Yuan G.,West Anhui University
Revista Tecnica de la Facultad de Ingenieria Universidad del Zulia | Year: 2016
This paper proposes an option pricing technique we developed to approximate hedge jump risk under a CEV jump-diffusion model. First, we established the options pricing model and the its partial differential equation by applying the Itô formula and non-arbitrage principle based on approximating hedge jump risk approximation; we next developed the concrete numerical algorithm for the equation by semi-discretizing the spatial variable. Finally, we verified the model's stability, convergence and effectiveness through numerical experiments on a simulated pricing option scenario.
Qiao D.L.,West Anhui University
Zhong yao cai = Zhongyaocai = Journal of Chinese medicinal materials | Year: 2012
To optimize ultrasonic-assisted extraction parameters of polysaccharides from Agaricus bisporus and evaluate antioxidant activities of A. bisporus polysaccharides. Polysaccharides from A. bisporus was extracted by using methods of ultrasonic-assisted hot water lixiviation, ethanol precipitation, Sevag's deproteination and ethanol precipitation again. Extraction temperature, extraction time, ratio of water to raw material and ultrasonic power were selected in single-factor tests. Based on the single-factor tests, parameters combination for the ultrasonic-assisted extraction of A. bisporus polysaccharides was optimized by using four-factor-three-level orthogonal test. Antioxidant activities (reductive potential, superoxide anion scavenging activity and H2O2 scavenging activity) of A. bisporus polysaccharides were evaluated in vitro. Optimum conditions for the extracting of A. bisporus polysaccharides were extracting temperature 65 degrees C, extracting time 40 min, ratio of water to raw material 30 mL/g and ultrasonic power 170 w. Practicing this optimal condition, extraction yield of polysaccharides from A. bisporus was 5.6 014%. In crude polysaccharides of A. bisporus, carbohydrates content, determined by applying the phenol-sulfuric acid method, was 75.48%. Polysaccharides of A. bisporus could reduce ferric ion, scavenge superoxide anion and hydrogen peroxide in a dose-dependent manner. Utrasonic-assisted extraction could be used in the extracting of A. bisporus polysaccharides. Polysaccharides of A. bisporus, had direct and potent antioxidant activities, might be developed and utilized as natural antioxidant.
He R.,West Anhui University
Quantum Information Processing | Year: 2015
A new algorithm is put forward to calculate the covariance matrix of an arbitrary form of Gaussian state. Through this algorithm, we find the correlation between operator correlation matrix Ω and covariance matrix V while Ω can be provided by using IWOP technique in general. As an application of the algorithm, we give the covariance matrix of n-mode squeezed state successfully. © 2015, Springer Science+Business Media New York.
Hu L.,West Anhui University |
Yan Z.,West Anhui University |
Yan Z.,Donghua University |
Xu H.,Donghua University
RSC Advances | Year: 2013
Due to the specially rigid, planar and zwitterionic structures, squaraine dyes have strong absorption (ε ≥ 105 L mol-1 cm-1) in the visible to near-infrared region. Therefore, squaraine dyes have been extensively investigated from both fundamental and technological viewpoints. To present the readers a better understanding of the important dyes, in this article, we will highlight the recent synthetic developments of squaraine derivatives as a class of functional near infrared absorbing optic materials and their application in the areas of anti-aggregation, sensor, solar cell, nonlinear optics and self-assembly functional materials based on our own work during the recent years. © 2013 The Royal Society of Chemistry.
Li H.-F.,West Anhui University |
Xie C.-G.,West Anhui University
Journal of Luminescence | Year: 2012
In acidic medium, the oxidation reaction of cerium (IV) with iodide can produce strong chemiluminescence (CL) in the presence of surfactant tween 40 as an enhancer. On this basis, a flow injection method with CL detection was established for the determination of iodide. The method is simple, rapid and effective to determine iodide in the range of 8.0×10-85. 0×10-5 mol/L with a determination limit of 5.0×10 -8 mol/L. The relative standard deviation is 2.7% for the determination of 5.0×10-6 mol/L iodide (n=11). The method has been applied to determine the content of iodide in urine with satisfactory results. Furthermore, it is suggested that the light emission from cerium (IV)tween 40 reaction is probably because of the formation of singlet oxygen 1O2 and the emitter is excited oxygen molecular pairs O2(1Δg)O2(1∑ g -). © 2011 Elsevier B.V. All rights reserved.