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.     

带双参数四次Said-Ball曲线的扩展

为了使曲线易于实现光滑拼接,同时具有对应于相同控制顶点的不同形状,定义了具有凸包性、对称性、形状可调性等基本性质的新曲线.文中分析了基函数及曲线的性质和2个形状参数的几何意义,给出了2条Said-Ball型曲线的G0,G1,G2连续拼接条件.类似构造了局部形状可调的组合曲面.数值实例说明了所给方法的正确性和有效性.     

500kV线路带电作业方法及工器具的应用

500kV线路电压等级高,杆塔类型多,各塔型塔头尺寸较通常情况复杂．造成带电作业过程中塔头承力工器具的通用性不好,不仅增加了工作难度和成本,同时也限制了带电作业的实践应用。为此,对进入强电场的绝缘工器具及作业方法进行摸索、改进和现场应用．包括更换ZM塔型直线绝缘子串的工器具改进、单柱绝缘爬梯的现场应用、500kV线路带电作业的现场应用等。     

THIN LAYER METHOD ANALYSIS OF SPOUTED BED DRIED MALAYSIAN PADDY – CHARACTERISTIC DRYING CURVES

A lab‐scale spouted bed dryer was used for the drying of paddy. The Malaysian grown paddy is a sample of Geldart's Group D particle. Drying was carried out in the dryer at two different internal configurations, namely with or without the installation of a draft tube, and at several drying temperatures (60–90C), air flow rates (1.14–1.45 m/s) and bed heights (30–45 cm). Drying kinetics of paddy in spouted bed showed only induction and falling rate periods, without constant drying rate period. Thin layer method analysis shows characteristic drying rate curves of linear and exponential functions for the first and second falling rate period, respectively, in conventional spouted bed drying. A single power function was observed in spouted bed drying with a draft tube, mainly as a result of a better tempering effect that gave a lower drying rate gradient.     

Linear optimal control problem of a system with circuit-free graph structure

We solve a linear optimal control problem with state and control restrictions by the method of region analysis, where the state equations describe the flow in a directed graph without a circuit. The results are used for the optimal control of a system of hydroelectric power plants.     

Diabetes and mitochondrial encephalomyopathy with lactic acidosis and stroke-like episodes (MELAS): radiolabeled polymerase chain reaction is necessary for accurate detection of low percentages of mutation

A 6-yr-old boy presented with muscle weakness, lactic acidemia, and insulin-dependent diabetes mellitus (IDDM). Using PCR and restriction enzyme analysis, he was found to have the classical A3248G mitochondrial DNA (mtDNA) mutation frequently associated with mitochondrial encephalomyopathy with lactic acidosis and stroke-like episodes (MELAS). The mutation was confirmed by sequencing muscle mtDNA. The mutation in mtDNA from muscle, lymphoblasts, and blood was clearly demonstrable by standard methods using ethidium bromide staining. His mother also had IDDM, but no A3243G mutation could be detected in her blood or transformed lymphoblasts using the same PCR technique. When PCR was carried out in the presence of [32P]deoxycytidine triphosphate, subsequent autoradiography detected the presence of the mutation at low levels in mtDNA from the mother's lymphoblasts and blood. Study of the mother's muscle showed a mitochondrial myopathy, despite the fact that she was asymptomatic. We emphasize that the increased sensitivity of radiolabeled PCR may be necessary to detect small percentages of heteroplasmic A3243G mtDNA mutation in blood from diabetic subjects. Otherwise the incidence of mtDNA mutations in both IDDM and non-insulin dependent diabetes may be underestimated.     

Structural basis for heterogeneous kinetics: reengineering the hairpin ribozyme

The RNA cleavage reaction catalyzed by the hairpin ribozyme shows biphasic kinetics, and chase experiments show that the slow phase of the reaction results from reversible substrate binding to an inactive conformational isomer. To investigate the structural basis for the heterogeneous kinetics, we have developed an enzymatic RNA modification method that selectively traps substrate bound to the inactive conformer and allows the two forms of the ribozyme-substrate complex to be separated and analyzed by using both physical and kinetic strategies. The inactive form of the complex was trapped by the addition of T4 RNA ligase to a cleavage reaction, resulting in covalent linkage of the 5' end of the substrate to the 3' end of the ribozyme and in selective and quantitative ablation of the slow kinetic phase of the reaction. This result indicates that the inactive form of the ribozyme-substrate complex can adopt a conformation in which helices 2 and 3 are coaxially stacked, whereas the active form does not have access to this conformation, because of a sharp bend at the helical junction that presumably is stabilized by inter-domain tertiary contacts required for catalytic activity. These results were used to improve the activity of the hairpin ribozyme by designing new interfaces between the two domains, one containing a non-nucleotidic orthobenzene linkage and the other replacing the two-way junction with a three-way junction. Each of these modified ribozymes preferentially adopts the active conformation and displays improved catalytic efficiency.