文章借助于渐进展开法求解不变方差弹性(constant elasticity of variance,CEV)过程下两值期权的定价问题,将渐进展开法应用于求解CEV模型下两值期权的定价,通过求解抛物型偏微分方程定解问题,再确定两值期权定价的渐进解,并对求出的渐...文章借助于渐进展开法求解不变方差弹性(constant elasticity of variance,CEV)过程下两值期权的定价问题,将渐进展开法应用于求解CEV模型下两值期权的定价,通过求解抛物型偏微分方程定解问题,再确定两值期权定价的渐进解,并对求出的渐进解进行收敛性分析,利用数值算例进行验证.研究表明,基于渐进展开法的CEV两值期权定价是有效的,且渐进解很好逼近于标准CEV模型下的二值期权定价渐进解.展开更多
Bi2MoO6,a typical Bi-based photocatalyst,has received increasing interests and been widely applied in various fields.However,the visible light photocatalytic activity of Bi2MoO6 is still restricted by some obstacles,s...Bi2MoO6,a typical Bi-based photocatalyst,has received increasing interests and been widely applied in various fields.However,the visible light photocatalytic activity of Bi2MoO6 is still restricted by some obstacles,such as limited photo-response and low charge separation efficiency.In this work,we developed a facile method to introduce artificial oxygen vacancy into Bi2MoO6 microspheres,which could effectively address these problems and realize highly efficient visible light photocatalysis.The experimental and theoretical methods were combined to explore the effects of oxygen vacancy on the electronic structure,photocatalytic activity and the reaction mechanism toward NO removal.The results showed that the addition of NaBH4 during catalyst preparation induced the formation of oxygen vacancy in Bi2MoO6,which plays a significant role in extending the visible light absorption of Bi2MoO6.The visible light photocatalytic activity of Bi2MoO6 with oxygen vacancy was obviously enhanced with a NO removal ratio of 43.5%,in contrast to that of 25.0%with the pristine Bi2MoO6.This can be attributed to the oxygen vacancy that creates a defect energy level in the band gap of Bi2MoO6,thus facilitating the charge separation and transfer processes.Hence,more reactive radicals were generated and participated in the photocatalytic NO oxidation reaction.The in situ FT-IR was used to dynamically monitor the photocatalytic NO oxidation process.The reaction intermediates were observed and the adsorption-reaction mechanism was proposed.It was found that the reaction mechanism was unchanged by introducing the oxygen vacancy in Bi2MoO6.This work could provide new insights into the understanding of the oxygen vacancy in photocatalysis and gas-phase photocatalytic reaction mechanism.展开更多
文摘文章借助于渐进展开法求解不变方差弹性(constant elasticity of variance,CEV)过程下两值期权的定价问题,将渐进展开法应用于求解CEV模型下两值期权的定价,通过求解抛物型偏微分方程定解问题,再确定两值期权定价的渐进解,并对求出的渐进解进行收敛性分析,利用数值算例进行验证.研究表明,基于渐进展开法的CEV两值期权定价是有效的,且渐进解很好逼近于标准CEV模型下的二值期权定价渐进解.
基金supported by the National Natural Science Foundation of China(21501016,51501024,51871037 and 21822601)the Fundamental Research Funds for the Central Universities(2018CDQYCL0027)~~
文摘Bi2MoO6,a typical Bi-based photocatalyst,has received increasing interests and been widely applied in various fields.However,the visible light photocatalytic activity of Bi2MoO6 is still restricted by some obstacles,such as limited photo-response and low charge separation efficiency.In this work,we developed a facile method to introduce artificial oxygen vacancy into Bi2MoO6 microspheres,which could effectively address these problems and realize highly efficient visible light photocatalysis.The experimental and theoretical methods were combined to explore the effects of oxygen vacancy on the electronic structure,photocatalytic activity and the reaction mechanism toward NO removal.The results showed that the addition of NaBH4 during catalyst preparation induced the formation of oxygen vacancy in Bi2MoO6,which plays a significant role in extending the visible light absorption of Bi2MoO6.The visible light photocatalytic activity of Bi2MoO6 with oxygen vacancy was obviously enhanced with a NO removal ratio of 43.5%,in contrast to that of 25.0%with the pristine Bi2MoO6.This can be attributed to the oxygen vacancy that creates a defect energy level in the band gap of Bi2MoO6,thus facilitating the charge separation and transfer processes.Hence,more reactive radicals were generated and participated in the photocatalytic NO oxidation reaction.The in situ FT-IR was used to dynamically monitor the photocatalytic NO oxidation process.The reaction intermediates were observed and the adsorption-reaction mechanism was proposed.It was found that the reaction mechanism was unchanged by introducing the oxygen vacancy in Bi2MoO6.This work could provide new insights into the understanding of the oxygen vacancy in photocatalysis and gas-phase photocatalytic reaction mechanism.