期刊文献+
共找到217篇文章
< 1 2 11 >
每页显示 20 50 100
Buckling Properties of Water-Drop-Shaped Pressure Hulls with Various Shape Indices Under Hydrostatic External Pressure
1
作者 DING Xiao-de ZHANG Jian +2 位作者 WANG Fang JIAO Hui-feng WANG Ming-lu 《China Ocean Engineering》 SCIE EI CSCD 2024年第1期1-17,共17页
The water-drop-shaped pressure hull has a good streamline,which has good application prospect in the underwater observatory.Therefore,this study conducted analytical,experimental and numerical investigation of the buc... The water-drop-shaped pressure hull has a good streamline,which has good application prospect in the underwater observatory.Therefore,this study conducted analytical,experimental and numerical investigation of the buckling properties of water-drop-shaped pressure hulls under hydrostatic pressure.A water-drop experiment was conducted to design water-drop-shaped pressure hulls with various shape indices.The critical loads for the water-drop-shaped pressure hulls were resolved by using Mushtari’s formula.Several numerical simulations including linear buckling analysis and nonlinear buckling analysis including eigenmode imperfections were performed.The results indicated that the critical loads resolved by Mushtari's formula were in good agreement with the linear buckling loads from the numerical simulations.This formula can be extended to estimate the buckling capacity of water-drop-shaped pressure hulls.In addition,three groups of pressure hulls were fabricated by using stereolithography,a rapid prototyping technique.Subsequently,three groups of the pressure hulls were subjected to ultrasonic measurements,optical scanning,hydrostatic testing and numerical analysis.The experimental results were consistent with the numerical results.The results indicate that the sharp end of the water-drop-shaped pressure hulls exhibited instability compared with the blunt end.This paper provides a new solution to the limitations of experimental studies on the water-drop-shaped pressure hulls as well as a new configuration and evaluation method for underwater observatories. 展开更多
关键词 BUCKLING pressure hull water drop underwater observatory
下载PDF
基于水动力载荷混合数据集的高精度神经网络代理模型构建
2
作者 敖愈 李云波 +1 位作者 李少凡 龚家烨 《哈尔滨工程大学学报(英文版)》 CSCD 2024年第1期49-63,共15页
In this work,we constructed a neural network proxy model(NNPM)to estimate the hydrodynamic resistance in the ship hull structure design process,which is based on the hydrodynamic load data obtained from both the poten... In this work,we constructed a neural network proxy model(NNPM)to estimate the hydrodynamic resistance in the ship hull structure design process,which is based on the hydrodynamic load data obtained from both the potential flow method(PFM)and the viscous flow method(VFM).Here the PFM dataset is applied for the tuning,pre-training,and the VFM dataset is applied for the fine-training.By adopting the PFM and VFM datasets simultaneously,we aim to construct an NNPM to achieve the high-accuracy prediction on hydrodynamic load on ship hull structures exerted from the viscous flow,while ensuring a moderate data-acquiring workload.The high accuracy prediction on hydrodynamic loads and the relatively low dataset establishment cost of the NNPM developed demonstrated the effectiveness and feasibility of hybrid dataset based NNPM achieving a high precision prediction of hydrodynamic loads on ship hull structures.The successful construction of the high precision hydrodynamic prediction NNPM advances the artificial intelligence-assisted design(AIAD)technology for various marine structures. 展开更多
关键词 Deep learning neural network Hybrid dataset Proxy model Ship hull design Machine learning
下载PDF
Improved spatio-temporal alignment measurement method for hull deformation
3
作者 XU Dongsheng YU Yuanjin +1 位作者 ZHANG Xiaoli PENG Xiafu 《Journal of Systems Engineering and Electronics》 SCIE CSCD 2024年第2期485-494,共10页
In this paper,an improved spatio-temporal alignment measurement method is presented to address the inertial matching measurement of hull deformation under the coexistence of time delay and large misalignment angle.Lar... In this paper,an improved spatio-temporal alignment measurement method is presented to address the inertial matching measurement of hull deformation under the coexistence of time delay and large misalignment angle.Large misalignment angle and time delay often occur simultaneously and bring great challenges to the accurate measurement of hull deformation in space and time.The proposed method utilizes coarse alignment with large misalignment angle and time delay estimation of inertial measurement unit modeling to establish a brand-new spatiotemporal aligned hull deformation measurement model.In addition,two-step loop control is designed to ensure the accurate description of dynamic deformation angle and static deformation angle by the time-space alignment method of hull deformation.The experiments illustrate that the proposed method can effectively measure the hull deformation angle when time delay and large misalignment angle coexist. 展开更多
关键词 inertial measurement spatio-temporal alignment hull deformation
下载PDF
凸F-多边形内部的F-点数
4
作者 郭自欢 魏祥林 《Chinese Quarterly Journal of Mathematics》 2024年第1期46-58,共13页
An F-polygon is a simple polygon whose vertices are F-points, which are points of the set of vertices of a tiling of R~2 by regular triangles and regular hexagons of unit edge. Let f(v) denote the least possible numbe... An F-polygon is a simple polygon whose vertices are F-points, which are points of the set of vertices of a tiling of R~2 by regular triangles and regular hexagons of unit edge. Let f(v) denote the least possible number of F-points in the interior of a convex F-polygon K with v vertices. In this paper we prove that f(10) = 10, f(11) = 12,f(12) = 12. 展开更多
关键词 Discrete geometry F-polygon Interior hull Lattice polygon
下载PDF
Effect of Spray Rails on Takeoff Performance of Amphibian Aircraft
5
作者 Soham S. Bahulekar Alberto W. Mello 《World Journal of Engineering and Technology》 2024年第1期117-140,共24页
Amphibian aircraft have seen a rise in popularity in the recreational and utility sectors due to their ability to take off and land on both land and water, thus serving a myriad of purposes, such as aerobatics, survei... Amphibian aircraft have seen a rise in popularity in the recreational and utility sectors due to their ability to take off and land on both land and water, thus serving a myriad of purposes, such as aerobatics, surveillance, and firefighting. Such seaplanes must be aerodynamically and hydrodynamically efficient, particularly during the takeoff phase. Naval architects have long employed innovative techniques to optimize the performance of marine vessels, including incorporating spray rails on hulls. This research paper is dedicated to a comprehensive investigation into the potential utilization of spray rails to enhance the takeoff performance of amphibian aircraft. Several spray rail configurations obtained from naval research were simulated on a bare Seamax M22 amphibian hull to observe an approximate 10% - 25% decrease in water resistance at high speeds alongside a 3% reduction in the takeoff time. This study serves as a motivation to improve the design of the reference airplane hull and a platform for detailed investigations in the future to improve modern amphibian design. 展开更多
关键词 Seaplane Spray Rails Hull Optimization Take-Off Performance
下载PDF
Experimental and numerical analysis on suitability of S-Glass-Carbon fiber reinforced polymer composites for submarine hull
6
作者 Elango Natarajan Lídio Inacio Freitas +3 位作者 M.S.Santhosh Kalaimani Markandan Ammar Abdulaziz Majeed Al-Talib C.S.Hassan 《Defence Technology(防务技术)》 SCIE EI CAS CSCD 2023年第1期1-11,共11页
Suitability of S-Glass/carbon fiber reinforced polymer composite for submarine hull subjected to hydrostatic pressure has been investigated in the present study.Metallic materials have raised concerns owing to their d... Suitability of S-Glass/carbon fiber reinforced polymer composite for submarine hull subjected to hydrostatic pressure has been investigated in the present study.Metallic materials have raised concerns owing to their decomposition due to low resistance towards salinity and hence polymer composites have been explored to showcase their mechanical stability to withstand transverse and impact loads.To this end,the mechanical properties of S-Glass/carbon fiber reinforced polymer composite were experimentally investigated and higher specific strength and stiffness of the composite in comparison to many metallic materials used for submarine hull were reported.The obtained experimental values were used for the static and dynamic crash analysis of the bow,stern and foil through Finite Element Analysis(FEA);where depth of travel was varied from sea surface level of 0-7000 m.Submarine assembly was later developed with the optimum shape and thickness of each part.We also report the nonlinear crash analysis upon impact at velocity ranging from 3 to 21 m/s.Besides,kinetic energy,acceleration peak and internal energy in struck submarine revealed that travel depth 1750 m and 3500 m is recommendable,more particularly,crash safety factor of the submarine is found to be within limit when submarine encounters crash at 1750 m. 展开更多
关键词 Crash Impact Design SUBMARINE HULL BOW STERN FOIL
下载PDF
船体风机叶片对中速船水动力性能影响的计算分析
7
作者 S.Gopinath R.Vijayakumar 《哈尔滨工程大学学报(英文版)》 CSCD 2023年第4期762-774,共13页
The importance of reducing ship resistance is growing considerably as a result of the increase in atmospheric emissions and the drive towards green shipping through decarbonization.Until this point,Energy Saving Devic... The importance of reducing ship resistance is growing considerably as a result of the increase in atmospheric emissions and the drive towards green shipping through decarbonization.Until this point,Energy Saving Devices(ESD),in particular,Hull Vane®(HV),have been widely applied as a potential technique for reducing wave-making resistance for vessels with higher Froude Number(Fr).The advantages of HV for a medium-speed vessel,where the wave-making component accounts for almost 50%of total resistance,have yet to be investigated.This study presents the computational analysis of the KCS model(1∶75.5);for a particular trim condition by using the VOF method and RANS solver.The hull acts as a candidate vessel for the class of medium-speed characteristics.A total of 36 numerical simulations were carried out to study the changes in resistance and motion characteristics of the vessel with and without HV.To validate the numerical setup,the experimental work of Hou et al(2020)on the DTMB hull was used.The effectiveness of HV can be comprehended by the reduction percentage in total resistance,trim,sinkage,and transom wave height,in comparison to bare hull condition.The reduction in total resistance extends up to 6%for Fr=0.32 with configuration 2 with negative AoF.The CFD results indicate that there is a reduction in trim up to 57%for the maximum speed with a corresponding Fr=0.34 with a positive angle of foil(AoF).The trim correction effect is increasing with the depth of submergence of HV.Concerning sinkage,there occurs nearly a 31%reduction for Fr=0.34 with a positive AoF.There exists a substantial reduction in the height of the transom wave with the inclusion of HV,the results of which are discussed in detail.From the presented results,retrofitting the Hull Vane®is effective in the selected speed range but pronouncing as the speed of the vessel increases. 展开更多
关键词 Decarbonization Green shipping Ship resistance Energy saving devices(ESD) Hull vane®.(HV) Angle of foil(AoF)
下载PDF
Novel Gluten-Free Amaranth and Oat Flour Cookies Fortified with Soybean Hulls
8
作者 Sean X. Liu Diejun Chen 《Food and Nutrition Sciences》 2023年第8期699-719,共22页
Soybean hulls, an abundant byproduct of soybean processing, contain rich phytochemicals, fibers, proteins, and minerals. Currently soybean hulls are primarily used as animal feeds. For value-added soybean hull utiliza... Soybean hulls, an abundant byproduct of soybean processing, contain rich phytochemicals, fibers, proteins, and minerals. Currently soybean hulls are primarily used as animal feeds. For value-added soybean hull utilization, 25% soybean hulls were substituted for amaranth or whole oat flour (WOF) in novel gluten-free cookies. Composition, nutritional values, water-holding capacities, correlation between properties, and pasting and rheological properties of soybean hulls, amaranth, and WOF were appraised in comparison to wheat flour. Water loss, cookie texture, and geometrical properties of the cookies were examined. The results disclosed that soybean hulls, amaranth and WOF contain higher protein content, minerals, fiber, special amino acids, and critical vitamins (C and K) than wheat flour. Considerably higher total amino acid content was found in soybean hulls (18.33%) than wheat flour (12.77%). Water-holding capacities increased by replacing amaranth and WOF with soybean hulls. Soybean hulls exhibited higher rheological elastic properties than amaranth, WOF and wheat flours. The soybean hulls utilized in amaranth or WOF cookies greatly improved their nutritional value, the water retention and moisture content along with acceptable physical properties when compared to wheat flour cookies. This study explored the feasibility and potential of utilizing soybean hulls with amaranth and WOF in gluten-free bakery products and other food applications. 展开更多
关键词 AMARANTH Nutrition OAT Protein RHEOLOGY Soybean Hulls Water-Holding
下载PDF
Evaluation of Physicochemical Parameters of Biosorbents Produced from Groundnut Hull Using Microwave Assisted Irradiation Method
9
作者 Augustus Newton Ebelegi Newman Tonizibeze Elijah Jackson Godwin 《Open Journal of Physical Chemistry》 CAS 2023年第1期1-12,共12页
Samples of ground nut hull were converted to biosorbents using microwave assisted method [groundnut hull treated with hydrogen peroxide (HP-GH), groundnut hull treated with distilled water (W-GH) and raw groundnut hul... Samples of ground nut hull were converted to biosorbents using microwave assisted method [groundnut hull treated with hydrogen peroxide (HP-GH), groundnut hull treated with distilled water (W-GH) and raw groundnut hull (R-GH)]. The biosorbents were further characterized using physicochemical procedures (pH dependence, bulk density, surface area, ash content, and volatile matter, moisture content). The results show that HP-GH has pH = 8.9, W-GH pH = 8.4 and R-GH pH = 8.5 which is an indication that all the biosorbents have the appropriate pH values for the uptake of cationic species within aqueous systems. Surface area analysis revealed that HP-GH has the largest surface area (74.20 m<sup>2</sup>·g<sup>-1</sup>) while W-GH and R-GH have surface area values of 29.40 m<sup>2</sup>·g<sup>-1</sup> and 21.40 m<sup>2</sup>·g<sup>-1</sup> respectively. This suggests that modification of raw groundnut hull biomass with hydrogen peroxide possibly instigated delignification of the biomass which resulted in increased surface area for HP-GH. Results from Bulk density analysis also confirm the data obtained from surface area analysis. Accordingly, R-GH displayed the highest bulk density followed by W-GH with HP-GH showing the least bulk density. The variation in pH values among the biomass used in this study may be explained by the variation in their ash content as well because pH and ash content are positively correlated. Hence, HP-GH with a pH = 8.9 has high ash content (117.31%), W-GH with pH = 8.4 has 97.93% ash content and R-GH with pH = 8.5 has 94.26% ash content. Results from moisture content analysis show that HP-GH (99.95%), W-GH (99.97%) and R-GH (99.89%) may necessitate exposure of the biosorbents to moderate heat before use. The results obtained from this study suggest that modification of ground nut hull with either distilled water or Hydrogen peroxide by means of microwave irradiation improves physicochemical properties which may perhaps increase the adsorption capacity of the biomass. 展开更多
关键词 Agrowastes Characterization PHYSICOCHEMICAL Bulk Density Surface Area Volatile Matter Groundnut Hull Hydrogen Peroxide
下载PDF
Unitariness in Ordered Semigroups
10
作者 Michael Tsingelis 《Applied Mathematics》 2023年第8期531-543,共13页
We introduce the concepts of unitary, almost unitary and strongly almost unitary subset of an ordered semigroup. For the notions of almost unitary and strongly almost unitary subset of an ordered semigroup, we use the... We introduce the concepts of unitary, almost unitary and strongly almost unitary subset of an ordered semigroup. For the notions of almost unitary and strongly almost unitary subset of an ordered semigroup, we use the notion of translational hull of an ordered semigroup. If (S,⋅,≤) is an ordered semigroup having an element e such that e ≤ e<sup>2</sup> and U is a nonempty subset of S such that u ≤ eu, u ≤ ue for all u ∈ U, we show that U is almost unitary in S if and only if U is unitary in . Also if (S,⋅,≤) is an ordered semigroup, e ∉ S, U is a nonempty subset of S, S<sup>e</sup>:= S ∪ {e} and U<sup>e</sup>:= U ∪ {e}, we give conditions that an (“extension” of S) ordered semigroup and the subset U<sup>e</sup> of S<sup>e</sup> must satisfy in order for U to be almost unitary or strongly almost unitary in S (in case U is strongly almost unitary in S, then the given conditions are equivalent). 展开更多
关键词 Left (Right) Translation of an Ordered Semigroup Bitranslation of an Ordered Semigroup Translational Hull of an Ordered Semigroup Unitary Subset of an Ordered Semigroup Almost Unitary Subset of an Ordered Semigroup Strongly almost Unitary Subset of an Ordered Semigroup
下载PDF
采用带预处理的区间Hull算法求解区间直流潮流 被引量:13
11
作者 丁涛 郭庆来 +3 位作者 柏瑞 顾伟 孙宏斌 张伯明 《电力系统自动化》 EI CSCD 北大核心 2014年第3期130-136,共7页
随着间歇性能源接入电网,电网的潮流具有一定的随机性。考虑高压输电网中直流潮流的不确定性问题,文中提出了一种带预处理的区间Hull(P-Hull)算法来求解区间直流潮流。该方法首先通过预处理,形成主对角占优的区间系数矩阵,然后利用区间H... 随着间歇性能源接入电网,电网的潮流具有一定的随机性。考虑高压输电网中直流潮流的不确定性问题,文中提出了一种带预处理的区间Hull(P-Hull)算法来求解区间直流潮流。该方法首先通过预处理,形成主对角占优的区间系数矩阵,然后利用区间Hull算法得到系数H-矩阵。为了提高结果的精度,分别利用向上近似和向下近似方法处理H-矩阵的比较矩阵,进而采用迭代方法求得区间直流潮流分布的上下界。采用9节点系统,将文中所提出的算法与蒙特卡洛算法进行比较,揭示了误差主要受网络参数不确定性的影响。此外,采用IEEE 57和IEEE 118节点系统分别对P-Hull算法、区间Hull算法、Krawczyk算子迭代法以及高斯消去法在精度和计算时间上进行比较分析,可以看出P-Hull算法能够得到最高的精度,并且其时间复杂度远小于蒙特卡洛算法。 展开更多
关键词 区间潮流 直流潮流 区间Hull算法 预处理 不确定性
下载PDF
基于无套利模型的利率衍生产品定价研究 被引量:4
12
作者 董纪昌 杜毅 汪成豪 《管理评论》 CSSCI 北大核心 2009年第7期3-9,共7页
随着我国利率市场化进程的加快,市场迫切需要各种利率衍生产品来进行风险管理及资产负债管理,利率衍生品的定价自然成为了一个焦点问题。本文从利率衍生品定价的相关理论入手,重点研究利率衍生品定价的动态利率模型。首先运用两种代表... 随着我国利率市场化进程的加快,市场迫切需要各种利率衍生产品来进行风险管理及资产负债管理,利率衍生品的定价自然成为了一个焦点问题。本文从利率衍生品定价的相关理论入手,重点研究利率衍生品定价的动态利率模型。首先运用两种代表性无套利利率模型Hull-White以及BDT(Black-Derman-Toy)模型对中国市场进行了定价实证对比,探讨利率期限结构的选择对模型效果的影响;接着运用Hull-White模型对银行间市场可回售债券进行了定价,指出了利率处在加息预期之中可回售债券并不存在明显的溢价。 展开更多
关键词 利率衍生品定价 利率模型 Hull—White模型 BDT模型
下载PDF
硫酸盐体系三价铬电镀黑铬的工艺 被引量:2
13
作者 丁运虎 毛祖国 +2 位作者 肖伟平 马爱华 付念 《材料保护》 CAS CSCD 北大核心 2013年第5期33-35,1,共3页
为了寻找更环保、更稳定的三价铬电镀黑铬工艺,采用Hull Cell和小槽试验优选了硫酸盐体系三价黑铬电镀液中发黑剂、辅助发黑剂的种类及用量,并对镀液和镀层性能进行了测试。结果表明:最优三价铬电镀黑铬工艺为35 g/L碱式硫酸铬,30 mL/L... 为了寻找更环保、更稳定的三价铬电镀黑铬工艺,采用Hull Cell和小槽试验优选了硫酸盐体系三价黑铬电镀液中发黑剂、辅助发黑剂的种类及用量,并对镀液和镀层性能进行了测试。结果表明:最优三价铬电镀黑铬工艺为35 g/L碱式硫酸铬,30 mL/L配位剂,150 g/L硫酸钠,80 g/L硫酸钾,70 g/L硼酸,3 mL/LBNW-1润湿剂,2~4 g/L半胱氨酸,1~2 g/L硫氰酸钾,pH值3.4~3.8,温度50~60℃,阴极电流密度5~10A/dm2;以该工艺进行三价铬电镀黑铬,镀液稳定性好、分散能力强,电流密度范围宽,可达2.5~15.0 A/dm2;该工艺制备的黑铬镀层主要成分为Cr,S以及少量有机物;镀层黑度好,耐蚀性好,与基体结合良好。 展开更多
关键词 三价铬电镀黑铬 硫酸盐体系 Hull Cell 小槽 发黑剂 辅助发黑剂 镀液性能 镀层性能
下载PDF
FPSO Hull项目进度测量系统的建立 被引量:4
14
作者 于逢平 刘志鹏 崔岫 《船舶工程》 CSCD 北大核心 2007年第1期53-56,共4页
对国内造船企业的项目进度测量现状进行了分析,并根据FPSOHull建造的管理要求和船舶企业的管理特点,详细论述船舶企业建立FPSOHull建造的进度测量系统原则、思路和方法.提出的思路与方法不仅适用于船舶企业的FPSOHull的建造的进度测量,... 对国内造船企业的项目进度测量现状进行了分析,并根据FPSOHull建造的管理要求和船舶企业的管理特点,详细论述船舶企业建立FPSOHull建造的进度测量系统原则、思路和方法.提出的思路与方法不仅适用于船舶企业的FPSOHull的建造的进度测量,亦适用于一般船舶的建造进度测量. 展开更多
关键词 船舶工程 FPSO HULL 进度测量 权重
下载PDF
采用Hull树的贪婪地理位置路由算法的设计 被引量:1
15
作者 毛科技 赵小敏 +4 位作者 衣俊艳 夏明 雷艳静 王尧 陈庆章 《传感技术学报》 CAS CSCD 北大核心 2012年第7期1007-1013,共7页
地理位置路由算法是指借助节点获得的地理位置信息进行无线传感网络中的路由发现与数据转发工作。本文提出一种基于Hull树的贪婪地理位置路由算法——Greedy Hull Tree Geographic Routing(GHTGR)。通过图形学中凸包的概念,在网络初始... 地理位置路由算法是指借助节点获得的地理位置信息进行无线传感网络中的路由发现与数据转发工作。本文提出一种基于Hull树的贪婪地理位置路由算法——Greedy Hull Tree Geographic Routing(GHTGR)。通过图形学中凸包的概念,在网络初始阶段分布式地在各节点上建立Hull树以探查网络局部拓扑结构;同时在数据分组的路由转发阶段,通过Hull树内的搜索,寻找下一跳转发节点,完成数据分组的转发传输。通过仿真实验表明,与现有地理位置路由算法相比,该算法能够正确地寻找数据转发路径,有效地减少网络能耗,提高网络传输性能。 展开更多
关键词 地理位置路由 凸包 Hull树 贪婪转发策略
下载PDF
一种网络测量中的时钟同步算法 被引量:1
16
作者 程永生 李凤保 《计算机工程与应用》 CSCD 北大核心 2006年第5期121-124,共4页
包延迟跟踪在端到端性能分析和流量控制算法设计中是很重要的度量指标。论文介绍在延迟测量中评估和消除相对时钟误差的convexhulls法,这些算法能大大改善测量的准确性,可以在线和离线使用。
关键词 CONVEX hulls法 时钟同步 时钟重置
下载PDF
融合GASA的Snake模型碰撞检测算法 被引量:1
17
作者 李照 靳雁霞 秦志鹏 《计算机工程与设计》 北大核心 2017年第5期1223-1228,共6页
针对现有碰撞检测算法难以解决变形体碰撞的实时性和逼真性问题,提出一种基于可变形物体的碰撞检测算法。利用Snake模型对FDH包围盒进行更新,由于传统Snake模型存在弱边缘易溢出的问题,结合模拟退火算法(GASA)的遗传思想对其进行优化。... 针对现有碰撞检测算法难以解决变形体碰撞的实时性和逼真性问题,提出一种基于可变形物体的碰撞检测算法。利用Snake模型对FDH包围盒进行更新,由于传统Snake模型存在弱边缘易溢出的问题,结合模拟退火算法(GASA)的遗传思想对其进行优化。实验结果表明,优化后的碰撞检测算法可快速准确得到碰撞物体的最佳轮廓曲线,弥补了遗传算法和模拟退火算存在的过早收敛和低收敛速度的问题,加快了包围盒的更新速度,提高了碰撞检测效率和逼真程度。 展开更多
关键词 碰撞检测 固定方向凸包(fixed direction hull FDH) 遗传算法 模拟退火 SNAKE模型
下载PDF
Hull-White随机利率模型在债券价值分析中的应用 被引量:1
18
作者 沈传河 王向荣 《统计与决策》 CSSCI 北大核心 2005年第09X期21-23,共3页
Hull-White随机利率模型既考虑了短期利率的均值回复(meanreversion)特性,又与初始期限结构相符合。本文就如何将Hull-White模型应用于债券定价进行了探讨,并将之应用于债券价值的风险分析。
关键词 Hull—White随机利率模型 均值回复 债券定价 持续期
下载PDF
Jamshidian理论在附息债券期权定价中的研究 被引量:1
19
作者 陈彩霞 黄大荣 《湖北民族学院学报(自然科学版)》 CAS 2006年第2期122-124,共3页
研究附息债券的定价问题,对Jam sh id ian理论进行推广,得到Hu ll-wh ite的单因子及双因子利率模型下的附息债券期权定价理论.
关键词 Jamshidian理论 附息债券期权 Hull—white利率模型
下载PDF
一种带有交易成本的保底型基金的定价 被引量:1
20
作者 朱海燕 张寄洲 《淮阴师范学院学报(自然科学版)》 CAS 2012年第3期235-240,共6页
讨论了一种带有交易成本的保底型基金的定价问题.作为常见的市场利率模型Va-sicek模型的推广,本文假设市场利率服从更为一般的Hul-l White模型,在此基础上利用投资组合模拟基金收益和It公式建立数学模型,并利用PDE方法,得到了解析表达式.
关键词 交易成本 随机利率 HULL White模型
下载PDF
上一页 1 2 11 下一页 到第
使用帮助 返回顶部