4篇
您的检索式：作者名="ZHAI Yunfei"
|
|
|
题名
|
作者
|
年代
|
出处
|
被引量
|
| 1 | PRICING BARRIER OPTIONS UNDER STOCHASTIC VOLATILITY FRAMEWORK显示文摘Option pricing problem plays an extremely important role in quantitative finance.In complete market,Black-Scholes-Merton theory has been central to the development of financial engineering as both discipline and profession.However,in incomplete market,there are not any replicating portfolios for those options,and thus,the market traders cannot apply the law of one price for obtaining a unique solution.Fortunately,the authors can get a fair price via local-equilibrium principle.In this paper,the authors apply the stochastic control theory to price the exotic option-barrier options,and analyze the relationship between the price and the current positions.The authors get the explicit expression for the market price of the risk.The position effect plays a significant role in option pricing,because it can tell the trader how many and which direction to trade with the market in order to reach the local equilibrium with the market. | ZHAI Yunfei BI Xiuchun ZHANG Shuguang | 2013 | Journal of Systems Science & Complexity2013，26，4： | 2 |
| 2 | Primary observations of the existence of Fas-like cytoplasmic death factor in plant cells显示文摘The main activity of Fas is to trigger cytoplasm death program in animal cells. In G2 pea, vacuole plays a pivotal role in inducing cell death in the cytoplasm of long-day (LD) grown apical meristem cells. Expression patterns of the Fas in G2 pea cells revealed that the Fas is mainly localized in the vacuole of cells undergoing programmed cell death (PCD). The Fas expression is corresponding to the initiation of menadione-induced PCD in tobacco protoplasts. The results suggest the existence of the Fas-like mediated cytoplasmic death pathway in plant cells. | Dayong Wang Yunfei Gao Kerning Cui Zhonghe Zhai | 2002 | Chinese Science Bulletin2002，47，9： | 1 |
| 3 | Continuous-wave single-mode quantum cascade laser at 5.1 THz based on graded sampled grating design显示文摘We report on the terahertz(THz)quantum cascade lasers in continuous-wave(CW)operation with an emitting frequency above 5 THz.Excellent performance with a smaller leakage current and higher population inversion efficiency is obtained by one-well bridged bound-to-continuum hybrid quantum design at 5 THz.By designing and fabricating a graded metallic sampled distributed feedback grating in the waveguide,the first single-mode THz quantum cascade laser at 5.13 THz in CW operation mode is achieved.The maximum single-mode optical power of~48 mW is achieved at 15 K with a side-mode suppression ratio above 24 dB.This will draw great interest in the spectroscopy applications above the 5 THz range for THz quantum cascade lasers. | WEIJIANG LI YU MA YUNFEI XU JUNQI LIU LIJUN WANG NING ZHUO QUANYONG LU JINCHUAN ZHANG SHENQIANG ZHAI SHUMAN LIU FENGQI LIU | 2022 | Photonics Research2022，10，12： | 0 |
| 4 | High-power distributed feedback lasers based on InP corrugated sidewalls atλ~2μm显示文摘We report a high-power single-mode InP-based 2μm distributed feedback(DFB)laser with a second-order buried grating and corrugated sidewalls.A second-order semiconductor grating is used for in-plane feedback and vertical out-coupling.The corrugated sidewalls are used to eliminate higher-order transverse modes.For the DFB laser with a 2 mm long cavity and 15μm wide ridge,the maximum continuous-wave edge-emitting and surface-emitting single-mode powers at 300 K are up to 81 and 42 m W,respectively.A single-lobed far-field radiation pattern with a low divergence angle of approximately 8.6°is achieved by a device with a ridge width of 15μm.The single-longitudinal-mode emission wavelength of the fabricated laser can be adjusted from2003.8 nm at 288 K to 2006.9 nm at 313 K without any mode hopping.Robust single-mode emission with a side-mode suppression ratio of 30 dB is achieved under all injection currents and temperature conditions. | YONGQIANG SUN YUNFEI XU JINCHUAN ZHANG FENGMIN CHEN JUNQI LIU SHUMAN LIU QUANYONG LU NING ZHUO LIJUN WANG FENGQI LIU SHENQIANG ZHAI | 2023 | Photonics Research2023，11，8： | 0 |
您所在的机构暂未开通此部分的功能，请联系管理员