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变系数Black-Scholes模型有红利支付下的欧式期权定价估计

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郑州大学学报（理学版） 2014年第3期46卷 41-44页

作者：张东云河南师范大学商学院河南新乡453007

主要研究变系数Black-Scholes模型有红利支付下的欧式期权定价的估计问题.首先,构造了波动率函数的估计量,并讨论了所得估计的强收敛性、渐近正态性和收敛速度.然后,基于波动率函数的估计,利用期权定价公式得到了变系数Black-Scholes模... 详细信息

主要研究变系数Black-Scholes模型有红利支付下的欧式期权定价的估计问题.首先,构造了波动率函数的估计量,并讨论了所得估计的强收敛性、渐近正态性和收敛速度.然后,基于波动率函数的估计,利用期权定价公式得到了变系数Black-Scholes模型有红利支付下的欧式期权价格的估计.最后,证明了所得估计量是期权价格的强相合估计.

关键词：变系数Black-Scholes模型波动率函数期权定价估计强相合性

Hydrodynamic Characteristics of Undular Tidal Bores in the Qiantang River Based on Field Observations

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China Ocean Engineering 2024年第3期38卷 505-518页

作者： zhang Shu-yu PAN Cun-hong zhang Shen-yang LI Ruo-hua CHENG Wenlong XIE dong-feng Zhejiang Tongji Vocational College of Science and Technology Hangzhou 311231China Zhejiang Institute of Hydraulics and Estuary Hangzhou 310020China

Understanding the undular tidal bores in the Qiantang River is essential for effective river management and *** breaking tidal bores have been studied extensively, reports on undular tidal bores in the Qiantang Riverremain limited. Furthermore, observed data on undular tidal bores fulfilling the requirements of short measurementtime intervals, and spring, medium, and neap tide coverage, and providing detailed data for the global vertical stratificationof flow velocity are quite limited. Based on field observations at Qige in the Qiantang estuary, we analyzedthe characteristics of undular tidal bores. The results showed that the flooding amplitude (a) of the first wave isalways larger than its ebbing amplitude (b). Moreover, the vertical distribution of the maximum flood velocity exhibitesthree shapes, influenced by the tidal range, while that of the maximum ebb velocity exhibites a single shape. Duringthe initial phase of the flood tide in the spring and medium tides, the upper water body experiences multiple oscillatingchanges along the flow direction, corresponding to the alternating process of the crest and trough of the tide levelupon the arrival of the tidal bore. The tidal range is a crucial parameter in tidal bore hydrodynamics. By establishingthe relationship between hydrodynamic parameters and tidal range, other hydrodynamic parameters, such as the tidalbore height, maximum flood depth–averaged velocity, maximum flood stratified velocity at the measurement points,and duration of the flood tide current, can be effectively predicted, thereby providing an important reference for rivermanagement and maintenance.

关键词： tidal bores Qiantang Estuary tidal bore height tidal bore velocity propagation speed

Path Planning Based on A-Star and Dynamic Window Approach Algorithm for Wild Environment

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Journal of Shanghai Jiaotong university(Science) 2024年第4期29卷 725-736页

作者： dong Dejin dong Shiyin zhang Lulu CAI yunze Department of Automation Shanghai Jiao Tong UniversityShanghai200240China Key Laboratory of System Control and Information Processing Ministry of EducationShanghai200240China Shanghai Electro-Mechanical Engineering Institute Shanghai201109China

The path planning problem of complex wild environment with multiple elements still poses *** paper designs an algorithm that integrates global and local planning to apply to the wild environmental path *** modeling process of wild environment map is *** optimization strategies are designed to improve the A-Star in overcoming the problems of touching the edge of obstacles,redundant nodes and twisting paths.A new weighted cost function is designed to achieve different planning ***,the improved dynamic window approach(DWA)is designed to avoid local optimality and improve time efficiency compared to traditional *** the necessary path re-planning of wild environment,the improved A-Star is integrated with the improved DWA to solve re-planning problem of unknown and moving obstacles in wild environment with multiple *** improved fusion algorithm effectively solves problems and consumes less time,and the simulation results verify the effectiveness of improved algorithms above.

关键词： path planning path re-planning wild environment A-Star algorithm dynamic window approach

Magnetic compression anastomosis to restore biliary tract continuity after obstruction following major abdominal trauma:A case report

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World Journal of Gastrointestinal Surgery 2024年第6期16卷 1933-1938页

作者： Miao-Miao zhang Jie Tao Huan-Chen Sha yun Li Xiao-Gang Song Oliver J Muensterer Fang-Fang dong Li zhang Yi Lyu Xiao-Peng Yan Department of Hepatobiliary Surgery The First Affiliated Hospital of Xi'an Jiaotong UniversityXi'an 710061Shaanxi ProvinceChina Shaanxi Provincial Key Laboratory of Magnetic Medicine The First Affiliated Hospital of Xi'an Jiaotong UniversityXi'an 710061Shaanxi ProvinceChina National Local Joint Engineering Research Center for Precision Surgery&Regenerative Medicine The First Affiliated Hospital of Xi'an Jiaotong UniversityXi'an 710061Shaanxi ProvinceChina Department of Pediatric Surgery Dr.von Hauner Children’s HospitalLudwig-Maximilians-University Medical CenterMunich 80337Germany

BACKGROUND The combination of magnetic compression anastomosis(MCA)and endoscopy has been used to treat biliary stricture after liver ***,its use for the treatment of complex biliary obstruction after major abdominal trauma has not been *** case report describes the successful use of MCA for the treatment of biliary obstruction resulting from major abdominal trauma.A 23-year-old man underwent major abdominal surgery(repair of liver rupture,right half colon resection,and ileostomy)following a car accident one year *** abdominal drainage tube,positioned at the Winslow foramen,was draining approximately 600-800 mL of bile per *** the two endoscopic retrograde cholangiopancreatography procedures,the guide wire was unable to enter the common bile duct,which prevented placement of a biliary *** combined with endoscopy was used to successfully achieve magnetic anastomosis of the peritoneal sinus tract and duodenum,and then a choledochoduodenal stent was ***,the external biliary drainage tube was *** patient achieved internal biliary drainage leading to the removal of the external biliary drainage tube,which improved the quality of *** Magnetic compression technique can be used for the treatment of complex biliary obstruction with minimal operative trauma.

关键词： Magnetic compression anastomosis Magnetosurgery Endoscopy Magnetic Surgery Clinic Biliary obstruction Case report

基于证券投资的资本流动与经济增长:理论与实证

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技术经济与管理研究 2010年第1期 116-118页

作者：张东云河南师范大学经济与管理学院河南新乡453007

资本流动的经济效应是金融自由化进程中争论的焦点之一。本文概述了资本流动与经济增长关系的最新研究进展。在国际收支框架内,利用证券投资项下的资本流动的1991-2007年的季度时间序列数据,发现我国证券投资项下资本流动与经济增长具... 详细信息

资本流动的经济效应是金融自由化进程中争论的焦点之一。本文概述了资本流动与经济增长关系的最新研究进展。在国际收支框架内,利用证券投资项下的资本流动的1991-2007年的季度时间序列数据,发现我国证券投资项下资本流动与经济增长具有较高相关关系和双向因果关系。采用四种不同的资本流动口径对人均GDP进行协整分析,结果表明,证券投资项下的资本流量与长期经济增长呈显著正相关,并提出了相应的政策建议。

关键词：资本流动格兰杰因果关系协整分析经济增长

广义Poisson跳-扩散模型支付红利下期权的保险精算定价

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河南理工大学学报（自然科学版） 2014年第6期33卷 840-843页

作者：张东云河南师范大学商学院河南新乡453007

主要研究了带Poisson跳跃的广义跳-扩散模型有红利支付下欧式期权的保险精算定价.利用资产价格过程的实际概率测度和公平保费原理,得到了有连续红利支付下欧式看涨期权的保险精算定价公式,并给出了欧式看涨期权与欧式看跌期权之间的平... 详细信息

主要研究了带Poisson跳跃的广义跳-扩散模型有红利支付下欧式期权的保险精算定价.利用资产价格过程的实际概率测度和公平保费原理,得到了有连续红利支付下欧式看涨期权的保险精算定价公式,并给出了欧式看涨期权与欧式看跌期权之间的平价关系.

关键词：跳-扩散过程红利期权定价保险精算定价

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基于电磁感应透明弱光非线性研究进展

量子电子学报 2011年第3期28卷 253-261页

作者：欧阳秋云掌蕴东袁萍哈尔滨工业大学光电子研究所可调谐激光国家重点实验室黑龙江哈尔滨150080 哈尔滨工程大学理学院黑龙江哈尔滨150001

利用电磁感应透明实现弱光场条件下的强非线性效应,开辟了一个崭新的非线性光学研究领域-"弱光非线性光学"。主要介绍了基于电磁感应透明的Kerr非线性和四波混频效应。Kerr非线性在全光学开关、全光学逻辑运算和光量子逻辑门等方面有着... 详细信息

利用电磁感应透明实现弱光场条件下的强非线性效应,开辟了一个崭新的非线性光学研究领域-"弱光非线性光学"。主要介绍了基于电磁感应透明的Kerr非线性和四波混频效应。Kerr非线性在全光学开关、全光学逻辑运算和光量子逻辑门等方面有着潜在的应用价值,四波混频也具有非常广泛的应用,其中最重要的是把可调谐相干光源的频率范围扩展到红外和紫外,在简并情况下,四波混频对于自适应光学中的波前再现是很有用的。另外,在材料研究中共振四波混频技术是强有力的光谱分析工具。

关键词：非线性光学弱光非线性电磁感应透明 Kerr非线性四波混频

Finite Difference-Peridynamic Differential Operator for Solving Transient Heat Conduction Problems

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Computer Modeling in Engineering & Sciences 2024年第9期140卷 2707-2728页

作者： Chunlei Ruan Cengceng dong Zeyue zhang Boyu Chen Zhijun Liu School of Mathematics&Statistics Henan University of Science&TechnologyLuoyang471023China Longmen Laboratory Luoyang471023China

Transient heat conduction problems widely exist in *** previous work on the peridynamic differential operator(PDDO)method for solving such problems,both time and spatial derivatives were discretized using the PDDO method,resulting in increased complexity and programming *** this work,the forward difference formula,the backward difference formula,and the centered difference formula are used to discretize the time derivative,while the PDDO method is used to discretize the spatial *** new schemes for solving transient heat conduction equations have been developed,namely,the forward-in-time and PDDO in space(FT-PDDO)scheme,the backward-in-time and PDDO in space(BT-PDDO)scheme,and the central-in-time and PDDO in space(CT-PDDO)*** stability and convergence of these schemes are analyzed using the Fourier method and Taylor’s *** show that the FT-PDDO scheme is conditionally stable,whereas the BT-PDDO and CT-PDDO schemes are unconditionally *** stability conditions for the FT-PDDO scheme are less stringent than those of the explicit finite element method and explicit finite difference *** convergence rate in space for these three methods is *** constructed schemes are applied to solve one-dimensional and two-dimensional transient heat conduction *** accuracy and validity of the schemes are verified by comparison with analytical solutions.

关键词： Peridynamic differential operator finite difference method stability transient heat conduction problem

Algorithmic approach to discrete fracture network flow modeling in consideration of realistic connections in large-scale fracture networks

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Journal of Rock Mechanics and Geotechnical Engineering 2024年第9期16卷 3798-3811页

作者： Qihua zhang Shan dong Yaoqi Liu Junjie Huang Feng Xiong Badong National Observation and Research Station of Geohazards China University of GeosciencesWuhan430074China SINOPEC Shanghai Engineering Co. Ltd.Shanghai200120China Faculty of Engineering China University of GeosciencesWuhan430074China

Analyzing rock mass seepage using the discrete fracture network(DFN)flow model poses challenges when dealing with complex fracture *** paper presents a novel DFN flow model that incorporates the actual connections of large-scale ***,this model efficiently manages over 20,000 fractures without necessitating adjustments to the DFN *** geometric analyses,such as identifying connected fractures,dividing the two-dimensional domain into closed loops,triangulating arbitrary loops,and refining triangular elements,are fully *** analysis processes are comprehensively introduced,and core algorithms,along with their pseudo-codes,are outlined and explained to assist readers in their programming *** accuracy of geometric analyses is validated through topological graphs representing the connection relationships between *** practical application,the proposed model is employed to assess the water-sealing effectiveness of an underground storage cavern *** analysis results indicate that the existing design scheme can effectively prevent the stored oil from leaking in the presence of both dense and sparse ***,following extensive modification and optimization,the scale and precision of model computation suggest that the proposed model and developed codes can meet the requirements of engineering applications.

关键词： Discrete fracture network(DFN)flow model Geometric algorithm Fracture flow Water-sealing effect