命题公式主析范式的自动生成系统

目前人工智能的发展已经非常迅速,而且会越来越普及到我们的生活中。人工智能的发展离不开数理逻辑,命题逻辑是数理逻辑中重要部分,本文介绍了命题公式主析取范式及主合取范式的自动生成系统的开发、设计与实现过程。     

AN EXACT FORMULA FOR DEFAULT SWAPTIONS’ PRICING IN THE SSRJD STOCHASTIC INTENSITY MODEL

We develop and test a fast and accurate semi‐analytical formula for single‐name default swaptions in the context of a shifted square root jump diffusion (SSRJD) default intensity model. The model can be calibrated to the CDS term structure and a few default swaptions, to price and hedge other credit derivatives consistently. We show with numerical experiments that the model implies plausible volatility smiles.     

语用套语的文化与情境语境习得的调查分析

语用套语的文化与情境语境对于语用套语的正确使用具有重要作用。不同语言水平的学习者虽然在主观上认识到其重要性,并认为课堂教学仍然是获取现有相关知识的主要渠道。但这部分信息的课堂输入的数量和质量不尽如人意,所以教师应该根据语用套语的文化与情境语境的性质和课堂教学的特点,深化语用套语的教学。     

Step Options

Motivated by risk management problems with barrier options, we propose a flexible modification of the standard knock‐out and knock‐in provisions and introduce a family of path‐dependent options: step options . They are parametrized by a finite knock‐out (knock‐in) rate , ρ. For a down‐and‐out step option, its payoff at expiration is defined as the payoff of an otherwise identical vanilla option discounted by the knock‐out factor exp(-ρτ_B^‐) or max(1‐ρτ^-B,0), where &\tau;_B^‐ is the total time during the contract life that the underlying price was lower than a prespecified barrier level ( occupation time ). We derive closed‐form pricing formulas for step options with any knock‐out rate in the range $[0,∞). For any finite knock‐out rate both the step option's value and delta are continuous functions of the underlying price at the barrier. As a result, they can be continuously hedged by trading the underlying asset and borrowing. Their risk management properties make step options attractive "no‐regrets" alternatives to standard barrier options. As a by‐product, we derive a dynamic almost‐replicating trading strategy for standard barrier options by considering a replicating strategy for a step option with high but finite knock‐out rate. Finally, a general class of derivatives contingent on occupation times is considered and closed‐form pricing formulas are derived.     

无盐析法制洗衣皂的技术原理初步解析

在继制皂基础配方研究之后[1-2],进一步依据实验研究和理论分析对各个配方组分的设计原理作了较为全面的解析,指出了不同配方组分之间的配方设计因果关系和原理所在,也介绍了有关工艺技术研究方面的内容;力求可以指导制皂实践,特别是根据原料的不同实际情况随机调整配方技术.     

求采样(离散)系统脉冲传递函数的拓展公式

本文是将求连续系统传递函数的梅逊公式拓展到采样(离散)系统。应用拓展公式能快速、简单地求出采样(离散)系统的脉冲传递函数,而无需要繁杂的数学推导,从而解决了求系统脉冲传递函数尚无有效的方法这个问题。     

GB 10345.5—89中白酒总酯计算方法的分析与探讨

对ＧＢ１０３４５．５－８０中白酒总酯的计算公式存在的问题，从理论上进行分析，并加以修正。     

数学命题在珠算硬、软件建设中的作用（下）——兼谈中进制理论的一项应用

运用珠算解决高等数学问题的关键所在，即珠算的硬软件建设。本文摒弃千年古制、万国常法，借助数学命题揭示珠算硬件、软件的内部机制，为应用数学和珠算开拓了广阔而崭新的研究领域。     

Back to the roots of the M/D/s queue and the works of Erlang, Crommelin and Pollaczek

A.K. Erlang introduced the M/D/ s queue in 1917, while F. Pollaczek and C.D. Crommelin formalized the theory using complex analysis and transforms. Let D ( s , λ ) denote the stationary probability of experiencing no waiting time in the M/D/ s queue with arrival rate λ and service requirement 1. We use D ( s , λ ) as a vehicle to give an overview of some of the results we obtained over the last years, including explicit characterizations of the roots, the derivation of infinite series from expressions in terms of roots using Fourier sampling and heavy-traffic limits obtained from square-root staffing. We propose to call D ( s , λ ) the Erlang D formula, for which several new results are presented and compared with the results of Pollaczek.