Soil erosion by water is one of the major threats to soils in the north of Morocco;soil erosion not only decreases agricultural productivity, but also reduces the water availability. In the current study, Oued El Makh...Soil erosion by water is one of the major threats to soils in the north of Morocco;soil erosion not only decreases agricultural productivity, but also reduces the water availability. In the current study, Oued El Makhazine watershed is selected to estimate annual soil loss using the Universal Soil Loss Equation (USLE), remote sensing (RS) and geographic information system (GIS). GIS data layers including, rainfall erosivity (R), soil erodibility (K), slope length and steepness (LS), cover management (C) and conservation practice (P) factors are computed to determine their effects on average annual soil loss in the area. The resultant map of annual soil erosion shows a maximum soil loss of 735 t·h<sup>-1</sup>·y<sup>-1</sup>, about 65.25% (1575 km<sup>2</sup>), of the watershed ranges between 0 and 95 t·h<sup>-1</sup>·y<sup>-1</sup>. Higher soil losses are observed at higher LS factor area. The spatial erosion maps generate with USLE method, remote sensing and GIS can serve as effective inputs in deriving strategies for land planning and management in the environmentally sensitive mountainous areas.展开更多
This study evaluates the annual loss of soil in the sub-basin of Oued Haricha (Tahaddart basin, Western Rif, NW Morocco). The integration of revised (RUSLE) and modified (MUSLE) soil loss empirical equations of Wischm...This study evaluates the annual loss of soil in the sub-basin of Oued Haricha (Tahaddart basin, Western Rif, NW Morocco). The integration of revised (RUSLE) and modified (MUSLE) soil loss empirical equations of Wischmeier and Smith in combination with GIS permits the modelling of soil erosion at the scale of parcels. The characteristics of precipitation and runoff, the soil properties, the culture system and the current working practices of soil in the sub-basin of the Oued Haricha are collected from local data. The digital terrain model is used to generate topographic factors. The combination of different RUSLE factors shows that the annual soil is 62.72 t/ha/year and corresponds to an average level of risk. The total losses calculated by MUSLE method are valued at 221,468 t/year. The rates of loss due to linear erosion are 82,652 t/year. These soil losses represent 20.33% of the total losses, and confirm that the losses on the slopes outweigh the losses due to the river system. Sedimentation module shows that the areas of high erosion (greater than 200 t/ha/year) are concentrated in the reliefs with average and high slope and occupy 38% of the total area. The deposition areas occupy the centre of sub-basin and constitute 9.12% of the total area. These deposits were concentrated on the edges of major rivers and the outlet of the sub-basin and contributed to siltation of the April 9, 1947 dam.展开更多
The Pleistocene Fluvial-lacustrine of Ait Hajji Formation is located in South East of Tiddas, and in the Qua-ternary deposits of the Moroccan Central Plateau. These outcrops represent on a geomorphosite of great im-po...The Pleistocene Fluvial-lacustrine of Ait Hajji Formation is located in South East of Tiddas, and in the Qua-ternary deposits of the Moroccan Central Plateau. These outcrops represent on a geomorphosite of great im-portance for the study of geological heritage, and for a natural eco-tourism valorization in Morocco. For to aim a natural tourism promotion, for indigenous peoples, this geomorphosite in question has an fluorescent and dense flora with a diversified fauna in the heart of one Ordovician quartzite bar and Devonian limestone ridges. In Oued Boulahmayel geomorphosite contains a memory geological Formation of a Pleistocene epi-sode, beginning firstly by a dynamic fluviatil land synchronous with a local volcanic activity (Phonolite ne-phelinc) replaced by a lake sedimentation related to the formation of a dam natural, created a few hundred meters downstream from Boulahmayel. For valorizing of the hinterland of the plains towns, it is necessary to develop a geo-eco-tourism integrated who provide its harvest and will argue the benefits resources of rural people of high-mountains in their own environment. It is proposed in the perspective to initiate a sustainable development approach, while ensuring the conservation and ensure the continued natural existence of the surroundings environments and to appreciate the potential of the region. Thus that beauty hidden in the hin-terland upstream to a tourist eager for discoveries, to encourage them to practice their stay as short as it is, in a safe space and very quiet. In order to materialize the concept of geo-eco-tourism, we must deploy the ef-forts of local people, policy makers and scientists in order to produce tourist maps with different interesting routes, to implant signal panels, to develop tracks campsites and trails within the forests, creating shelters and rest houses in private homes, as well as provide training for specialized guide’s rescuers.展开更多
Oued El Maleh watershed is considered the largest ocean basin of the Chaouia-Ouardigha region in Morocco. Severe flooding occurred in 1996, 2001 and 2002 in the watershed. Thus, significant economic and human damage h...Oued El Maleh watershed is considered the largest ocean basin of the Chaouia-Ouardigha region in Morocco. Severe flooding occurred in 1996, 2001 and 2002 in the watershed. Thus, significant economic and human damage has been caused. The floods of Mohammedia city, located in the outlet of the watershed, were due to the silting of the Oued El Maleh dam which has lost its ability to retain water. This work, therefore, aims to assess soil losses by water erosion in the Oued El Maleh watershed through modeling main factors involved in water erosion. The methodology used is based on the use of the universal soil loss equation (USLE). The model includes the following factors: soil erodibility, the inclination of slopes, the rainfall erosivity, vegetation cover and erosion control practices. The aggressiveness of rainfall was calculated for a number of stations bordering the study area and interpolated across the watershed using geostatistical model. Soil erodibility was extracted from soil map and soil survey. The effect of topography was approached by combining the degree of slope and slope length using a digital elevation model (ASTER) and ArcHydrology extension (ArcGIS). The vegetation cover was derived from Landsat image ETM through the supervised classification method. The index of erosion control practices was approached by field visits. All factors have been measured and integrated into a geographic information system which enabled us to spatialize the degree of sediment production at the watershed scale in a synthetic map. The annual soil loss is 8.21 t/ha/yr and the soil loss classification shows that surfaces affected by high erosion are equivalent to 10% of the watershed. Furthermore, this map is available to support land managers policy makers in the process of decision making related to soil conservation, infrastructure and citizens’ property protection.展开更多
Laayoune and the Foum El Oued aquifers are in hydraulic communication only at the level of Oued Saguia El Hamra. The present study has accordingly made use of all the hydrogeological, hydrological, geological and geop...Laayoune and the Foum El Oued aquifers are in hydraulic communication only at the level of Oued Saguia El Hamra. The present study has accordingly made use of all the hydrogeological, hydrological, geological and geophysical data that preceded the watershed of Oued Saguia El Hamra in its downstream part. These data are by no means omplementary with the objective of having a better understanding of the boundary line between Laayoune and Foum El Oued aquifers and the origin of feeding the sources of Oued Saguia El Hamra. This study will focus only on the previous geophysical studies where a reinterpretation of electrical soundings has proved useful as a result of the recent well-logging results. It makes it possible to highlight the presence of a significant rise in the truncated marly substratum of Oued Saguia El Hamra and depressions (left and right banks) which could correspond to stream channels or depressed areas. At the level of the Wadi bed, there has been a regular immersion of the conductive level roofs from east to west towards Foum El Oued favoring the flow of wastewater from the zone and spraying the brackish water sources towards the groundwater of Foum El Oued. In the light of the reinterpretation of electric polls, plus as well as the geophysical surveys by electrical tomography and high definition made at the right and left banks of the Oueed Saguia El-Hamra, it was possible to verify the existence of dry ridge separating the two webs of Laayoune and Foum El Oued and stream channels or depressed areas of the left bank for drainage of brackish water to sources located along Oued Saguia El Hamra. The true resistivity models tomography profiles confirm the presence of the backbone at the left and right banks and the graben of the left bank for underground water drainage of the web Laayoune to sources welling the river Saguia El Hamra. They reveal the presence of a quaternary plio-cover (coastal platform Moghrebian) as being heterogeneous and affected by many electrical discontinuities, particularly in the level resistant R2 (coquina sandstone). These discontinuities could correspond to lateral changes in facies and/or synsedimental faults compartmentalizing the plio-quaternary formations into a system of Horsts and Grabens that relies on the whole (D1, Cs) attributed to formations from the Miocene to the Upper Cretaceous. The contours of the map show the distribution of the three families of electrical soundings A, B and C limited by two main electrical discontinuities D and M. East of discontinuity million, this map reflects the look of the wall of the Pliocene-Quaternary resting on the impermeable upper Cretaceous floor. To the west of this electrical discontinuity M, the map reflects the behavior of the roof of marl deposits of Miocene age.展开更多
This article focuses on the study of sediment transport during flood events in the Oued Nachef watershed that feeds the Mefrouche dam.To understand the sediment dynamics in this watershed,ANRH data on instantaneous wa...This article focuses on the study of sediment transport during flood events in the Oued Nachef watershed that feeds the Mefrouche dam.To understand the sediment dynamics in this watershed,ANRH data on instantaneous water discharges and the respective concentrations of suspended particulate matter were used.This enabled the selection of some of the largest flood events over a 24-year period in order to establish the log-log relationships between sediment load(concentration and flux)and water discharge.However,the discharge-concentration relationships revealed hysteresis phenomena that enabled a flood typology to be established and classified into seven categories,thus showing very different transfer dynamics in relation to flood events.The results showed that Category 6 floods presenting hysteresis in the form of a figure of eight exported almost 44%of the suspended particulate matter load while representing just 29%of the flow discharge.展开更多
Domestic effluent from the city of Sidi Kacem in the north-western Morocco is released untreated into the Oued R’dom. We propose in this study to proceed with sampling wastewater at the three collectors Oued R’dom f...Domestic effluent from the city of Sidi Kacem in the north-western Morocco is released untreated into the Oued R’dom. We propose in this study to proceed with sampling wastewater at the three collectors Oued R’dom from upstream (Bab tissra) to downstream (Zirara) through the domestic center of the city of Sidi Kacem. The sampling was carried out twice a month over a period of five months (January, February, March, April and May). We used the technique Bailenger amended by [1]. At the upstream percentages of positive samples helminth eggs found in wastewater are: Nematodes 30%, 20% and 10% Ascaris sp, Trichuris sp, Enterobius vermicularis for Cestodes 30% Taenia. Sp and the eggs and larvae of strongyles 30%. At the home collector (C) nematodes are represented by the eggs of Ascaris sp, 60%, followed by Tri-churis sp. 40% for Enterobius. Vermicularis eggs sp. représentent 20% of the class Cestoda with percentages of positive samples for Taenia sp 30% and 10% for Hymenolepis. sp. is isolated from cyst protozoan Entamoeba coli 10% for eggs, and larvae of strongyles 60% presented in the wastewater at the Downstream class nematodes is 70% with 40% of Ascaris sp, and 30% Trichuris sp. la class Cestoda is represented by 30% of Taenia. Sp. et Hymenolepis’s. Sp. 10%. For eggs and larvae of strongyles is 40%. Exceeding the WHO standards, these parasites pose a potential hazard to the direct and indirect use of wastewater from the town of Sidi Kacem.展开更多
This study addresses the pressing need to evaluate the quality of water resources in the Oued Guir watershed,highlighting the importance of monitoring both surface water and groundwater in the context of environmental...This study addresses the pressing need to evaluate the quality of water resources in the Oued Guir watershed,highlighting the importance of monitoring both surface water and groundwater in the context of environmental and public health.It focuses on the evaluation of physicochemical and bacteriological water quality downstream of the Kaddoussa Dam,as well as the characterization of wastewater from the Boudnib treatment plant discharged into Oued Guir.The goal is to assess the health of aquatic ecosystems and understand the impact of anthropogenic activities on these sensitive environments.A comprehensive analysis was conducted at 15 selected stations during a sampling campaign in November 2023.Groundwater and surface water were assessed using 10 physicochemical parameters,while bacteriological quality was evaluated based on fecal coliforms and Escherichia coli.In addition,38 parameters were studied to characterize the wastewater discharge.All analyses followed standard procedures and the results were compared to Moroccan and World Health Organization(WHO)standards.The study revealed that surface water and groundwater in the study area exhibited strong mineralization,with Electrical Conductivity(EC)exceeding 1400µS/cm at all stations.Nitrogen quality,in terms of Nitrates(NO₃⁻),was moderate across stations,while Ammonium(NH₄⁺)quality was consistently excellent.Physicochemical parameters of surface waters indicated overall excellent quality.Bacteriological analysis showed minimal contamination by fecal coliforms and Escherichia coli,with levels deemed negligible.However,wastewater from the Boudnib treatment plant exceeded Moroccan standards for organic load,presenting a potential environmental risk.展开更多
文摘Soil erosion by water is one of the major threats to soils in the north of Morocco;soil erosion not only decreases agricultural productivity, but also reduces the water availability. In the current study, Oued El Makhazine watershed is selected to estimate annual soil loss using the Universal Soil Loss Equation (USLE), remote sensing (RS) and geographic information system (GIS). GIS data layers including, rainfall erosivity (R), soil erodibility (K), slope length and steepness (LS), cover management (C) and conservation practice (P) factors are computed to determine their effects on average annual soil loss in the area. The resultant map of annual soil erosion shows a maximum soil loss of 735 t·h<sup>-1</sup>·y<sup>-1</sup>, about 65.25% (1575 km<sup>2</sup>), of the watershed ranges between 0 and 95 t·h<sup>-1</sup>·y<sup>-1</sup>. Higher soil losses are observed at higher LS factor area. The spatial erosion maps generate with USLE method, remote sensing and GIS can serve as effective inputs in deriving strategies for land planning and management in the environmentally sensitive mountainous areas.
文摘This study evaluates the annual loss of soil in the sub-basin of Oued Haricha (Tahaddart basin, Western Rif, NW Morocco). The integration of revised (RUSLE) and modified (MUSLE) soil loss empirical equations of Wischmeier and Smith in combination with GIS permits the modelling of soil erosion at the scale of parcels. The characteristics of precipitation and runoff, the soil properties, the culture system and the current working practices of soil in the sub-basin of the Oued Haricha are collected from local data. The digital terrain model is used to generate topographic factors. The combination of different RUSLE factors shows that the annual soil is 62.72 t/ha/year and corresponds to an average level of risk. The total losses calculated by MUSLE method are valued at 221,468 t/year. The rates of loss due to linear erosion are 82,652 t/year. These soil losses represent 20.33% of the total losses, and confirm that the losses on the slopes outweigh the losses due to the river system. Sedimentation module shows that the areas of high erosion (greater than 200 t/ha/year) are concentrated in the reliefs with average and high slope and occupy 38% of the total area. The deposition areas occupy the centre of sub-basin and constitute 9.12% of the total area. These deposits were concentrated on the edges of major rivers and the outlet of the sub-basin and contributed to siltation of the April 9, 1947 dam.
文摘The Pleistocene Fluvial-lacustrine of Ait Hajji Formation is located in South East of Tiddas, and in the Qua-ternary deposits of the Moroccan Central Plateau. These outcrops represent on a geomorphosite of great im-portance for the study of geological heritage, and for a natural eco-tourism valorization in Morocco. For to aim a natural tourism promotion, for indigenous peoples, this geomorphosite in question has an fluorescent and dense flora with a diversified fauna in the heart of one Ordovician quartzite bar and Devonian limestone ridges. In Oued Boulahmayel geomorphosite contains a memory geological Formation of a Pleistocene epi-sode, beginning firstly by a dynamic fluviatil land synchronous with a local volcanic activity (Phonolite ne-phelinc) replaced by a lake sedimentation related to the formation of a dam natural, created a few hundred meters downstream from Boulahmayel. For valorizing of the hinterland of the plains towns, it is necessary to develop a geo-eco-tourism integrated who provide its harvest and will argue the benefits resources of rural people of high-mountains in their own environment. It is proposed in the perspective to initiate a sustainable development approach, while ensuring the conservation and ensure the continued natural existence of the surroundings environments and to appreciate the potential of the region. Thus that beauty hidden in the hin-terland upstream to a tourist eager for discoveries, to encourage them to practice their stay as short as it is, in a safe space and very quiet. In order to materialize the concept of geo-eco-tourism, we must deploy the ef-forts of local people, policy makers and scientists in order to produce tourist maps with different interesting routes, to implant signal panels, to develop tracks campsites and trails within the forests, creating shelters and rest houses in private homes, as well as provide training for specialized guide’s rescuers.
文摘Oued El Maleh watershed is considered the largest ocean basin of the Chaouia-Ouardigha region in Morocco. Severe flooding occurred in 1996, 2001 and 2002 in the watershed. Thus, significant economic and human damage has been caused. The floods of Mohammedia city, located in the outlet of the watershed, were due to the silting of the Oued El Maleh dam which has lost its ability to retain water. This work, therefore, aims to assess soil losses by water erosion in the Oued El Maleh watershed through modeling main factors involved in water erosion. The methodology used is based on the use of the universal soil loss equation (USLE). The model includes the following factors: soil erodibility, the inclination of slopes, the rainfall erosivity, vegetation cover and erosion control practices. The aggressiveness of rainfall was calculated for a number of stations bordering the study area and interpolated across the watershed using geostatistical model. Soil erodibility was extracted from soil map and soil survey. The effect of topography was approached by combining the degree of slope and slope length using a digital elevation model (ASTER) and ArcHydrology extension (ArcGIS). The vegetation cover was derived from Landsat image ETM through the supervised classification method. The index of erosion control practices was approached by field visits. All factors have been measured and integrated into a geographic information system which enabled us to spatialize the degree of sediment production at the watershed scale in a synthetic map. The annual soil loss is 8.21 t/ha/yr and the soil loss classification shows that surfaces affected by high erosion are equivalent to 10% of the watershed. Furthermore, this map is available to support land managers policy makers in the process of decision making related to soil conservation, infrastructure and citizens’ property protection.
文摘Laayoune and the Foum El Oued aquifers are in hydraulic communication only at the level of Oued Saguia El Hamra. The present study has accordingly made use of all the hydrogeological, hydrological, geological and geophysical data that preceded the watershed of Oued Saguia El Hamra in its downstream part. These data are by no means omplementary with the objective of having a better understanding of the boundary line between Laayoune and Foum El Oued aquifers and the origin of feeding the sources of Oued Saguia El Hamra. This study will focus only on the previous geophysical studies where a reinterpretation of electrical soundings has proved useful as a result of the recent well-logging results. It makes it possible to highlight the presence of a significant rise in the truncated marly substratum of Oued Saguia El Hamra and depressions (left and right banks) which could correspond to stream channels or depressed areas. At the level of the Wadi bed, there has been a regular immersion of the conductive level roofs from east to west towards Foum El Oued favoring the flow of wastewater from the zone and spraying the brackish water sources towards the groundwater of Foum El Oued. In the light of the reinterpretation of electric polls, plus as well as the geophysical surveys by electrical tomography and high definition made at the right and left banks of the Oueed Saguia El-Hamra, it was possible to verify the existence of dry ridge separating the two webs of Laayoune and Foum El Oued and stream channels or depressed areas of the left bank for drainage of brackish water to sources located along Oued Saguia El Hamra. The true resistivity models tomography profiles confirm the presence of the backbone at the left and right banks and the graben of the left bank for underground water drainage of the web Laayoune to sources welling the river Saguia El Hamra. They reveal the presence of a quaternary plio-cover (coastal platform Moghrebian) as being heterogeneous and affected by many electrical discontinuities, particularly in the level resistant R2 (coquina sandstone). These discontinuities could correspond to lateral changes in facies and/or synsedimental faults compartmentalizing the plio-quaternary formations into a system of Horsts and Grabens that relies on the whole (D1, Cs) attributed to formations from the Miocene to the Upper Cretaceous. The contours of the map show the distribution of the three families of electrical soundings A, B and C limited by two main electrical discontinuities D and M. East of discontinuity million, this map reflects the look of the wall of the Pliocene-Quaternary resting on the impermeable upper Cretaceous floor. To the west of this electrical discontinuity M, the map reflects the behavior of the roof of marl deposits of Miocene age.
文摘This article focuses on the study of sediment transport during flood events in the Oued Nachef watershed that feeds the Mefrouche dam.To understand the sediment dynamics in this watershed,ANRH data on instantaneous water discharges and the respective concentrations of suspended particulate matter were used.This enabled the selection of some of the largest flood events over a 24-year period in order to establish the log-log relationships between sediment load(concentration and flux)and water discharge.However,the discharge-concentration relationships revealed hysteresis phenomena that enabled a flood typology to be established and classified into seven categories,thus showing very different transfer dynamics in relation to flood events.The results showed that Category 6 floods presenting hysteresis in the form of a figure of eight exported almost 44%of the suspended particulate matter load while representing just 29%of the flow discharge.
文摘Domestic effluent from the city of Sidi Kacem in the north-western Morocco is released untreated into the Oued R’dom. We propose in this study to proceed with sampling wastewater at the three collectors Oued R’dom from upstream (Bab tissra) to downstream (Zirara) through the domestic center of the city of Sidi Kacem. The sampling was carried out twice a month over a period of five months (January, February, March, April and May). We used the technique Bailenger amended by [1]. At the upstream percentages of positive samples helminth eggs found in wastewater are: Nematodes 30%, 20% and 10% Ascaris sp, Trichuris sp, Enterobius vermicularis for Cestodes 30% Taenia. Sp and the eggs and larvae of strongyles 30%. At the home collector (C) nematodes are represented by the eggs of Ascaris sp, 60%, followed by Tri-churis sp. 40% for Enterobius. Vermicularis eggs sp. représentent 20% of the class Cestoda with percentages of positive samples for Taenia sp 30% and 10% for Hymenolepis. sp. is isolated from cyst protozoan Entamoeba coli 10% for eggs, and larvae of strongyles 60% presented in the wastewater at the Downstream class nematodes is 70% with 40% of Ascaris sp, and 30% Trichuris sp. la class Cestoda is represented by 30% of Taenia. Sp. et Hymenolepis’s. Sp. 10%. For eggs and larvae of strongyles is 40%. Exceeding the WHO standards, these parasites pose a potential hazard to the direct and indirect use of wastewater from the town of Sidi Kacem.
文摘This study addresses the pressing need to evaluate the quality of water resources in the Oued Guir watershed,highlighting the importance of monitoring both surface water and groundwater in the context of environmental and public health.It focuses on the evaluation of physicochemical and bacteriological water quality downstream of the Kaddoussa Dam,as well as the characterization of wastewater from the Boudnib treatment plant discharged into Oued Guir.The goal is to assess the health of aquatic ecosystems and understand the impact of anthropogenic activities on these sensitive environments.A comprehensive analysis was conducted at 15 selected stations during a sampling campaign in November 2023.Groundwater and surface water were assessed using 10 physicochemical parameters,while bacteriological quality was evaluated based on fecal coliforms and Escherichia coli.In addition,38 parameters were studied to characterize the wastewater discharge.All analyses followed standard procedures and the results were compared to Moroccan and World Health Organization(WHO)standards.The study revealed that surface water and groundwater in the study area exhibited strong mineralization,with Electrical Conductivity(EC)exceeding 1400µS/cm at all stations.Nitrogen quality,in terms of Nitrates(NO₃⁻),was moderate across stations,while Ammonium(NH₄⁺)quality was consistently excellent.Physicochemical parameters of surface waters indicated overall excellent quality.Bacteriological analysis showed minimal contamination by fecal coliforms and Escherichia coli,with levels deemed negligible.However,wastewater from the Boudnib treatment plant exceeded Moroccan standards for organic load,presenting a potential environmental risk.
文摘基于数据序列的保密运算可以解决保密的数据查询、保密的数据外包、保密投票、隐私数据的安全共享等多种实际问题,是安全多方计算领域的重要研究方向.两方的序列保密计算已有很多解决方案,但多方序列的保密计算相关的问题和解决方案仍然较少.本文主要研究多方序列相同位置元素和的保密计算和排序问题,其在保密投票、保密选择、保密推荐系统、匿名评价等实际应用中有极其重要的意义.本文首先提出此问题,并给出安全高效的计算协议.协议基于OU公钥密码系统的加法同态性质,在密文上进行多方协同计算,能够在不泄露具体元素与真实和值的情况下给出排序结果.用模拟范例证明了协议在半诚实模型下能够抵抗任意合谋攻击,并通过理论分析和实验证明协议是高效的.当协议参与者有50位、序列元素个数是80时,协议执行时间仅为10.024413 s.
文摘考虑金融时间序列发生的跳跃、随机波动率和"杠杆效应",建立由不同Lévy过程驱动的非高斯OU随机波动模型.通过结构保持等价鞅测度变换和FFT技术,对不同Lévy过程驱动下的非高斯OU(non-Gaussian Ornstein-Uhlenbeck process)期权定价问题进行研究.同时,在结构保持等价鞅测度下,推导出不同Lévy过程驱动下BNS模型离散化表达形式,并构建了基于SMC(sequential Monte Carlo)的极大似然估计、联合样本估计、梯度-SMC估计的非高斯OU期权定价模型参数估计方法.实证研究中,采用近470万个S&P500期权价格数据,从样本内拟合效果、样本外预测、模型稳定性、综合矫正风险几个方面,对不同Lévy过程驱动的非高斯OU期权定价模型、参数估计方法以及期权定价效果进行全面系统研究.实证研究表明,所有模型对实值期权的定价效果要优于虚值期权.本文基于联合样本估计和梯度-SMC估计的非高斯OU期权定价模型具有明显的优势.
