材料复介电常数测量的方法

测量微波介质材料介电常数的方法可分为谐振腔法和网络参数法,谐振腔法包括谐振法和微扰法,而发射法和传输反射法则属于网络参数法。文章中主要就传输反射法和传输法的主要原理、特点给出了较为详细的分析总结。     

基于高Q谐振腔法的微波复介电常数的测量

随着微波电路在工作时的频率的提高,体积逐渐减小,对于适用在微波电路中薄片状介质的需求增加了,而复介电常数是介质基片的一个主要参数。本文对就微波介质复介电常数测量的高Q谐振腔法进行了简单的介绍。     

抛物方程法在森林环境电波传播特性预测中的应用

为提高大区域森林环境电波传播特性预测的准确性,研究抛物方程（PE）法在森林环境电波传播特性预测中的应用,提出了基于抛物方程的森林模型。该模型采用PE法实现准确快速求解,考虑森林在垂直方向上的非均匀性,引入森林分层模型,将森林分为树冠、树干两个均匀有耗介质层,并根据森林区域的特性参数确定各有耗介质层的等效介电常数,相比于传统将森林等效为一个给定介电常数的均匀有耗介质层,能够更准确地描述森林对电波传播的影响。将其应用于三种常见绿叶林的电波传播特性预测中,仿真结果表明,该模型能够反映不同区域、不同植被种类的森林对电波传播的影响差异,有效预测大区域森林环境电波传播特性。     

American options on assets with dividends near expiry

Explicit expressions valid near expiry are derived for the values and the optimal exercise boundaries of American put and call options on assets with dividends. The results depend sensitively on the ratio of the dividend yield rate D to the interest rate r . For D > r the put boundary near expiry tends parabolically to the value rK / D where K is the strike price, while for D ≤ r the boundary tends to K in the parabolic-logarithmic form found for the case D =0 by Barles et al. (1995) and by Kuske and Keller (1998) . For the call, these two behaviors are interchanged: parabolic and tending to rK / D for D < r , as was shown by Wilmott, Dewynne, and Howison (1993) , and parabolic-logarithmic and tending to K for D ≥ r . The results are derived twice: once by solving an integral equation, and again by constructing matched asymptotic expansions.     

无线光通信中一种TPC+OSTBC的级联空时编码方法

在正交空时分组码（OSTBC）基础上,分析了Turbo乘积码（TPC）和OSTBC级联方案的可行性,提出了一种采用TPC+OSTBC级联的空时编译码方案,分别仿真分析了不同TPC分量码、不同接收天线数目下系统的差错性能,并对采用OSTBC和TPC+OSTBC级联方法系统的差错性能进行了对比分析。仿真结果表明：该级联空时编码方法可同时获得全分集和全速率,且差错性能明显优于只采用OSTBC。     

THE EARLY EXERCISE PREMIUM FOR THE AMERICAN PUT UNDER DISCRETE DIVIDENDS

We derive an integral equation for the early exercise boundary of an American put option under Black–Scholes dynamics with discrete dividends at fixed times during the lifetime of the option. Our result is a generalization of the results obtained by Carr, Jarrow, and Myneni; Jacka; and Kim for the case without discrete dividends, and it requires a careful study of Snell envelopes for semimartingales with discontinuities.     

Optimal Investment and Consumption With Two Bonds and Transaction Costs1

An agent can invest in a high-yield bond and a low-yield bond, holding either long or short positions in either asset. Any movement of money between these two assets incurs a transaction cost proportional to the size of the transaction. the low-yield bond is liquid in the sense that wealth invested in this bond can be consumed directly without a transaction cost; wealth invested in the high-yield bond can be consumed only by first moving it into the low-yield bond. the problem of optimal consumption and investment on an infinite planning horizon is solved for a class of utility functions larger than the class of power functions.     

CRITICAL PRICE NEAR MATURITY FOR AN AMERICAN OPTION ON A DIVIDEND-PAYING STOCK IN A LOCAL VOLATILITY MODEL

We consider an American put option on a dividend-paying stock whose volatility is a function of the stock value. Near the maturity of this option, an expansion of the critical stock price is given. If the stock dividend rate is greater than the market interest rate, the payoff function is smooth near the limit of the critical price. We deduce an expansion of the critical price near maturity from an expansion of the value function of an optimal stopping problem. It turns out that the behavior of the critical price is parabolic. In the other case, we are in a less regular situation and an extra logarithmic factor appears. To prove this result, we show that the American and European critical prices have the same first-order behavior near maturity. Finally, in order to get an expansion of the European critical price, we use a parity formula for exchanging the strike price and the spot price in the value functions of European puts.     

CONVEXITY OF THE EXERCISE BOUNDARY OF THE AMERICAN PUT OPTION ON A ZERO DIVIDEND ASSET

We show that the optimal exercise boundary for the American put option with non-dividend-paying asset is convex. With this convexity result, we then give a simple rigorous argument providing an accurate asymptotic behavior for the exercise boundary near expiry.