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Option Pricing by Mean Correcting Method for Non-Gaussian Lvy Processes

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Acta Mathematica Sinica,English Series 2013年第10期29卷 1927-1938页

作者： Luo Gen yao Gang yang Xiang Qun yang School of Mathematics and Statistics Hu'nan Business College College of Mathematics and Computer Science Hu'nan Normal University

For a non-Gaussian Levy model, it is shown that if the model exists a trivial arbitrage-free interval, option pricing by mean correcting method is always arbitrage-free, and if the arbitrage-free interval is non-trivial, this pricing method may lead to arbitrage in some cases. In the latter case, some necessary and sufficient conditions under which option price is arbitrage-free are obtained.

关键词： Non-Gaussian Levy processes mean correcting method option pricing

Application of Moore-Penrose Inverse in Deciding the Minimal Martingale Measure

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Acta Mathematicae Applicatae Sinica 2010年第4期26卷 653-660页

作者： Luo-gen yao Gang yang Xiang-qun yang Information Department of Hunan Business College Changsha 410205China College of Mathematics and Computer Science Hunan Normal UniversityChangsha 410081China

The Moore-Penrose inverse is an important tool in *** paper shows that the MoorePenrose inverse is also an effcient technique in determining the minimal martingale measure if a security price follows a semi-martingale which satisfies some structure *** extend a result of Dzhaparidze and Spreij concerning the Moore-Penrose inverse to the case that the Moore-Penrose inverse of any matrix-valued predictable process is still ***,we obtain an explicit formula of the minimal martingale measure by employing the Moore-Penrose ***,the minimal martingale measure in a generalized Black-Scholes model is found.

关键词： Moore-Penrose inverse minimal martingale measure semi-martingales structure condition

A flexible and smart shape memory alloy composite sheet based on efficient and bidirectional thermal management

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International Journal of Smart and Nano Materials 2022年第2期13卷 315-329页

作者： yang yang Yongquan Wang Tao yao Xiaojuan Feng School of Mechanical Engineering Xi’an Jiaotong UniversityXi’an People’s Republic of China Shanghai Marine Diesel Engine Research Institute Shanghai People’s Republic of China

Leveraging advances in shape memory alloys(SMAs)and flexible thermoelectric devices(f-TEDs),this paper presents a structural and functional integrity composite sheet to address the inefficient and bulky activation of 2-D SMAs.A series of experimental tests were performed to reveal the generation,change,and transfer mechan-isms of different types of electrically-induced heat in the f-TED,as well as the temperature-induced SMA phase transformation *** results show that the composite sheet exhibited good bidirectional thermal management *** austenite defor-mation can be completed within 10s at an operating current of 2 *** cooling recovery,in particular,performs much better than in conventional modes(the temperature declines exponentially with time).Finally,through two functional prototypes,a light switch and a flexible gripper,the application potential of the proposed com-posite was further experimentally demonstrated.

关键词： Shape memory alloy flexible thermoelectric device bidirectional thermal management actuator thermomechanical

Scale-free Structure of Town Road Network in Southern Jiangsu Province of China

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Chinese Geographical Science 2007年第4期17卷 311-316页

作者： SU Weizhong yang Guishan yao Shimou yang Yingbao Nanjing Institute of Geography and Limnology Chinese Academy of Sciences Nanjing 210008 China Department of Material Science and Engineering of Hohai University Nanjing 210098 China

From the viewpoint of Graph Theory this paper builds a town road network graph of regional scale, and proposes numerical vertex degree （Di）, rank vertex degree （Dr） and population size vertex degree （Dp） on the base of vertex degree （D）. Then the indicators of Di, Dr, Op and mathematical statistics methods are applied to investigating scale-free structure of town road networks in the southern Jiangsu Province. The results show that the distribution of Oi does not exhibit scale-free properties, but Dr and Dp do. Additionally the correlation coefficient between Dp and Di is only 0.569, but the spatial correlation between Dp and Dr is very evident on the base of correlation analysis and spatial analysis of GIS. The mutual mechanism between Dp and Dr spatially represents a ＂Core-Belt＂ model of town development of regional scale. The town development model is open and clustered, and beneficial to both economic development and ecological protection. And then we suggest that Suzhou City, Wuxi City, Changzhou City and Wujin City control towns＇ high-density pattern by conducting centralization and consolidation policies, and properly controlling and planning higher rank roads; whereas Nanjing City, Zhenjiang City, Jintan City and Liyang City must strengthen the development of towns along higher rank roads.

关键词： town road network vertex degree scale-free structure southern Jiangsu Province (Sunan)

The mean correcting martingale measures for exponential additive processes

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Applied Mathematics(A Journal of Chinese Universities) 2016年第1期31卷 81-88页

作者： yao Luo-gen yang Gang yang Xiang-qun School of Mathematics and Statistics Hunan University of Commerce Changsha 410205 China College of Mathematics and Computer Science Hunan Normal University Changsha 410081 China

The mean correcting martingale measure for the stochastic process defined as the exponential of an additive process is constructed. Necessary and sufficient conditions for the existence of mean correcting martingale are also obtained. The investigation of this paper will establish a unified way that is applicable both to the case of Ldvy processes and that of the sums of independent random variables. As an application, we present the necessary and sufficient conditions that the discounted stock price process is a martingale.

关键词： Mean correcting martingale measure additive processes option pricing.

Mineral characteristics and their geological significance of black shales in southeastern Ordos Basin by X-ray diffraction analysis

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Chinese Journal Of Geochemistry 2014年第1期33卷 119-124页

作者： yao Zhigang yang yang YING Huawei DONG Yunpeng School of Earth Sciences and Engineering Xi'an Petroleum University

X-ray diffraction analysis of black shale of Upper Triassic Member Chang 7 of the Yanchang Formation in southeastern Ordos Basin showed that black shales were deposited in brackish, strongly reducing, semi-deep-deep lacustrine facies, and mainly composed of quartz, feldspar, carbonate(dolomite), clay minerals(illite and illite/smectite) and a certain amount of pyrite. The mineral composition characteristics of this set of black shales are similar to those of highly productive shale gas in North America, for example shallow burial, low clay mineral and abundant brittle mineral, so the strata are conducive to the development of cracks and fractures. Thus, this area is favorable for shale oil/gas exploration and development.

关键词：鄂尔多斯盆地黑色页岩粘土矿物 X射线衍射分析东南部地质意义特征和 X-射线衍射分析

基于CiteSpace分析妇产科专业教学课程思政研究热点及趋势

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卫生职业教育 2025年第2期43卷 152-156页

作者：宋宏源杨怀洁姚瑶三峡大学第一临床医学院/宜昌市中心人民医院湖北宜昌443008

目的对妇产科学课程思政相关研究文献进行可视化分析,为开展妇产科学思政教育提供参考。方法检索2018年1月—2023年6月中国知网(CNKI)、万方、维普数据库中的妇产科学课程思政相关研究文献,基于CiteSpace(6.2.R2)软件,对符合标准的文献... 详细信息

目的对妇产科学课程思政相关研究文献进行可视化分析,为开展妇产科学思政教育提供参考。方法检索2018年1月—2023年6月中国知网(CNKI)、万方、维普数据库中的妇产科学课程思政相关研究文献,基于CiteSpace(6.2.R2)软件,对符合标准的文献进行可视化分析。结果我国妇产科学课程思政相关研究逐年增加,共检索文献134篇,还未形成稳定的核心作者群,且各个作者群之间联系较少。“教学改革”和“实践教学”的研究热度持续至今,“立德树人”一直是妇产科学课程思政研究的核心目标。结论研究者应拓宽妇产科学课程思政研究领域或转换研究角度,全方位推动妇产科学课程思政教育和研究工作。

关键词：妇产科学课程思政 CiteSpace 文献计量学

An Unprecedented Efficiency with Approaching 21%Enabled by Additive‑Assisted Layer‑by‑Layer Processing in Organic Solar Cells

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Nano-Micro Letters 2025年第2期17卷 372-375页

作者： Shuai Xu Youdi Zhang Yanna Sun Pei Cheng Zhaoyang yao Ning Li Long Ye Lijian Zuo Ke Gao Key Laboratory of Advanced Green Functional Materials College of ChemistryChangchun Normal UniversityChangchun 130032People’s Republic of China Shandong Provincial Key Laboratory for Science of Material Creation and Energy Conversion School of Chemistry and Chemical EngineeringShandong UniversityQingdao 266237People’s Republic of China College of Polymer Science and Engineering Sichuan UniversityChengdu 610065People’s Republic of China State Key Laboratory and Institute of Elemento‑Organic Chemistry Centre of Nanoscale Science and Technology and Key Laboratory of Functional Polymer MaterialsRenewable Energy Conversion and Storage Center(RECAST)College of ChemistryNankai UniversityTianjin 300071People’s Republic of China Institute of Polymer Optoelectronic Materials and Devices State Key Laboratory of Luminescent Materials and Devices South China University of TechnologyGuangzhou 510640People’s Republic of China Tianjin Key Laboratory of Molecular Optoelectronic Sciences School of Materials Science and EngineeringTianjin UniversityTianjin 300350People’s Republic of China State Key Laboratory of Silicon Materials MOE Key Laboratory of Macromolecular Synthesis and FunctionalizationDepartment of Polymer Science and EngineeringZhejiang UniversityHangzhou 310027People’s Republic of China

Recently published in Joule,Feng Liu and colleagues from Shanghai Jiaotong University reported a record-breaking 20.8%power conversion efficiency in organic solar cells(OSCs)with an interpenetrating fibril network active layer morphology,featuring a bulk p-in structure and proper vertical segregation achieved through additive-assisted layer-by-layer *** optimized hierarchical gradient fibrillar morphology and optical management synergistically facilitates exciton diffusion,reduces recombination losses,and enhances light capture *** approach not only offers a solution to achieving high-efficiency devices but also demonstrates the potential for commercial applications of OSCs.

关键词： Organic solar cells Additive-assisted layer-by-layer processing Three-dimensional fibril morphology Bulk p-i-n structure Optical management

Preparation and thermal stability of Pd_(40.5)Ni_(40.5)Si_xP_(19-x) bulk metallic glasses

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International Journal of Minerals,Metallurgy and Materials 2010年第2期17卷 204-207页

作者： yang Li yao-cen Wang Ke-fu yao Department of Mechanical Engineering Tsinghua University Beijing 100084 China

With the addition of Si to replace some P,Pd40.5Ni40.5SixP19-x（x=0,2.5,5,9.5,14,and 19 in atomic number fraction） bulk glassy samples with the diameter of about 5 mm were successfully prepared by use of flux treatment and water quenching *** the increase of Si content,the glass forming ability of Pd40.5Ni40.5Si-xP19-x increases first for low Si content and then decreases for high Si content （Si≥9.5at%）.The Pd40.50Ni40.5Si5P14 glassy alloy possesses the largest supercooled liquid region△T of 119 K,the largest reduced glass transition temperature of 0.621,and the largestγparameter of 0.460,indicating that this glassy alloy possesses very large glass forming ability and very high thermal stability.

关键词： bulk metallic glass flux method glass forming ability water quenching thermal stability