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Hydrothermal Synthesis of Zeolite X from Bituminous Fly Ash and Its Characterization 沥青粉煤灰水热合成X型沸石及其表征
IF 0.4 4区 综合性期刊 Q3 MULTIDISCIPLINARY SCIENCES Pub Date : 2023-09-29 DOI: 10.12982/cmjs.2023.049
Pongsakorn Truttim, S. Asavapisit, Rungroj Piyaphanuwat
The synthesis of zeolite X from bituminous fl y ash (BFA) from the BLCP power plant in Rayong province of Thailand was examined. The initial Si/Al molar ratio of BFA was approximately 2, as determined via X-ray fl uorescence. A stock solution for the hydrothermal synthesis of zeolite X was prepared by extracting the Si and Al species from BFA using 3 M NaOH. The Si/Al molar ratio of the stock solution was 18.44. The Si/Al ratio, temperature, ageing time, and concentrations of NaOH and KOH were investigated during the synthesis of zeolite X. QXRD, SEM, and BET were used for the characterization of zeolite X. For the optimal sample conditions, the Si/Al molar ratio of the stock solution was adjusted to 3 using Na2AlO3 dissolved in a KOH solution, followed by ageing at room temperature for 24 h and after ageing, the hydrothermal synthesis was performed at 75 °C for 24 h; the sample prepared under these conditions contained the highest amount of crystalline zeolite X (98.7%), with a surface area of 527.59 m2/g.
研究了以泰国罗勇省BLCP电厂沥青粉煤灰为原料合成X型沸石的工艺。通过x射线荧光测定,BFA的初始Si/Al摩尔比约为2。用3 M NaOH萃取BFA中的Si和Al,制备了水热合成X沸石的原液。原液的Si/Al摩尔比为18.44。硅/铝比、温度、老化时间、氢氧化钠浓度和KOH调查在沸石的合成x QXRD, SEM、x和打赌是用于表征沸石为最优样本条件下,硅/铝摩尔比股票的解决方案是调整到3使用Na2AlO3溶解在KOH溶液中,紧随其后的是老化后在室温下24 h和老化,75°C的水热合成进行24小时;在此条件下制备的样品中X沸石晶体含量最高(98.7%),比表面积为527.59 m2/g。
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引用次数: 0
Fig Rust Caused by Cerotelium fi ci: Past, Present and Future 由陶瓷纤维引起的无花果锈病:过去、现在和未来
IF 0.4 4区 综合性期刊 Q3 MULTIDISCIPLINARY SCIENCES Pub Date : 2023-07-31 DOI: 10.12982/cmjs.2023.042
S. Avasthi, A. Gautam, R. K. Verma, K. Rajeshkumar, Ashwani Kumar
Fig rust is one of the serious fungal diseases caused by Cerotelium fi ci which causes great loss to the overall growth and yield of the plant. This disease is generally characterized by pale reddish-brown to reddish-brown angular leaf spots, typically found on the adaxial surfaces of the leaves, whereas the corresponding abaxial surface of the same leaves was covered with a lot of orange rust pustules. With the progression of this rust disease, angular spots fused to form necrotic patches whereas, leaf edges curled upward. Premature abscission of leaves takes place, leaving bare branches and unripe fruits. This disease showed its global distribution in tropical and subtropical areas, however, the highest distribution was found in the African continent (18 countries) followed by Asia (14 countries), North & South America (10 countries each), Europe (8 countries) and 7 countries in the Oceanian continent. Apart from the rust pathogen Cerotelium fi ci, the Phakospora nishidana was also reported to cause fi g rust which has created confusion on the identity of C. fi ci as a fi g rust pathogen. This suggests a need to re-examine all specimens of fi g rust at the global scale, based on morphological and modern DNAbased methods so that the taxonomic ambiguities on fi g rust pathogens can be resolved and suitable control methods can be implemented to avoid serious crop and yield loss.
无花果锈病是由无花果病引起的严重真菌病害之一,对植物的整体生长和产量造成巨大损失。该病的一般特征为浅红褐色至红棕色的角状叶斑,通常出现在叶片的正面,而相同叶片的相应背面则覆盖着大量橙色锈疱。随着锈病的发展,角斑融合形成坏死斑,而叶边缘向上卷曲。叶子过早脱落,留下光秃秃的树枝和未成熟的果实。该病在热带和亚热带地区呈全球分布,但以非洲大陆分布最多(18个国家),其次是亚洲(14个国家)、南北美洲(各10个国家)、欧洲(8个国家)和大洋洲(7个国家)。除了铁锈病菌Cerotelium fici外,也有报道称西田Phakospora nishidana也会引起铁锈,这使人们对铁锈病菌的身份产生了混淆。这表明有必要在形态学和现代dna技术的基础上,在全球范围内重新检查所有的无花果锈病标本,以便解决无花果锈病病原体的分类歧义,并采取适当的控制方法,以避免严重的作物和产量损失。
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引用次数: 0
XRD Observation on the Weld Metal of Resurfaced Rail Steel 堆焊轨道钢焊缝金属的XRD观察
IF 0.4 4区 综合性期刊 Q3 MULTIDISCIPLINARY SCIENCES Pub Date : 2023-07-31 DOI: 10.12982/cmjs.2023.036
P. Muangjunburee, Nutchanon Poolsiri, Sasirat Chaideesungnoen, Ammarat Naultem, Hein Zaw Oo, M. Kongpuang
The current research studied two samples of rail steel grade 900A deposited with different electrodes, namely, electrodes A and B, using the Shielded Metal Arc Welding (SMAW) process. This research fi nds out the suitable hardness values of the various electrodes. The phase identifi cation and microstructural analysis of weld metal were conducted using X-ray diffraction (XRD) and an optical microscope, respectively. The micro-hardness profi les along the cross-section of the weldment were acquired using a micro-Vickers hardness tester, and a Brinell hardness tester measured the hardness values on the top surface of the weld metal. According to the results, the diffraction angles of the XRD patterns for all weld metal samples differed due to their distinct microstructures. The microstructure of the weld metal, in particular, produced the primary infl uence on the hardness
本研究采用屏蔽金属电弧焊(SMAW)工艺,对两种不同电极(即电极A和电极B)沉积的轨道钢等级900A试样进行了研究。本研究找出了各种电极的合适硬度值。利用x射线衍射仪(XRD)和光学显微镜对焊缝金属进行物相鉴定和显微组织分析。采用显微维氏硬度计获得焊件横截面的显微硬度分布图,用布氏硬度计测量焊缝金属顶表面的硬度值。结果表明,由于焊缝金属的显微组织不同,其XRD衍射图的衍射角也不同。焊缝金属的显微组织是影响硬度的主要因素
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引用次数: 0
Evaluation of Powdery Mildew Resistance and Agronomic Performance of Pyramided Mungbean Lines from Marker- Assisted Selection 标记辅助选择绿豆金字塔系抗白粉病及农艺性能评价
IF 0.4 4区 综合性期刊 Q3 MULTIDISCIPLINARY SCIENCES Pub Date : 2023-07-31 DOI: 10.12982/cmjs.2023.037
Ketwalee Siwapithakpong, W. Chueakhunthod, A. Khairum, A. Tharapreuksapong, Theerawat Chantakot, Tanandorn Woramit, P. Tantasawat
Gene pyramiding is an effective strategy to provide a durable and high level of powdery mildew (PM) resistance in mungbean [Vigna radiata (L.) R. Wilczek]. The objectives of this study were to evaluate PM resistance levels of pyramided BC2F1 progenies derived from marker-assisted selection of KING (recurrent parent) × SUPER5 (donor parent) cross and measure their agronomic performance under fi eld condition. The results showed that the progenies with marker combinations linked to both PM resistance genes including I85420 + I42PL222, and I27R565 were more resistant to PM (average disease severity score of 3.80) than KING, check cv. CN72, and the progenies without any marker combinations (scores of 8, 8 and 6.75, respectively). While the progenies carrying only one resistance gene were identifi ed as containing either I85420 + I42PL222, or I27R565 which showed intermediate response score of 5.83. In addition, most of the pyramided lines produced higher yield per plant than KING because of their superior pods per plant, clusters per plant, and seeds per pod. In the future, these pyramided lines with two PM resistance genes can be further developed into new PM resistant varieties via marker-assisted backcross breeding or be used as potential PM resistant sources in mungbean breeding programs.
基因金字塔是绿豆提供持久和高水平白粉病抗性的有效策略[Vigna radiata (L.)]。r . Wilczek]。本研究的目的是通过标记辅助选择KING(复发亲本)× SUPER5(供体亲本)杂交获得的BC2F1锥体后代对PM的抗性水平,并在田间条件下测量其农艺性能。结果表明,I85420 + I42PL222和I27R565这两个抗PM基因标记组合的后代对PM的抗性(平均疾病严重程度评分为3.80)高于KING,检查cv。无标记组合的子代得分分别为8、8和6.75。而仅携带1个抗性基因的后代则含有I85420 + I42PL222或I27R565,反应得分为5.83分。此外,大多数金字塔系的单株产量都高于KING系,因为它们的单株荚果、单株簇和单荚种子都优于KING系。未来,这些具有两个抗PM基因的金字塔系可以通过标记辅助回交育种进一步培育出新的PM抗性品种,或作为绿豆育种计划中潜在的PM抗性来源。
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引用次数: 0
Extraction of Natural Dyes from Polygonum Odoratum Lour as an Alternative Dyeing for Thai Silk Using Diff erent Metal Salt Mordants 不同金属盐媒染剂对泰国丝绸天然染料的提取研究
IF 0.4 4区 综合性期刊 Q3 MULTIDISCIPLINARY SCIENCES Pub Date : 2023-07-31 DOI: 10.12982/cmjs.2023.038
Aritart Sanai, Wiphawan Khottada, Kanokkorn Sirithip, Kesorn Merat
Polygonum Odoratum Lour (P. odoratum) is one of the economic indigenous plants, produced annually in huge amounts. Thus, seeking alternate applications for P. odoratum, such as use as a natural dye source, is one of the strategies for reducing market oversupply. The objectives of this research were to study the optimum conditions for natural dye extraction from P. odoratum and to investigate the effect of different metal salt mordants and adding sequence mordant methods in the dyeing silk process. The mordants used were KAl(SO4), CuSO4, and FeSO4 and the adding sequence mordants were pre-, meta-, and post-mordant techniques. When the extracted dyes and measured by UV-Vis spectroscopy, the results showed that the major extracted compounds were rutin, isoquercetin, and quercetin in ethanol solvent. The most suitable dye extraction condition was 15.0 g of P. odoratum powder refl uxed in a solvent of 95% ethanol at 80 °C for 60 min providing the strongest UV-Vis absorption intensity. In terms of the dyeing process, the effect of adding sequence mordant strategies was a stronger infl uence on color strength and fastness washing property than that of the different mordants used. The meta-mordanting technique was the most promising strategy because it gave stronger color strength, shortest drying time, and good fastness properties to the other methods. Overall, this result confi rmed that the extracted dyes from P. odoratum as alternative dyeing for Thai silk were a foreshadowing strategy with the meta-mordanting technique.
臭臭蓼(Polygonum Odoratum Lour)是一种经济的本土植物,每年产量巨大。因此,寻找可替代的用途,例如作为天然染料来源,是减少市场供过于求的策略之一。研究了香玉竹天然染料提取的最佳工艺条件,考察了不同金属盐媒染剂和顺序媒染剂添加方式对真丝染色工艺的影响。使用的媒染剂为KAl(SO4)、CuSO4和FeSO4,媒染剂的添加顺序为前媒染剂、中媒染剂和后媒染剂。对提取的染料进行紫外可见光谱测定,结果表明乙醇溶剂中提取的主要化合物为芦丁、异槲皮素和槲皮素。最适宜的染料提取条件为15.0 g香草粉,在95%乙醇的溶剂中,80℃,60 min,紫外-可见吸收强度最强。在染色过程中,添加顺序媒染剂策略对染色强度和牢度洗涤性能的影响比不同媒染剂的影响更大。与其他方法相比,超媒染法具有较强的色强、较短的干燥时间和较好的牢度等优点,是最有前途的方法。综上所述,本研究结果证实了从臭臭草中提取的染料作为泰国丝绸的替代染色是一种用超媒染法进行铺垫的策略。
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引用次数: 0
Nitric Oxide Inhibitory Activity of Crude Extracts and Extraction Time and Temperature Optimization of Pectin from Cissampelos pareira Leaves 山梨叶果胶粗提物抑制一氧化氮活性及提取时间和温度优化
IF 0.4 4区 综合性期刊 Q3 MULTIDISCIPLINARY SCIENCES Pub Date : 2023-07-31 DOI: 10.12982/cmjs.2023.043
La-or Somsakeesit, Watcharin Chumjan, S. Suwannapan, Acharaporn Ratanamanee
This research studied crude extracts of Cissampelos pareira leaves using fi ve solvents as hexane, dichloromethane, ethyl acetate, methanol, and ethanol for nitric oxide (NO) inhibitory activity and maximize pectin yields from facile green extraction. Five crude hexane, dichloromethane, ethyl acetate, methanol and ethanol extracts were obtained from the leaves of C. pareira at 0.4%, 0.5%, 0.3%, 3%, and 1%, respectively. The hexane, dichloromethane, and ethyl acetate extracts showed the most potent decrease in NO production with half-maximal inhibitory concentration (IC50) values of 49.85±5.07, 56.26±1.49, and 64.55±2.37 (μg/mL), respectively. Concentrations of all crude extracts of C. pareira indicated no cellular toxicity. Pectin was aqueously extracted at 40 to 90 °C for 15 to 120 min and yields and quality were examined. Highest pectin yield (36.12%) was obtained after 60 min at 60 °C, with quality meeting the criteria established by the International Pectin Producers Association (IPPA) and categorized as high methoxyl pectin.
采用正己烷、二氯甲烷、乙酸乙酯、甲醇和乙醇5种溶剂,研究了西桑叶粗提物对一氧化氮(NO)的抑制活性,并最大限度地提高了绿色提取中果胶的产量。分别以0.4%、0.5%、0.3%、3%和1%的浓度从白鹤叶中提取粗己烷、二氯甲烷、乙酸乙酯、甲醇和乙醇5种提取物。正己烷、二氯甲烷和乙酸乙酯提取物对NO的抑制作用最强,半抑制浓度(IC50)分别为49.85±5.07、56.26±1.49和64.55±2.37 (μg/mL)。所有粗提物的浓度均显示无细胞毒性。在40 ~ 90℃水浸15 ~ 120 min,考察果胶的收率和质量。在60℃下发酵60 min,果胶收率最高(36.12%),质量符合国际果胶生产者协会(IPPA)制定的标准,属于高甲氧基果胶。
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引用次数: 0
Global Challenges in Identifying Plant Pathogenic Fungi: An Overview with Suggestions for the Way Forward 鉴定植物病原真菌的全球挑战:综述与前进方向的建议
IF 0.4 4区 综合性期刊 Q3 MULTIDISCIPLINARY SCIENCES Pub Date : 2023-07-31 DOI: 10.12982/cmjs.2023.039
M. Dayarathne, Kasun M. Thambugala, D. Daranagama, A. Mridha, A. Dissanayake, L. Dissanayake, S. Maharachchikumbura, Rmcs Rathnayake, S. Lumyong, S. Hongsanan
Fungal plant diseases are responsible for major crop and postharvest losses worldwide, with a signifi cant socio-economic impact on many individuals who depend on an agriculture-based economy. This review discusses the major constraints in identifying plant pathogenic fungi (severely destructive on important crops) in sample collection, fi eld, and morphological observations, fungal isolation, obtaining pure cultures, applying Koch’s postulates, DNA barcoding, phylogenetic analyses, and naming fungi (under “One fungus, One name” concept) based on selected case studies. Additionally, available strategies/methods to overcome those limitations up to date are also discussed. Ultimately, we proposed suggestions to minimize those limitations.
真菌植物病害是世界范围内造成重大作物和收获后损失的原因,对许多依赖农业经济的个人产生重大的社会经济影响。本文讨论了鉴定植物病原真菌(严重破坏重要作物)的主要限制因素,包括样品收集、田间和形态学观察、真菌分离、获得纯培养物、应用科赫假设、DNA条形码、系统发育分析以及根据选定的案例研究命名真菌(在“一种真菌,一种名称”概念下)。此外,还讨论了迄今为止克服这些限制的可用策略/方法。最后,我们提出了尽量减少这些限制的建议。
{"title":"Global Challenges in Identifying Plant Pathogenic Fungi: An Overview with Suggestions for the Way Forward","authors":"M. Dayarathne, Kasun M. Thambugala, D. Daranagama, A. Mridha, A. Dissanayake, L. Dissanayake, S. Maharachchikumbura, Rmcs Rathnayake, S. Lumyong, S. Hongsanan","doi":"10.12982/cmjs.2023.039","DOIUrl":"https://doi.org/10.12982/cmjs.2023.039","url":null,"abstract":"Fungal plant diseases are responsible for major crop and postharvest losses worldwide, with a signifi cant socio-economic impact on many individuals who depend on an agriculture-based economy. This review discusses the major constraints in identifying plant pathogenic fungi (severely destructive on important crops) in sample collection, fi eld, and morphological observations, fungal isolation, obtaining pure cultures, applying Koch’s postulates, DNA barcoding, phylogenetic analyses, and naming fungi (under “One fungus, One name” concept) based on selected case studies. Additionally, available strategies/methods to overcome those limitations up to date are also discussed. Ultimately, we proposed suggestions to minimize those limitations.","PeriodicalId":9884,"journal":{"name":"Chiang Mai Journal of Science","volume":"2623 1","pages":""},"PeriodicalIF":0.4,"publicationDate":"2023-07-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87886309","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"综合性期刊","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Identifi cation of the Postharvest Pink Mold Rot Fungus (Trichothecium roseum) on Grapes in China 中国葡萄采后粉红霉腐菌的鉴定
IF 0.4 4区 综合性期刊 Q3 MULTIDISCIPLINARY SCIENCES Pub Date : 2023-07-31 DOI: 10.12982/cmjs.2023.040
D. Harishchandra, Wei Zhang, Thilini Chethana Kandawatte Wedaralalage, Xinghong Li, R. Cheewangkoon
Grape is an important crop due to its consumption as fresh fruit as well as the secondary products developed from the berries such as wines, jams, juice, jellies, and vinegar. Postharvest losses in grapes can adversely affect their market value and the quality of the secondary products developed from grapes. These losses can be due to pathogenic infections and other damage due to improper handling and storage practices. During a brief survey of the cold storage facilities of the Beijing Academy of Forestry and Pomology Sciences, grape berries showing postharvest rot symptoms were collected. Further onsite observations suggested that the disease was postharvest pink mold rot caused by Trichothecium roseum. Trichothecium roseum is an asexually reproducing soil-borne fungus with an unknown sexual morph. This fungus is known to cause postharvest diseases in many fruits and vegetables around the world. Our objective in this study was to report the fi rst occurrence of pink rot on grapes caused by T. roseum with molecular phylogeny, morphological studies, and pathogenicity tests. Also, this is the fi rst report of T. roseum from grapes in China.
葡萄是一种重要的作物,因为它既可以作为新鲜水果食用,也可以作为葡萄酒、果酱、果汁、果冻和醋等浆果的副产品。葡萄采后的损失会对其市场价值和由葡萄开发的二次产品的质量产生不利影响。这些损失可能是由于致病性感染和由于处理和储存不当造成的其他损害。在对北京市林业与果树科学研究院冷库设施进行的一次简短调查中,收集到有采后腐病症状的葡萄浆果。进一步的现场观察表明,该病害是由玫瑰毛霉引起的采后粉霉病。玫瑰毛霉是一种无性繁殖的土传真菌,性别形态未知。众所周知,这种真菌在世界各地的许多水果和蔬菜中引起采后疾病。通过分子系统发育、形态学研究和致病性试验,首次报道了葡萄红腐病的发生。同时,这也是中国首次报道从葡萄中分离出的roseum。
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引用次数: 0
Future Projections of Precipitation and Temperature in Northeast, Thailand using Bias-Corrected Global Climate Models 利用偏差校正的全球气候模式对泰国东北部降水和温度的未来预估
IF 0.4 4区 综合性期刊 Q3 MULTIDISCIPLINARY SCIENCES Pub Date : 2023-07-31 DOI: 10.12982/cmjs.2023.041
Wittanan Tammadid, Ketmanee Nantasom, Wichayaporn Sirksiri, Supika Vanitchung, Chaiwatchara Promjittiphong, A. Limsakul, P. Hanpattanakit
The increase in anthropogenic greenhouse gases (GHGs) has resulted in global climate change, with the Northeast region of Thailand experiencing the highest rate of change. This poses signifi cant risks of drought and its impact on crop yield production. To better understand the potential consequences of climate change and devise suitable adaptation strategies, this study aims to project precipitation and temperature data for Northeast Thailand from 2015 to 2055, using bias-corrected global climate models under Representative Concentration Pathways (RCPs) 4.5 and 8.5. The results showed that the annual precipitation and temperature increased from 2015 to 2055 under both RCPs. The annual average (minimum-maximum) of precipitation from the CanESM, GFDL, MIROC5, NorESM, and ensemble mean from four models under RCP4.5 were 1,238.83 (904.28-1,629.70), 1,227.82 (865.49- 1,721.31), 1,312.78 (876.60-1,616.38), 1,350.21 (985.55-1,625.00), and 1,282.41 (1,088.43-1,461.49) mm and RCP8.5 were 1,267.96 (864.24-1,712.86), 1,222.20 (863.79-1,835.43), 1,294.07 (843.04-1,752.41), 1,353.14 (1,059.50-1,827.23), and 1,284.34 (1,116.55-1,541.63) mm, respectively. While, those of temperature under RCP4.5 were 29.27 (28.15-30.35), 29.59 (27.98-31.20), 29.12 (27.65-30.70), 28.09 (26.96-29.14), and 29.02 (28.08-29.90) °C and RCP8.5 were 29.50 (28.12-31.40), 29.68 (28.23-31.50), 29.11 (27.51-30.26), 28.37 (27.11-29.88), and 29.17 (28.08-30.66) °C, respectively. These fi ndings suggest that the annual precipitation is lower under RCP4.5 compared to RCP8.5, while the temperature shows an increasing trend under both RCPs. Therefore, it is evident that climate change will manifest differently in Northeast Thailand, depending on local contexts and the measures implemented today. Understanding the impacts and risks of future climate change at a local scale and identifying adaptive solutions pose signifi cant challenges for the future.
人为温室气体(GHGs)的增加导致了全球气候变化,其中泰国东北部地区的变化率最高。这构成了干旱的重大风险及其对作物产量的影响。为了更好地了解气候变化的潜在后果并制定适当的适应策略,本研究旨在利用代表性浓度路径(rcp) 4.5和8.5下的偏差校正全球气候模型预测2015年至2055年泰国东北部的降水和温度数据。结果表明:2015 ~ 2055年,两种rcp条件下的年降水量和气温均呈上升趋势;年平均(最小最大)的降水CanESM, GFDL, MIROC5, NorESM,和合奏意味着从四个模型在RCP4.5 1238 .83点(904.28)-1629 .70美元,1227 .82(865.49 - 1721 .31点),1312(876.60 -1616 .38点),1350 .21(985.55 -1625),和1282 .41点(1088点- 1461 .49)毫米和RCP8.5 1267 .96点(864.24 -1712 .86点),1222 .20 -1835点(863.79),1294 .07点(843.04 -1752 .41点),1353 .14点(- 1827 .23 1059 .50),和1284 .34(- 1541 .63 1116 .55)毫米,分别。RCP4.5下的温度分别为29.27(28.15 ~ 30.35)、29.59(27.98 ~ 31.20)、29.12(27.65 ~ 30.70)、28.09(26.96 ~ 29.14)、29.02(28.08 ~ 29.90)℃,RCP8.5下的温度分别为29.50(28.12 ~ 31.40)、29.68(28.23 ~ 31.50)、29.11(27.51 ~ 30.26)、28.37(27.11 ~ 29.88)、29.17(28.08 ~ 30.66)℃。这些结果表明,RCP4.5条件下的年降水量比RCP8.5条件下的少,而两种rcpcp条件下的气温均呈上升趋势。因此,很明显,气候变化在泰国东北部的表现会有所不同,这取决于当地的情况和今天实施的措施。了解未来气候变化在局部范围内的影响和风险,并确定适应性解决方案,对未来构成重大挑战。
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引用次数: 0
Analytical Formula for Conditional Moments of Extended Heston-CEV Hybrid Model with Time-dependent Parameters 具有时变参数的扩展Heston-CEV混合模型条件矩的解析公式
IF 0.4 4区 综合性期刊 Q3 MULTIDISCIPLINARY SCIENCES Pub Date : 2023-05-31 DOI: 10.12982/cmjs.2023.022
Promsiri Anunak, P. Boonserm, Udomsak Rakwongwan
This paper proposes an analytical formula for conditional moments of the extended Heston- CEV hybrid model, where the underlying asset dynamic is formed under the hybrid framework of a constant elasticity of variance (CEV) process that is the March–Rosenfeld process. The formula is received by successfully solving the partial differential equation corresponding to the infi nitesimal generator for two-dimensional process. The formula obtained is easy to use in practice and relatively more general compared with the currently existing results in the literature. In addition, numerical validations are conducted to illustrate the accuracy of our analytical formula by comparing the results gained from the Monte Carlo (MC) simulations.
本文提出了扩展Heston- CEV混合模型的条件矩解析公式,其中标的资产动态是在恒定方差弹性(CEV)过程即马奇-罗森菲尔德过程的混合框架下形成的。通过成功地求解二维过程的无穷微元发生器对应的偏微分方程,得到了该公式。所得公式易于实际应用,与现有文献结果相比,具有较强的通用性。此外,通过与蒙特卡罗(MC)模拟结果的比较,进行了数值验证,以说明分析公式的准确性。
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引用次数: 0
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Chiang Mai Journal of Science
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