述。     

天津铁厂热力分厂微机实时监测与调度系统

本文介绍了一个微机实时监测与调度系统。该系统给出了改变大中型企业中传统的监测、调度方式、使用计算机完成这些工作的一个实例．通过系统设计与工程实践，解决了在强干扰环境下，实现稳定、准确监测和实时远距离高速数据交换等技术问题．     

关于活化能教学的几点浅见

阐述了Ｓ．Ａ．Ａｒｒｈｅｎｉｕｓ关于活化能的基本观点，反应速率理论对活化能本质的揭示，Ｒ．Ｃ．Ｔｏｌｍａｎ对活化能的统计解释．分析了活化能Ｅａ与阈能Ｅ０和能垒Ｅｂ的根本区别、必然联系和宏观特征．提出了阐述活化能应当注意的基本环节和在中学化学教学中讲授活化能概念的三点建议．     

Investigation of Atmospheric Plasma Discharge and Its Application to Surface Modification of Textile Materials

In this paper, an improved quasi-stable atmospheric pressure dielectric barrier discharge （DBD） plasma source is achieved after carefully controlled discharge voltage and current, discharge power, working gas, treatment period, and gap between the electrodes. This plasma source has been used to modify the surface of Polybutylene Terephthalate （PBT） melt-blown nonwovens and Polyester （PET） fabrics, and the various influences on surface modification and the aging effect of treated polymeric materials have been systematically investigated. In addition, the method of spectrum analysis is also used for diagnosing plasma paramneters such as electron temperature. Experimental results indicate that both the wettablity and permeation of treated PBT melt-blown nonwovens and dyeing ability of treated PET fabrics are certainly improved.     

投资决策期权估值的熵模型

研究了投资决策期权估值问题,基于熵定价理论,结合美式期权解析近似计算方法,建立了投资决策期权价值估算的算法模型,该模型框架可应用于实物期权价值的数值方法求解。