Empirical Performance of Alternative Option Pricing Models —Based on the Hong Kong Market

在过去三十多年的时间内，随着金融市场的不断发展，BS模型的理论假设越来越与市场背离，这也逐渐影响到BS模型的定价精度。因此，后续的研究不断地放宽BS模型的假设，提出新的期权定价模型。对BS模型的改进包括利率的随机过程和标的资产价格的随机过程这两个方面，其中的主线是沿着改进标的资产价格所遵循的随机过程这一方向。进一步的，对标的资产价格的随机过程的改进可以分为一阶改进和二阶改进，一阶改进包括加入：(1)随机波动率，(2)随机跳跃；二阶改进是在一阶改进的基础上进行的，包括：(1)假设随机跳跃的分布是双指数分布，(2)在随机波动率中加入随机跳跃，(3)假设波动率的随机跳跃和资产价格的随机跳跃之间存在相...Over the past three decades, the basic assumptions behind BS Model deviated from the Market quickly with the consistent changing and developing of financial markets, which significantly influenced the pricing precision of BS Model. In order to price options more precisely, numerous option pricing models are derived based on relaxing the BS assumptions about the stochastic process of interest rate ...学位：经济学硕士院系专业：经济学院财政金融系_金融工程学号：2005130097

Metal Cans Cover Defects Detection Based on Machine Vision

机器视觉检测技术是一种新兴的非接触式无损检测方法，它综合了光源照明、光学成像、图像处理、软件和人机接口等技术，能够提高生产的柔性和自动化程度，近几年在国内外各领域都有广泛的应用及发展。 本课题以马口铁金属罐盖为对象，研究了基于机器视觉技术的金属罐盖在线检测方法，并在此基础上设计了一种金属罐盖在线缺陷检测系统，从而改善目前主要依靠人工方法检测存在的效率低、精度差、成本高等缺点。本系统的主要研究工作分为以下几点： 1、设计了一种明暗场相结合的照明方案。照明方案是系统的重要组成部分，对于罐盖来说，不同产品的形状、金属纹理及涂料反光特性差别较大，所以要考虑到光源的均匀性、照射角度及强度。明暗场相结...Machine vision detection technology is a new non-contact nondestructive testing method, which combines lighting technology, optical imaging technology, image processing,software and human-machine interface technology and so on. Because it is able to improve flexibility and automation degree of the production, the machine vision detection technology is widely used and development in various fields ...学位：工学硕士院系专业：物理与机电工程学院_机械工程学号：1992010115272

The Effect of Chinese OFDI on Energy Import in Central Asia under the Background of "the Belt and Road"

通过运用分位数引力模型研究了中国对中亚区域对外直接投资的能源进口贸易效应及影响因素。结果发现,中国与中亚区域国家的对外直接投资与能源进口之间存在显著的替代效应;人均收入水平对能源进口贸易的促进作用呈"U"型特征,能源进口产品从初级产品规模扩张向高附加值产品提质转变;地理距离对能源进口的负面影响随着条件分位点的提高呈现下降趋势,贸易投资便利化将弱化距离成本的影响。This paper uses quantile gravity model method to investigate the factor of import trade effect and influence on out- ward foreign direct investment and import of energy from China to Central Asian countries. The empirical results show that there is a significant substitutional effect between outward foreign direct investment and import of energy amongst China and Central Asian countries ; the stimulative effect of per capita income level on import of energy present a ＂U＂ shape ; the trade and investment facilitation of ＂the Belt and Road＂ will weaken the influence on cost of distance.国家社会科学基金一般项目(13BGJ024)；新疆维吾尔自治区普通高等学校人文社会科学重点研究基地兵团屯垦经济研究中心基金项目(XJEDU020214C04)；石河子大学高层次人才科研启动项目(RCSX201401)

人牙本质的动电效应研究

目的探讨人牙本质的流动电位现象,初步考察其影响因素。方法利用实验室自制的微型动态加载装置,结合应变仪和材料力学性能试验机,建立流动电位连续测量系统,测量人牙本质在模拟人体生理环境的介质中的流动电位,并研究不同的加载频率(0.2、0.1、0.05Hz)和牙试样上人为引入的小通孔对于流动电位的影响。结果人类牙本质呈现流动电位效应,载荷频率越高,测得的流动电位越大。这是因为频率越高,液体通过牙本质小管的流速越快,样品上下表面的压力差值越大,使流动电位增大。并且样品上人为钻一个小通孔(模拟龋齿)会使其流动电位峰值减小。结论人类牙本质具有动电效应,并且加载频率越高流动电位越高,在相同加载频率下引入小通孔样品的流动电位较低

Simulation of surface topography considering process-machine interaction in grinding

磨削加工方法是保证加工表面质量的重要手段,机床结构与磨削过程之间存在的交互作用会对工件表面质量产生不利影响。以砂轮端面磨削加工过程为研究对象,在研究磨削工件表面形貌仿真方法的基础上,深入分析了机床结构与磨削过程之间交互作用对工件表面形貌的影响。首先基于砂轮表层磨粒的随机分布特性建立了虚拟砂轮形貌,然后通过对磨削过程中砂轮磨粒与工件几何干涉作用的分析,建立了磨粒运动轨迹方程和工件表面形貌方程。考虑砂轮变形对磨削过程的反向作用,建立了主轴-砂轮结构与磨削过程间的交互模型,采用耦合仿真的方法对机床-磨削交互过程进行了仿真,并考虑磨削过程中的交互作用提出了一种新的磨削工件表面形貌仿真模型,实验结果验证了所给算法的正确性和有效性,该方法为进一步优化磨削工艺参数提供了依据。Grinding is an important means to guarantee the quality of the machined surface,however,the interaction between machine and grinding process reduces surface quality. Focusing on face grinding,the influence of process-machine interaction on ground surface was analyzed based on the investigation of surface topography simulation. A visual wheel topology was simulated based on the random nature of grains located on the wheel surface. The grain trajectory equation and workpiece topography equation were established based on the analyses of interference between grains and workpiece. The interaction between grinding process and spindle-wheel was modeled considering the inverse influence of wheel deformation on process and simulated by adopting a coupling simulation method. Taking the processmachine interaction into account,a novel simulation model for surface topography of the grinding process was proposed.Grinding test verifies the accuracy and effectiveness of the given algorithm. The method can be further used to optimize the grinding process parameters.福建省高校产学合作科技重大项目“高效、高精度可转位刀片周边刃磨关键技术研究”(2014H6025

大型双面薄壁雕塑的机器人加工与实验研究

针对现有机器人无法加工大型双面薄壁雕塑的问题,对CAM软件空间与加工空间的配准模型及双面薄壁雕塑组件双侧加工中的错位误差进行了研究。对CAM产生的轨迹进行了归纳,采用一种最大轮廓轨迹优化的方法,使得机器人只对雕塑组件最大轮廓内的毛胚进行加工;建立了被加工雕塑组件的支撑,避免了轨迹未优化时粗加工形成的悬臂结构,实现了对雕塑组件的精加工。实验及研究结果表明:在CAM空间与加工空间配准后,其双面薄壁雕塑组件的不同加工侧错位误差不超过0. 7 mm;采用轨迹优化方法后,其未加工出的毛胚能够对粗加工后的双面薄壁组件形成有效支撑,保证了双面薄壁组件能够被完整地加工出来

宝黛相争 谁伴宝玉欧洲游?

部门经理应当如何处理公与私的矛盾?领导面对复杂的人际关系,应该采取何种处事原则?家族企业中的空降CEO,如何应对各种人事矛盾避免引火烧身

A novel red phosphor NaLa4(SiO4)(3)F Eu3+

通讯作者地址: Feng, G (通讯作者), Xiamen Univ, Dept Mat Sci & Engn, Xiamen 361005, Peoples R China 地址: 1. Xiamen Univ, Dept Mat Sci & Engn, Xiamen 361005, Peoples R China 2. Jingdezhen Ceram Inst, Sch Mat Sci & Engn, Jingdezhen 333001, Peoples R ChinaA novel red phosphor NaLa4(SiO4)(3)F Eu3+ was synthesized by the conventional solid-state reaction at 950 C for the first time The luminescence properties of NaLa4(SiO4)(3)F Eu3+ were investigated and the critical concentration of the activator concentration (Eu3+) was found to be 0 1 mol per formula unit The phosphor presented red luminescence under the ultraviolet excitation of 254 or 395 nm attributed to the transitions from D-5(0) excited states to F-7(J) (J=0-4) ground states of Eu3+ ions The results indicated that this newly developed phosphor could find applications in tricolor fluorescent lamp phosphor-liquid crystal displays and white lighting devices utilizing GaN-based excitation in the near UV (C) 2010 Elsevier BV All rights reserve

CVI B-C基体改性2D C/SiC在低温湿氧中的自愈合行为

针对C/SiC低温氧化易失效的不足,研究了CVI B-C基体改性2D C/SiC在700℃湿氧中100MPa下加载至60h的氧化行为,利用SEM和TEM观察了改性材料不同服役时间的微结构特征,揭示了演变规律.研究表明,CVI B-C基体改性使C/SiC低温抗氧化能力显著提升.基体裂纹及其在应力加载下的开裂均为氧化气体提供进入通道,而后可被B-C氧化产物B2O3封填,抑制内部C消耗.CVI B-C与其氧化产物一同参与缺陷愈合.在60h内,B-C改性层愈合能力尚未完全发挥,可服役更长时间