Jump-Diffusion Processes: Volatility Smile Fitting and Numerical Methods for Option Pricing

This paper discusses extensions of the implied diffusion approach of Dupire (1994) to asset processes with Poisson jumps. We show that this extension yields important model improvements, particularly in the dynamics of the implied volatility surface. The paper derives a forward PIDE (PartialIntegro-Differential Equation) and demonstrates how this equationcan be used to fit the model to European option prices. For numerical pricing of general contingent claims, we develop an ADI finite difference method that is shown to be unconditionally stable and, if combined with Fast Fourier Transform methods, computationally efficient. The paper contains several detailed examples fromthe S&P500 market. This revised version was published online in November 2006 with corrections to the Cover Date.     

基于TDMA的跳频系统基带设计

基带设计是TDMA跳频系统的关键技术之一。根据TDMA跳频系统的设计要求,提出了一种基于TDMA的跳频系统基带设计方案,从工作原理、硬件设计、同步方式设计、同步频率设计等方面进行了讨论。最后,提出了一种TOD校正方案,并简要介绍了TDMA的时隙同步技术。     

一种高速多模式载波同步方法

针对载波同步的两个关键问题———提高速度和适应多模式,研究了锁相环的鉴频辅助方法,构建了基于Costas鉴相和点积、差积鉴频算法的环路。仿真结果表明,所研究的载波同步方法适应BPSK、QPSK和8PSK等调制方式,同步速度约为传统方法的2倍。     

Sino-Japanese Economic Relations： A Chinese Perspective

The bilateral trade between China and Japan amounted to US$236 billion in 2007, reflecting an increase of 20.6 percent compared with the previous year, 33 times over the trade volume at the beginning of the reform and opening up. This vast volume and fast growth took place amid China＇s accession into the World Trade Organization at the end of 2001 and increased trade disputes between the two countries, not to mention recurrent foreign exchange rate fluctuations in international currency markets and somehow intensified fears in Japan of China＇s enhanced competitiveness.     

用于散射信道的多业务异步复分接技术

为扩大散射信道传输容量和提高其传输效率,在多种时钟业务传输过程中,可采用多业务异步复分接技术。根据极低速散射通信系统的特点,在进行业务复分接时为了改善帧同步,论文提出使用Turbo码帧同步算法,该算法不需要插入任何导频符号,利用信道码字特征和译码的迭代信息辅助系统完成帧同步,提高了系统的帧同步精度及传输效率。     

The Seminal Concept of Fast Expanding Markets

The circular pathway, also called the “cradle-to-cradle” model, is more than just recycling and environmental concerns. It is about a new way of thinking how we could grow without resorting to just expending resources. Its rapid expansion, as a new norm for companies, has characteristics of a Fast Expanding Market, given its exponential growth. In this article, we examine how the circular model is pushing companies and entities to come up with disruptive technology and business models that are based on longevity, renewability, reuse, repair, upgrade, refurbishment, servitization, capacity sharing and dematerialization. © 2015 Wiley Periodicals, Inc.     

快衰落信道条件下无线中继系统波束形成方案

随着设备小型化的发展趋势,天线间距较小,信道具有相关性;且假设发射端处于高速移动状态,无法获得完全信道状态信息,只能根据部分信道状态信息设计发射端波束形成方案。针对发射端和接收端配置多天线的固定增益放大转发无线中继系统,以最大化接收端信噪比为准则,设计了基于部分信道状态信息的波束形成方案,推导了系统中断概率和平均误符号率的闭合表达式,通过仿真验证了性能分析的有效性和所设计方案的优越性。在平均误符号率为10-2、相关系数为0.8时,所提方案比反馈信道状态信息的方案节约1.6 dB的信噪比。     

低信噪比下突发通信的同步检测

针对低信噪比下突发通信系统的同步检测问题,提出了一种利用接收信号平均信噪比和瞬时信噪比设置动态检测门限的同步方法,实现了信号检测门限的设置与信号脉冲出现时刻噪声能量的自适应匹配,提高了低信噪比下同步检测概率。计算机仿真表明在同步序列长度为63时,信号的有效检测工作信噪比可以降低到-5 dB。该方法适合于低信噪比下运动平台间的突发通信系统。     

等效时移随机共振的载波同步

针对随机共振应用于单频载波同步时存在的噪声能量转化不彻底、采样点数量需求高的问题,提出了随机共振等效时移的载波同步方法。首先,通过充分利用接收信号的先验信息,设计样点等效时移过程,降低了载波同步对采样率的需求;其次,通过设计多级迭代的随机共振系统,并设置本地同频方波信号,提高了噪声的转化效率;最后,给出了较为完整的时移校准和时延校准的模块设计。理论分析和仿真结果均表明该方法能够有效地实现载波同步,并较现有方法提高约10 d性能。     

高动态直扩信号快捕设计与FPGA实现

为了解决高动态直扩信号捕获速度与资源消耗的矛盾,分析了部分匹配滤波结合快速傅里叶变换（PMF-FFT）的捕获性能。针对PMF-FFT捕获范围有限且占用硬件资源过多的问题,采用递归折叠匹配滤波器代替常规匹配滤波器的方法大大节省了硬件资源,并行FFT保证了其捕获速度,同时采用扫频方法成倍增加了频偏捕获范围。给出了该方法的FPGA设计结构与实现结果,验证了该方法的有效性。与FFT循环卷积方法相比,在频偏捕获范围一定的前提下,所提方法捕获速度快,占用资源较少,非常适合高动态直扩信号的快速捕获。