次分数布朗运动下带交易费用的备兑权证定价

为了体现金融资产的长记忆性,采用次分数布朗运动刻画备兑权证标的资产价格变化的行为模式。利用随机分析理论和偏微分方程方法,建立了次分数布朗运动下带交易费用的备兑权证定价模型,进一步研究了定价模型的参数估计问题。最后,采用我国权证市场实际数据进行了实证分析,通过比较不同定价模型的结果说明了长记忆性和交易费用对定价结果有着显著的影响。     

论动词词性与审美距离的关系

审美距离与化静为动是文艺美学上两个重要的问题。这两个问题和动词的词性之间有何关系?研究发现,动词词性决定了动词拥有的审美距离感比名词要近。通过巧妙利用动词,调取最佳的审美距离,会产生更好的审美效果。这也是"化静为动"这一美学手法能产生神奇的审美效果的重要原因。     

一种基于UMHexagonS的运动估计优化算法

UMHexagonS算法是H.264/AVC所采纳的整像素的快速运动估计算法之一,该算法在保持良好的率失真性能的前提下,相比全搜索算法(FS)可节约70%的运算量。根据UMHexagonS算法的特点,可从三个方面对该算法进行优化:加入零运动块判决;改进的5*5螺旋搜索;优化的多层次六边形搜索。仿真实验结果表明,在保证PSNR和码率几乎不变的情况下,优化算法可有效降低运动估计时间,从而提高H.264/AVC编码器的实时性。     

甲骨文情意心理动词探析

本文从语言学和心理学两方面入手对情意心理动词作出界定,指出甲骨文中的情意心理动词只有"每(悔)"一例,是表示与人的情绪心理活动有关的不及物动词,在句中作谓语并且可受副词"弗"、"不"或"其"的修饰,可以有主语,但主语一般由有生名词来担任。     

“放置”义动词的历时演变与共时分布

"放置"义动词从上古发展到近代经历了一个新旧词更替的过程。"置"是上古至中古时期"放置"义的主导词。到了近代汉语时期,"放"在搭配对象、义域上不断扩大,逐渐取代了"置"成为"放置"义的主导词,沿用至今。现代汉语方言的"放置"义动词比通语中要丰富,既有承传词,又有创新词。各方言中使用的"放置"义动词反映了不同的历史层次。     

中国学习者与本族语者使用情态动词“should”的对比研究

英语情态动词是说话人表达允许、可能、义务、预测等意义的重要手段,由于其在句法和语义上的特殊性,情态动词在语言研究中一直受到广泛重视。本研究发现,中国学习者与英国本族语者在情态动词should的搭配及语义表达上存在一定的差异。     

A Non‐Parametric Estimator of the Spectral Density of a Continuous‐Time Gaussian Process Observed at Random Times

Abstract. In numerous applications data are observed at random times and an estimated graph of the spectral density may be relevant for characterizing and explaining phenomena. By using a wavelet analysis, one derives a non‐parametric estimator of the spectral density of a Gaussian process with stationary increments (or a stationary Gaussian process) from the observation of one path at random discrete times. For every positive frequency, this estimator is proved to satisfy a central limit theorem with a convergence rate depending on the roughness of the process and the moment of random durations between successive observations. In the case of stationary Gaussian processes, one can compare this estimator with estimators based on the empirical periodogram. Both estimators reach the same optimal rate of convergence, but the estimator based on wavelet analysis converges for a different class of random times. Simulation examples and an application to biological data are also provided.     

Ruin problem of a two-dimensional fractional Brownian motion risk process

This paper investigates ruin probability and ruin time of a two-dimensional fractional Brownian motion risk process. The net loss process of an insurance company is modeled by a fractional Brownian motion. The two-dimensional fractional Brownian motion risk process models the surplus processes of an insurance and a reinsurance company, where the net loss is divided between them in some specified proportions. The ruin problem considered is that of the two-dimensional risk process first entering the negative quadrant, that is, the simultaneous ruin problem. We derive both asymptotics of the ruin probability and approximations of the scaled conditional ruin time as the initial capital tends to infinity.