分数Vasicek利率下创新重置期权定价

假定股票价格过程服从分数跳-扩散过程,利率满足分数Vasicek利率模型,利用分数跳-扩散过程理论以及保险精算方法,讨论了创新重置期权的定价问题,获得了创新重置看涨期权定价公式,推广了关于创新重置期权定价的相关结果.     

The chemistry of ethyl silicate binders in refractory technology

The chemistry of the processes involved when an alkyl silicate such as ethyl silicate acts as a binder in refractory technology is described. The gel forming process involving catalysed hydrolysis and condensation of ethyl silicate and tetra-alkyl silicates has been studied using amine catalysts. Thermal studies of gels obtained from technical ethyl silicate and of gels obtained from technical ethyl silicate incorporated in refractory materials, together with infrared spectroscopy studies of gels obtained from technical ethyl silicate, suggest the nature of the degradation products, and the weight-loss patterns observed support the proposed mechanisms.     

Heptaldehyde and undecylenic acid from castor oil

Castor Oil was pyrolyzed in a vertical stainless steel tubular reactor packed with 12.5-mm diameter mild steel balls in presence of 0.5% benzoyl peroxide. The operating parameters were optimized to obtain high yields of heptaldehyde and undecylenic acid. Heating at 550 C under reduced pressure of 45 mm (Hg) yielded 24.8% heptaldehyde and 36.0% undecylenic acid.     

Quantification,characterization and fatty acid composition of lysophosphatidic acid in different rat tissues

The amount and composition of lysophosphatidate present in different rat tissues have been estimated by an internal standard method in which a synthetic unnatural isomer (1-heptadecanoyl-rac-glycerol-3-phosphate) was added to the total lipid extracts, and the fatty acid composition of purified lysophosphatidate was determined. Lipids from tissues were extracted under acidic conditions, and the lysophosphatidate was purified by solvent partitions followed by thin-layer chromatography in multiple solvent systems. The purified lipid was shown to be 1-acyl-sn-glycerol-3-phosphate by chromatographic and chemical analysis, by its resistance to hydrolysis when treated with phospholipase A₂ and also by its complete conversion to 1-acyl-sn-glycerol when treated with alkaline phosphatase. The fatty acid consituents of this lipid were determined by gas-liquid chromatography of the derived methyl esters. The concentrations (nmol/g of tissue) of lysophosphatidate in various tissues were: 86.2±4.2 in brain, 60.3±6.3 in liver, 46.4±6.5 in kidney, 30.6±5.0 in testis, 22.3 in heart and 19.3 in lung. Mostly (80%) saturated fatty acids were found to be present in this lyso lipid. A significantly high level of stearic acid was present in this lipid from all the tissues (50–60% in liver, kidney, brain and testis, and about 40% in heart and lung) compared to plamitic acid (10–15% in liver, kidney and brain and 25–30% in testis, heart and lung). The fatty acid compositions of phosphatidic acid, the putative product of lysophosphatidate acylation, from different tissues were also determined and palmitate was found to be the major saturated fatty acid. These results suggest that tissue lysophosphatidic acid is not only formed byde novo biosynthesis but is also generated via the breakdown of phospholipids such as phosphoinositides.     

Epoxy/poly(methyl methacrylate) interpenetrating polymer networks—morphology,mechanical and thermal properties

Full and semi-IPNs were prepared from epoxy and poly methyl methacrylate (PMMA), by the sequential mode of synthesis and were characterized by measurements of ultimate tensile strength (UTS), elongation at break, modulus, and toughness. Aromatic polyamine adducts and ethylene glycol dimethacrylate were used as the crosslinkers for epoxy and comonomer/crosslinker for methyl methacrylate monomer, respectively. Higher UTS and modulus of the semi-IPNs over full IPNs were attributed to the higher probability of interpenetration. The weight retention in the thermal decomposition of the IPNs and semi-IPNs were higher than the epoxy homopolymer. This enhancement was presumably related to the presence of the unzipped methyl methacrylate monomer which acted as radical scavangers in the epoxy degradation. © 1994 John Wiley & Sons, Inc.     

Interchain crosslinking between NBR and polyacrylic rubber and effect on (i) processibility and blend-morphology

Flow behaviour of NBR and polyacrylic rubber blends have been studied throughout the entire composition ranges. The effect of preheating of the blends is also studied in order to understand the interchain crosslinking. Viscosity, extrudate swell, power law indices, have been studied as a function of shear rate and blend ratio. The shearing accompanied by blend ratio has a predominent effect on the rheological behaviour of the preheated blends due to microgel formation. From the rheological behaviour it appears that there is a phase inversion at around 50% of NBR, however, preheating does not change this trend. © 1994 John Wiley & Sons, Inc.     

The differential effect of polymyxin B1 on guinea pig lung mitochondrial and microsomal glycerophosphate acyltransferase

The activities of guinea pig lung mitochondrial and microsomal glycerophosphate acyltransferase differed in sensitivity to polymyxin B₁. At an antibiotic concentration of 1 mg/ml, the mitochondrial enzyme activity was stimulated twofold, but the microsomal enzyme activity was completely inhibited. Furthermore, the mitochondrial enzyme activity was stimulated by polymyxin B₁ without the addition of exogenous acyl-CoA. Additional experiments ruled out the possibility of polymyxin B₁ acting as a substrate for the mitochondrial acyltransferase. These results suggest either that the polymyxin B₁ sensitivity of mitochondrial and microsomal glycerophosphate acyltransferase is different or that their accessibility to substrates is different because the two isoenzymes are located differently in the different phospholipid microenvironment of the membranes.     

Retarding and antioxidant activity of 1-cyclohexylthio-2-mercaptobenzimidazole in the vulcanization of NR accelerated by thiocarbamyl sulfenamide

The effect of 1-cyclohexylthio-2-mercaptobenzimidazole (CMB) on the vulcanization of NR accelerated by N-oxydiethylene thiocarbamyl-N′-oxydiethylene sulfenamide (OTOS) has been studied. It is found that CMB delays the onset of cure and generates 2-mercaptobenzimidazole during vulcanization. The results indicate the retarding as well as antioxidant activity of CMB.