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Cubic boron nitride (c-BN) is a wide bandgap III-V compound semiconductor potentially useful for solar-blind photodetectors. This paper describes work on the use of Sulphur doping to adjust the bandgap of c-BN films prepared by plasma-enhanced chemical vapor deposition (PECVD). An S-doped c-BN film based metal-semiconductor-metal (MSM) solar-blind ultraviolet (SBUV) photodetector was successfully fabricated and its electro-optical properties were characterized. The photocurrent shows peak responsivity at 254nm with sharp cutoff wavelengths at 220 and 300 nm, respectively, which is appropriate for use in solar-blind detection. The maximum response reached 1.55×10-7 A/W/cm2 with a rejection ratio of more than three orders of magnitude. The high solar-blind region UV response could be attributed to the successful substitution of boron by Sulphur and the suppression of B vacancies. The experimental results show the same peak in response at around 254nm as is found in the theoretical analysis.

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By analyzing the closing price of Shanghai 50ETF options from 2017 to 2018, the authors find that the logarithmic return of 50ETF options has fractional characteristics. The fractional B-S model is used to analyze 50ETF option pricing. Firstly, the authors make R/S analysis of 50ETF option logarithmic return and get the Hurst index of the fractional B-S model. Secondly, the authors build the GARCH (1,1) model to characterize the volatility of 50ETF option's yield and use the R software to get the historical volatility. Then the authors use fractional B-S model and the Matlab software to get the implied volatility. The authors make an empirical analysis on the pricing of 50ETF option based on the two kinds of volatility. The authors calculate the AMSE of results from the models with the market price, and compare them fully. It is found that the fractional B-S models based on the two kinds of volatility have good fitting effect on the pricing of 50ETF option, and the implicit volatility model has better fitting effect on the pricing of 50ETF option than the historical volatility model.