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And to the problems of special distribution of underlying assets, this paper analyzes the price movement of the underlying assets from the arrival of information, the market efficiency and the market mechanism which decide the price. It also studies the problem of real option pricing when the underlying assets follow the pure jump Poisson, mixed jump-diffusion Merton and mean-reversion model, and obtains the price formula or partial differential equation to price and hedge the real option.

对实物资产的特殊价值分布问题,本文从决定资产价格的市场机制、信息到达方式及市场效率三方面来分析实物资产的价格变动特征;并重点研究当基本资产遵循纯跳跃Poisson过程、跳跃扩散Merton过程及均值回复过程时的实物期权定价问题,运用复制定价和随机动态规划方法,得到确定实物期权价值和风险对冲策略的偏微分方程。

This problem is also important and valuable in Nonlinear Optics. It will be very helpful to understand how the aberrations affect the course of three- wave mixing, such as the change of conversion efficiency, the distribution of intensity and phase.Small signal solution of aberrated second harmonic generation is deduced from three-dimension three wave coupling functions. The numerical work gives out lot of results of different aberrations. The effects of the fundamental waves aberrations, which will change the conversion efficiency, distribution of intensity and phase in the frequency conversion, is analyzed. It shows that when walk-off and diffraction effects could be ignored approximately estimation of the phase distribution of second-harmonic wave could be done. The far field divergent angle and second moment radius of harmonic wave will vary with the aberration of fundamental wave, but the far field divergent angle will be obviously smaller than that of fundamental wave. The phase distribution of both fundamental and harmonic wave is measured using Hartmann-Shack wave front sensor in the experiment with 1064nm and 790nm lasers, respectively. Results are given.

首次从三维三波相互作用方程组推导得到了位相畸变光束倍频的小信号解;通过建立国防科学技术人学研究生院学位论文三维数值模型,编写相应仿真程序,首次得到了位相畸变光束倍频过程的大量计算结果,深入细致地研究了位相畸变光束经非线性光学频率变换后谐波的转换效率、光强分布、位相分布以及影响它们的各种因素;得出谐波的远场发散角和光斑二阶矩的变化规律会因为基波像差的不同而不同,但谐波的远场发散角明显地比相应基波的小的结论;得到了在走离效应和衍射效应等影响许多因素可以忽略的情况下,位相畸变传递到二次谐波的估算式;举例分析了KDP三倍频方案中,基波位相畸变对二次谐波和三次谐波的影响;实验工作中,用哈特曼一夏克传感器分别对IO64nm倍频过程和790飞秒超短脉冲倍频过程中的基波和谐波的位相分布进行了测量,给出了相应结果。

Small signal solution of aberrated second harmonic generation is deduced from three-dimension three wave coupling functions. The numerical work gives out lot of results of different aberrations. The effects of the fundamental wave's aberrations, which will change the conversion efficiency, distribution of intensity and phase in the frequency conversion, is analyzed. It shows that when walk-off and diffraction effects could be ignored approximately estimation of the phase distribution of second-harmonic wave could be done. The far field divergent angle and second moment radius of harmonic wave will vary with the aberration of fundamental wave, but the far field divergent angle will be obviously smaller than that of fundamental wave. The phase distribution of both fundamental and harmonic wave is measured using Hartmann-Shack wave front sensor in the experiment with 1064nm and 790nm lasers, respectively. Results are given.

首次从三维三波相互作用方程组推导得到了位相畸变光束倍频的小信号解;通过建立三维数值模型,编写相应仿真程序,首次得到了位相畸变光束倍频过程的大量计算结果,深入细致地研究了位相畸变光束经非线性光学频率变换后谐波的转换效率、光强分布、位相分布以及影响它们的各种因素;得出谐波的远场发散角和光斑二阶矩的变化规律会因为基波像差的不同而不同,但谐波的远场发散角明显地比相应基波的小的结论;得到了在走离效应和衍射效应等影响许多因素可以忽略的情况下,位相畸变传递到二次谐波的估算式;举例分析了KDP三倍频方案中,基波位相畸变对二次谐波和三次谐波的影响;实验工作中,用哈特曼-夏克传感器分别对1064nm倍频过程和790飞秒超短脉冲倍频过程中的基波和谐波的位相分布进行了测量,给出了相应结果。

The dissertation will explore each period of the communication of ancient Chinese popular fiction through the communication surroundings, communicators, communication content, medium and communication channel, accepters, communication effect.

中国古代通俗小说的传播过程是一个螺旋向上的发展过程,也是各个传播要素相互作用的过程

During the period of asphaltum-concrete road construction, construction group is huge, whether the construction machines can be attempered reasonably and efficiently, then dispose kinds of unexpected changes, is the key of construction process.

在沥青混凝土路面施工过程中,施工群体庞大,能否对各施工机械进行合理的、高效的调度,快速准确地处理施工过程中出现的各种突发变化,是整个施工过程的关键。

The expression of one-dimensional mathematical model of vertical migration of ammonia in the CRI system is:The parameters in the CRI model are determined as following: the retardarce coefficient is determined by static isothermal absorption experiment, the velocity of sewage travel through the soil column is determined by permeability test, the vertical dispersion coefficient is determined by test the electric conductivity of tracer in the dispersion experiment, the rate of nitrification and denitrification is determined by test of Baps technology.

依据单一氨氮、硝氮配水条件下的试验结果,引入多孔介质的溶质运移理论及对流-弥散方程,考虑NH4+-N在CRI系统中的运移受到对流和水动力弥散作用的影响,并吸附-解吸、硝化与反硝化3个过程,首次将配水流经CRI土柱的孔隙水流速方程与CRI土柱内发生的、以氧为约束条件的硝化、反硝化过程联系起来,建立了CRI系统一维垂向氨氮运移转化数学模型,表达式为:研究分别通过静态等温吸附实验率定了模型方程中的阻滞系数、通过渗滤试验测定了土柱中的孔隙水流速、通过测定弥散试验中示踪剂的电导率确定了纵向弥散系数、通过气压过程分离技术测定了土柱中的总硝化与反硝化反应速率常数,最后通过测定土柱沿程氧化-还原电位的方法分析氨氮在CRI系统中的运移转化机理。

According to this situation, research on combustion process and operation performance of SI biogas engine is carried out.

产生这些问题的一个重要原因是没有对其燃烧过程进行合理的优化,为此本文对火花点火沼气发动机的燃烧过程进行了研究,并从其燃烧过程的特点出发,对火花点火沼气发动机的工作性能进行了研究。

On the bases of urban growth mechanism and theory, this paper concludes the kinds of urban growth, brings forward the emphasis and program to urban growth environment in china. On the bases of urban spatial growth theory, spatial structure and spatial dynamics, this paper establishes the spatial dynamics model system of urban growth. Analyzing the effects of information to urban spatial structure, this paper cognizes the reconstitution of urban spatial structure and the shift principle of urban basic spatial.

在城市增长机制和成因机理理论研究的基础上,对中国城市增长的类型特征进行了系统归纳总结,提出了中国城市增长的环境改革重点和对策;在分析城市空间结构增长原理、城市增长空间动力学过程的时空层次结构及空间动力学过程基础上,建立了城市增长的空间动力学模型体系;在分析信息化对城市空间结构影响的基础上,认知了信息化背景下城市空间结构的重构过程和城市基本功能空间的变化原理。

Mosquito is a communicator. And communication is a process of mutation. It is all about deceits and lies. In the context of my work, mosquito plays a role as the joint.

蚊子是传播者,传播的过程是一个变异的过程,在这个过程中满是欺骗与谎言,在我的作品体系中,蚊子应该是一种承接者,起了一个转折的作用。

By comparing the desorbing with and without ultrasonic, we discovered the use of ultrasonic improves the desorbing process without changing the essence of reacting process.

通过对有无超声解吸过程对比,证明应用超声解吸只是促进了解吸过程,并未改变反应过程本质。

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推荐网络例句

I am accused of being overreligious," she said in her quiet, frank manner,"but that does not prevent me thinking the children very cruel who obstinately commit such suicide.""

客人们在卡罗利娜·埃凯家里,举止就文雅一些,因为卡罗利娜的母亲治家很严厉。

Designed by French fashion house Herm è s, this elegant uniform was manufactured in our home, Hong Kong, and was the first without a hat.

由著名品牌 Herm è s 设计,这件高贵的制服是香港本土制造,是我们第一套不配帽子的制服。

Do not 'inflate' your achievements and/or qualifications or skills .

不要 '夸大' 你的业绩或成果,条件或者技能。