三叉树模型下标的资产期权定价

讨论了一般三叉树模型期权定价公式,它是二叉树模型的推广.证明了三叉树模型下期权价格所满足的方程是Black-Scholes方程的近似.     

双指示剂中和法测定强酸中的肼

采用水杨醛处理试液、双指示剂指示终点的双指示剂中和法测定强酸中的肼 .该法能排除强酸的干扰 ,简单快速 ,相对标准偏差为 1 .2 1 % ( n=6) ,加标回收率为 98.7%— 99.1 % .用于测定硫酸肼生产过程中结晶母液中肼的含量 ,结果满意 .     

Long‐Term Risk: A Martingale Approach

This paper extends the long‐term factorization of the stochastic discount factor introduced and studied by Alvarez and Jermann (2005) in discrete‐time ergodic environments and by Hansen and Scheinkman (2009) and Hansen (2012) in Markovian environments to general semimartingale environments. The transitory component discounts at the stochastic rate of return on the long bond and is factorized into discounting at the long‐term yield and a positive semimartingale that extends the principal eigenfunction of Hansen and Scheinkman (2009) to the semimartingale setting. The permanent component is a martingale that accomplishes a change of probabilities to the long forward measure, the limit of T‐forward measures. The change of probabilities from the data‐generating to the long forward measure absorbs the long‐term risk‐return trade‐off and interprets the latter as the long‐term risk‐neutral measure.     

中性财政政策下的地方税系改革

中性财政政策的本来含义是财政收支保持平衡，不对社会总供求产生扩张或紧缩的影响。在该思路指导下，对地方税系的房地产税、社会保障税和环境保护税的改革进行可行性设计。     

具有强迫项正负系数中立型差分方程有界正解的存在性

获得了具有强迫项正负系数中立型差分方程存在有界正解的充要条件。     

Nonparametric linear bayes estimation of survival curves from incomplete observations

A linear Bayes estimator of a survival curve is derived.The estimator has a relatively simple interpretation as a Kaplan-Meier estimator based on an augemented data base - prior information plus sampling information.It is Bayes if the prior is a Dirichlet process, and otherwise an approximation to the Bayes rule against any prior.     

从性别视角看英语语言词汇的中性化发展

本文以新兴学科——文化语言学的知识为基础来探讨英语词汇的性别变化及特征。     

B/S模式下教师教学质量智能评价系统

利用ASP.NET构建基于B/S模式的教师教学质量在线评价系统,介绍了系统的功能及结构.利用BP神经网络技术构建了自学习模块,可自动对教学质量给出评价等级.     

关于“用高锰酸钾溶液氧化乙烯和乙炔”的实验的几点看法

本文研究了用不同浓度、不同用量的高锰酸钾溶液在不同条件下氧化乙烯和乙炔，并得到不同的产物的实验，从而在理论上加以论述，并对大专院校不同实验书中有关此实验提出一些不同看法。     

高阶非线性中立型微分方程解的渐近性与振动性

高阶非线性中立型微分方程解的渐近性与振动性...