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25 March 2011, Volume 2011 Issue 2 Previous Issue    Next Issue

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Pricing the constant elasticity of variance trinary option PENG Bin;PENG Fei 2011, 2011 (2):  1-9.  Abstract ( 2635 )   PDF (214KB) ( 1622 )   Save The constant elasticity of variance (CEV) model can prevent the empirical bias exhibited by the Black-Scholes model such as the volatility smile. In this article, CEV model was used to describe the underlying asset price dynamics. The analytical pricing formula for the trinary option was derived in terms of complementary noncentral chi-square distribution function. A simply and efficient algorithm for computing this complementary distribution function was presented. Approximation to this complementary distribution function was provided to estimate accurately the result of the pricing formula derived above when the computation of the exact solution is problematic. This study will pave a new way to evaluate the class of the exotic option in the time dependent constant elasticity of variance. Related Articles | Metrics

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Oscillation theorems of second order neutral differential equations with positive and negative coefficients YANG Jia-shan 2011, 2011 (2):  10-16，3.  Abstract ( 2742 )   PDF (354KB) ( 1361 )   Save Using the fixed point theorem in Banach space, and by introducing parameter function and the generalized Riccati transformation, a new nonoscillation criteria for the equation was obtained. In addition, a sufficient condition for oscillation of the equation was proposed. These criteria can improve the restriction of the conditions for the equation. Some existed results in the literatures have been further improved and extended. Related Articles | Metrics

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Genus of Cm,n and strong genus embedding of Km,n SHAN Song-ling;REN Han 2011, 2011 (2):  17-21.  Abstract ( 2533 )   PDF (174KB) ( 1694 )   Save Let Cm,n be the join graph of Cm(a cycle of ength m) and n isolated vertices. In this paper, we first show hat the genus and nonorientable genus of Cm,n equal those of Km,n, which were well known and discovered by Ringel [1, 2]. Then we show that the complete bipartite graph Km,n has a strong orientable genus embedding if m≥2 and n≥2 and has a strong nonorientable genus embedding if m≥3 and n≥3. Related Articles | Metrics

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Locally connectivity and up-embeddability of a graph WU Yong-xiang;LI Gang;LI Hao-ling;REN Han; 2011, 2011 (2):  22-31.  Abstract ( 2594 )   PDF (361KB) ( 1361 )   Save This paper studied the transformation of spanning trees in a locally connected graph and gave a new proof of Nebesk theorem for up-embeddability of a locally connected graph and generalized it to a new class of upper- mbeddable graphs. Related Articles | Metrics

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Edge colorings of planar graphs with maximum degree five NI Wei-ping 2011, 2011 (2):  32-38.  Abstract ( 2924 )   PDF (261KB) ( 1437 )   Save By applying a discharging method and using some theorems of critical graphs, we proved that every planar graph G with Δ=5 is of class 1, if any 3-cycle is not adjacent to any 4-cycle or to any 5-cycle in G. Therefore, we concluded two sufficient conditions for planar graph G to be Class 1. Related Articles | Metrics

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Spectrum of folded hypercubes CHEN Ming;CHEN Bao-xing 2011, 2011 (2):  39-46，6.  Abstract ( 3054 )   PDF (339KB) ( 1478 )   Save By analyzing the structure of folded hypercubes, we obtained the spectra of folded hypercubes and the spectra of their Laplacian matrices. Related Articles | Metrics

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Parametric estimation of generalized-power-Weibull regression models with interval-censored data ZHU Jia-jia; TIAN Hou-kun; XIE Feng-chang 2011, 2011 (2):  47-53，8.  Abstract ( 2900 )   PDF (517KB) ( 1680 )   Save In order to study interval-censored observation data, a class of generalized-power-Weibull non-linear regression models combing the generalized-power-Weibull distribution and the non-linear regression model was proposed, and the maximum likelihood estimates of the model parameters were obtained based on iteration. Finally, some Monte Carlo simulation results were given to illustrate the effectiveness of the proposed method in terms of different hazard functions, sample sizes and censoring proportions. Related Articles | Metrics

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Normality of a family of meromorphic functions sharing a holomorphic funtion LI San-hua; 2011, 2011 (2):  54-61.  Abstract ( 2502 )   PDF (239KB) ( 1203 )   Save This paper was concerned with normal families of meromorphic functions associated with shared functions. In given conditions, the normality of families of meromorphic functions sharing one holomorphic function was proved. Related Articles | Metrics

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First-principle investigation of Al2O3 monolayer covered on SiO2 ZHU Min;HAN Jing-mei;XIE Wen-hui 2011, 2011 (2):  62-69.  Abstract ( 2487 )   PDF (2104KB) ( 1349 )   Save We setuped a slab model of Al2O3/SiO2 to investigate atomic coordination and electronic structure. By first-principle calculation, we compared atomic positions of monolayer Al2O3 with normal Al2O3 surface to analyze the variation of atomic positions, bond lengths and bond angles. Moreover, we discussed the electronic structure and chemical bonding of the monolayer Al2O3. Related Articles | Metrics

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Effects of pH and substituent group on electrochemical redox of Schiff bases ZHU Yan-song;TIAN Xiao-hua;XIN Guang 2011, 2011 (2):  70-76.  Abstract ( 3982 )   PDF (962KB) ( 1780 )   Save Five kinds of Schiff bases with different structures were synthesized （N-phenyl benzoylimine, N-phenyl-2-hydroxyl benzoylimine and N-(2-hydroxyl) phenyl benzoylimine which possessed —OH, N-phenyl-4-nitryl benzoylimine and N-(4-nitryl) phenyl benzoylimine which possessed —NO2）. Cyclic voltammetry technique was used to investigate electrochemical redox behavior of these Schiff bases at glassy carbon electrode. Meanwhile, effect of pH on electrochemical redox reaction of Schiff bases was studied. The results demonstrated that these Schiff bases at glassy carbon electrode could be deoxidized and electrochemical reduction was an irreversible process; both different substituting groups (—OH and —NO2) in benzene and the same substituting group in different positions(benzene joined with carbon, benzene joined with nitrogen) had effects on electrochemical deoxidization of —CH＝＝N— group; in a buffer solution with varying pH, the concentration of H+ affected electrochemical deoxidization of —CH＝＝N— group; it was deduced that the mechanism for the electrochemical reduction process of —CH＝＝N— group was that firstly one electron was acquired in nitrogen, secondly one electron was acquired in carbon, and at last two protons were acquired. Related Articles | Metrics

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Area-based algorithm for reshaping simple polygons FANG Lei;ZHANG Hua-xin;YAO Shen-jun 2011, 2011 (2):  77-88.  Abstract ( 2814 )   PDF (5198KB) ( 1520 )   Save This paper proposed a new algorithm to reshape a simple polygon on the basis of its area. Three adjacent vertexes were firstly chosen to form a triangle. The area of the triangle was then compared with a predefined value. Based on the difference between the two values, a new vertex was created to replace an original one. In this way, the polygon could be reshaped and its area could be kept equal to the user defined value. A probability domain was incorporated to limit the searching directions and the users were allowed to select adjusting vertexes in an interactive manner. The “rose” method was also introduced in this study in order to improve the efficiency. This GIS-based approach was successfully applied to the County-level Spatial Data Collection Information System and the Province-level Land Use Planning Management Information System of Zhejiang Province. Related Articles | Metrics

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Analysis on the macro-pattern of meta-plant-community in Thousand Island Lake area using RS-GIS methods WANG Chun-ye; LI De-zhi-; SUN Yu-bing; LI Li-ke; ZHAO Lu-qing; PAN Yu; LU Yuan-yuan; ZHAO Mei-xia; GAO Jin-jin 2011, 2011 (2):  89-98.  Abstract ( 2599 )   PDF (826KB) ( 1537 )   Save The macro-pattern of a typical meta-plant-community in the area of Thousand Island Lake, Chun’an country, Hangzhou, was studied using the methods of remote sensing and GIS. The values of NDVI of islands with different sizes, and the landscape pattern of island patches with different grades of NDVI were studied. The results revealed the significant positive correlation between the sizes of islands and their NDVI values. The landscape pattern of patches with various NDVI grades within the different types of islands influenced on its overall level of NDVI values to some extent. The entire landscape suffered from high degree of fragmentation. The results showed that the larger the island area is, the smaller the density of patches with various NDVI grades is, the smaller the degree of fragmentation is, the stronger the cohesion of patches with same NDVI grade is, the more diverse the landscape types is, and the evener the distribution of patches of each type in the landscape is. Such vegetation pattern is conducive to the migration and colonization of individuals or propagules of species, as well as the functional linkage between local plant communities with different NDVI grades, and the maintenance of stability of community structures, resulting the relatively high overall level of NDVI. The results of the landscape indexes of the patches with various NDVI grades reflected the macro-pattern of the meta-plant-communities in the area of Thousand Island Lake, and deepened our understanding of the landscape pattern of the area, which preliminarily tested the adaptability and feasibility of the methods of remote sensing and GIS in studying the macro-pattern of meta-plant-communities in general. Related Articles | Metrics

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Magnetic properties of sediments from the major tributaries of the Jialing River and their implications for provenance identification LUO Yi;ZHANG Wei-guo;LIU Ying;LIU Yuan 2011, 2011 (2):  99-107，.  Abstract ( 2565 )   PDF (2535KB) ( 1396 )   Save Magnetic measurements and particle size analysis were carried out on samples collected from the tributaries in summer of 2009, with the purpose to recognize the difference in magnetic properties among them. The results indicate that the magnetic properties of the sediments are dominated by both magnetite and hematite, which reflects the fluvial input from Mesozoic red beds widely distributed in Sichuan Basin. Sediments from the main stream of Jialing River are characterized by higher proportions of magnetite due to loess input in the upper reach. A combination of magnetic parameters of χ, SIRM and S-300 can discriminate the sediments from the three tributaries very well. Related Articles | Metrics

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Ecological suitability assessment of land for urban residential areas and optimum strategy: A case study ofFengxian District, Shanghai ZHENG Wen-fa;CAI Yong-li;ZHOU Zhao-ying 2011, 2011 (2):  108-118.  Abstract ( 2962 )   PDF (3463KB) ( 1607 )   Save This article took Fengxian District, Shanghai as an example to do land ecological suitability assessment for urban residential area location. Topography, land use, natural environment, and service facilities were chosen as factors of the index system. The assessment was accomplished with ecological sensitivity analysis and land suitability evaluation. The result shows that the maximum optimum area for urban resident area accounts for 18.88% of the total area; the moderate optimum area 8.20%, the area for ecological protection 26.52%, and the basic farmland 31.49%. Based on the results, suggestions and recommendations were made on urban development and environmental protection of Fengxian District. Related Articles | Metrics

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Experimental studies on removing humid acid by TiO2 photo-catalytic oxidation WU Wei;HU Jiang-yong; ZHAO Ya-ping 2011, 2011 (2):  119-125.  Abstract ( 2407 )   PDF (1153KB) ( 1291 )   Save This study investigated the effects of different factors on removal of Humic Acid(HA), such as initial pH, mass concentration of catalyst, initial mass of HA, etc. The combination of SEC and LC-OCD analysis showed that the large HA molecular was converted into acids of small molecular gradually during degradation process. By simulating the disinfection process, the paper demonstrated the photo-catalytic system could not only remove the color of HA but also diminish the formation potential of DBPs effectively. Related Articles | Metrics

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Development and study of the thermophilic microbial agent for disposing the food waste and its degradation properties LI Hua-zhi;LI Xiu-yan;HU Qi-ping;HAN Bo-bo 2011, 2011 (2):  126-133.  Abstract ( 2653 )   PDF (567KB) ( 1376 )   Save Six strains of thermophilic high-efficient bacteria with amylase, lipase, protease and cellulase activity at 65 ℃ were isolated, purified and screened from food waste treatment system by using its thermostable and thermophilic characteristics and the basic principle of aerobiotic decomposition of organic compound. Pathogens, such as salmonellsa and shigella, were not found in security detection on the six strains, indicating the thermophilic bacteria isolated from pathogenic factors do not exist. With the disposing experiment of food waste，four thermophilic strains（HB1,HB2,HB4 and HB6）with high disposing efficiency for food waste were selected and produced for the thermophilic microbial agent. After being tested on the 100-kg disposing machine of food waste, the thermophilic microbial agent showed significant disposing efficiency on crude fat and crude fiber in food waste within 24 hours. When 5% thermophilic microbial agent was administrated at temperature up to 65 ℃, the degradation efficiency for crude fat and crude fiber was 30.7% and 11.3%, respectively. The crude protein content has increased 9.5%. The degradation efficiency was remained stable following a 48-hour test, demonstrating its rapid degradation ability on organic compound within 24 hours. Related Articles | Metrics

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Teratogenic phenotypes induced in Xenopus tropicalis embryos by all-trans retinoic acid CAO Qing-zhen;QIAN Li-juan;ZHANG Xiao-li;YUAN Jing;LIU Jun-qi;SHI Hua-hong 2011, 2011 (2):  134-141.  Abstract ( 2684 )   PDF (1203KB) ( 1472 )   Save In this study, Xenopus tropicalis embryos were exposed to a known teratoen, all-trans retinoic acid (RA), for 24, 36 and 48 h. Exposure to 2, 10 and 50 μg·L-1 RA showed no effects on the survival rate of embryos, but it significantly inhibited the growth and development of embryos. RA also led to malformations in all embryos, which suggests that RA is a strong teratogen, and 〖WTBX〗X. tropicalis〖WTBZ〗 is very sensitive to RA. The most characteristic malformations were small brains, less pigmentation in eyes, pericardial edema and bent tails. After 24, 36 and 48 h of exposure, the brain teratogenic index and eye teratogenic index were significantly increased in the treatment groups, and these effects showed a good concentration-effect but not time-effect relation. The tail teratogenic index was higher in embryos after 48 h of exposure than that after 24 h of exposure. The comparisons of teratogenic phenotypes induced by RA and tributyltin indicate that RA is a good reference for revealing the mechanisms of tributyltin-mediated teratogenicity. Our results also suggest that FETAX might be modified as an assay to study the mechanisms of contaminants in future. Related Articles | Metrics

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Cytotoxicity of hollow mesoporous silica nanoparticles on human umbilical vein endothelial cells HE Chang-liang;ZHAI Wan-yin;ZHANG Hong-xia;CHANG Jiang;ZHANG Hong-feng;GUO Li-min;CHEN Hang-rong 2011, 2011 (2):  142-151.  Abstract ( 2497 )   PDF (2443KB) ( 1390 )   Save In this study the cytotoxicity caused by HMSN to human umbilical vessel endothelial cells (HUVECs) was examined by inhibition of cell proliferation, lactate dehydrogenase (LDH) release assay, flow cytometer analysis, transmission electron microscopy (TEM) and indictive coupled plasma-atomic emission spectroscopy (ICP-AES). The results showed that HMSN at the concentration more than 62.5 μg/mL will exert cytotoxicity on HUVECs and the IC50 is 150 μg/mL. At high concentration HMSN significantly inhibited the proliferation of HUVECs, causing LDH release, arrest cell cycle at G1 period and eventually induced necrosis. The extracts of HMSN also had the same effect on HUVECs at different dilution ratios less than 1:64, indicating the degradation product of HMSN had cytotoxicity. The cytotoicity may come from the physical damage on cell structure by HMSN, and chemical disturbance on metabolism caused by product of HMSN degradation. Therefore, attentions should be paid on the single dosage, avoiding cytotoxicity to normal tissue vessels; stimulating cytotoxicity to tumor vessel. Related Articles | Metrics

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Study on 13 human population genetics characters of Zang of Linzhi in Tibet ZHANG Xing-hua;ZHENG Lian-bin;LU Shun-hua;LUO Dong-mei;YU Hui-xin;WANG Zhi-bo;WU Ya-wen 2011, 2011 (2):  152-162.  Abstract ( 2498 )   PDF (725KB) ( 1634 )   Save Samples of 492 middle school students of Zang, including 183 males and 309 females, were investigated on 13 human population genetics characters. The results are as follows:(1) There are significant differences on 5 characters, including mongoloid fold, eyefold of the upper eyelid, front tooth type, nasal profile and palmar digital fomula;(2) The mongoloid fold, projecting nasal profile, ear lobe appearance, hyperextension thumb and flat nail of Zang have low percentages in Chinese ethnic groups, but there are high percentages in eyefold of the upper eyelid, narrow nostril, curly hair and 1>2 of plantar digital formula. The percentages of shovel-shaped front tooth, protruding chin, forehead hair point and ring finger have the middle level in Chinese ethnic groups.(3) Correlations are little among 9 characters of head and face,and there are no correlations among 4 characters of hand and foot.The results of cluster analysis show that there are significant differences of the 13 human population genetics characters between Zang from Linzhi and northern ethnic groups. Related Articles | Metrics

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Early maternal deprivation impairs emotional memory in rats JIN Jing;ZHANG Xu-liang;YANG Li-guo;XU Hao;ZENG Qing-wen;CAO Xiao-hua 2011, 2011 (2):  163-170.  Abstract ( 2263 )   PDF (1017KB) ( 1685 )   Save The experiment was designed to investigate the effect of early maternal deprivation on cognition and memory in rats. The neonatal SD rats were divided into two groups randomly, the control group and the early maternal deprivation group. All rats were tested in the different behavioral paradigms in adult period. No significant difference was measured in locomotor activity and exploration between two groups in the open field test. In the novel object recognition test， there was also no significant difference in exploratory preference to the novel object. However, compared with the controls， rats in the early maternal deprivation group exhibited short escape latency in the passive avoidance test, suggesting early maternal deprivation impairs fear memory of rats. These results indicate that early maternal deprivation may impair amygdala-dependent emotional memory in rats. Related Articles | Metrics