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In this paper, we discuss the problem of pricing discretely sampled variance swaps under a hybrid stochastic model. Our modeling framework is a combination with a double Heston stochastic volatility model and a Cox–Ingersoll–Ross stochastic interest rate process. Due to the application of the T-forward measure with the stochastic interest process, we can only obtain an efficient semi-closed form of pricing formula for variance swaps instead of a closed-form solution based on the derivation of characteristic functions. The practicality of this hybrid model is demonstrated by numerical simulations.
We report high-energy, high-efficiency second harmonic generation in a near-infrared all-solid-state burst-mode picosecond laser at a repetition rate of 1 kHz with four pulses per burst using a type-I noncritical phase-matching lithium triborate crystal. The pulses in each burst have the same time delay (${\sim}1~\text{ns}$), the same pulse duration (${\sim}100~\text{ps}$) and different relative amplitudes that can be adjusted separately. A mode-locked beam from a semiconductor saturable absorber mirror is pulse-stretched, split into seed pulses and injected into a Nd:YAG regenerative amplifier. After the beam is reshaped by aspheric lenses, a two-stage master oscillator power amplifier and 4f imaging systems are applied to obtain a high power of ${\sim}100~\text{W}$. The 532 nm green laser has a maximum conversion efficiency of 68%, an average power of up to 50 W and a beam quality factor $M^{2}$ of 3.5.
An internal wireless system (IWS) for satellites was proposed in a previous study to reduce the weight of satellites. It is a system that uses wireless communication modules to communicate between the satellite's subsystems. We proposed a complete IWS that employs microwave wireless power transmission technology, and we proposed a design of GHz band high efficiency rectifier based charge pump rectifiers with a class-f filter called class-f charge pump rectifiers. We theoretically compare the diode losses in a charge pump and single shunt rectifier, and experimentally verify the results. Apart from this, we consider that the class-f charge pump rectifiers will be used for a rectenna array. In order to know the direct current (DC) load change of class-f charge pump circuits is connected as a rectenna array, we measured the conversion efficiencies of a 2 by 2 rectenna array, connected in series and in parallel. The results of the experiment indicate that the optimum load of the rectifier changes to four times DC load when connected in series, and to 1/4 the DC load when connected in parallel.
Astronomy cloud computing environment is a cyber-Infrastructure for Astronomy Research initiated by Chinese Virtual Observatory (China-VO) under funding support from NDRC (National Development and Reform commission) and CAS (Chinese Academy of Sciences). Based on virtualization technology, astronomy cloud computing environment was designed and implemented by China-VO team. It consists of five distributed nodes across the mainland of China. Astronomer can get compuitng and storage resource in this cloud computing environment. Through this environments, astronomer can easily search and analyze astronomical data collected by different telescopes and data centers , and avoid the large scale dataset transportation.
Early locomotor exercise after stroke has attracted a great deal of attention in clinical and animal research in recent years. A series of animal studies showed that early locomotor exercise poststroke could protect against ischemic brain injury and improve functional outcomes through the promotion of angiogenesis, inhibition of acute inflammatory response and neuron apoptosis, and protection of the blood-brain barrier. However, to date, the clinical application of early locomotor exercise poststroke was limited because some clinicians have little confidence in its effectiveness. Here we review the current progress of early locomotor exercise poststroke in animal models. We hope that a comprehensive awareness of the early locomotor exercise poststroke may help to implement early locomotor exercise more appropriately in treatment for ischemic stroke.