• 한국엔터테인먼트산업학회논문지
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• 제14권7호
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• pp.275-286
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• 2020

본 연구에서는 현직 배우들에게 설문을 통해 이들의 아메리칸 액팅 메소드에 대한 이해와 이와 관련한 여러 가지 연기 이론 중 특별히 효과적이거나 비효율적인 연기 훈련 방법이 있는지에 대하여 알아보고자 하였다. 이를 위해 배우들에게 사전설문을 통해 아메리칸 액팅 메소드에 대한 이해 정도를 알아보았으며 아메리칸 액팅 메소드의 대표적인 이론 4가지를 가지고 간단한 연기 훈련을 수행한 후 이것이 연기에 도움이 되었는지, 어떠한 방법이 도움이 되었는지 등을 분석하였다. 분석 결과, 설문 대상 배우들은 아메리칸 액팅 메소드에 대하여 잘 모르고 있었으며 연기 훈련에 체계적인 방법의 도입에 대한 필요성을 중요하게 여기고 있었다. 아메리칸 액팅 메소드를 통한 연기 훈련은 모두 효과가 있었다고 답하였으며 특히 스텔라 애들러의 상상력이 가장 높은 효과를 보였다. 가장 효과가 적은 방법은 샌포드 마이즈너의 반복 이었다. 본 연구의 결과는 국내 연기 훈련에서 아메리칸액팅 메소드의 도입과 활용을 위한 기초 자료로 사용될 수 있을 것으로 기대된다.

• Journal of applied mathematics & informatics
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• 제31권5_6호
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• pp.769-784
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• 2013

We consider the modulus-based successive overrelaxation method for the linear complementarity problems from the discretization of Black-Scholes American options model. The $H_+$-matrix property of the system matrix discretized from American option pricing which guarantees the convergence of the proposed method for the linear complementarity problem is analyzed. Numerical experiments confirm the theoretical analysis, and further show that the modulus-based successive overrelaxation method is superior to the classical projected successive overrelaxation method with optimal parameter.

• 대한산업공학회지
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• 제38권4호
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• pp.249-253
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• 2012

This paper suggests a numerical method for valuation of American options under the Kou model (double exponential jump diffusion model). The method is based on approximation of underlying asset price using a finite-state, time-homogeneous Markov chain. We examine the effectiveness of the proposed method with simulation results, which are compared with those from the conventional numerical method, the finite difference method for PIDE (partial integro-differential equation).

• Management Science and Financial Engineering
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• 제19권2호
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• pp.37-42
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• 2013

This paper suggests a numerical method for valuation of European and American options under the two L$\acute{e}$vy Processes, Normal Inverse Gaussian Model and the Variance Gamma model. The method is based on approximation of underlying asset price using a finite-state, time-homogeneous Markov chain. We examine the effectiveness of the proposed method with simulation results, which are compared with those from the existing numerical method, the lattice-based method.

• 영어어문교육
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• 제13권1호
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• pp.261-282
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• 2007

The purpose of this study is to investigate American traditional values and American culture in English education. The understanding of American culture in English education requires the analysis of world changes in the global age. The history of American English, the formation of American society, and the background of natural environment are described in relation to the traditional American values of the earliest settlers, such as multi-culture, individual freedom, frontier heritage in the West, equality of opportunity and wealth and material abundance. Hence the case studies of students' project presentations on the American culture in English education exemplify the reflection of American traditional values in the current American life and society. It is concluded that project-based method with regard to cultural studies in English education reveals very positive learning effects by driving students' interests and active participation through the student-centered, creative, and cooperative project presentations.

• Korean Journal of Mathematics
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• 제25권2호
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• pp.229-246
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• 2017

This paper concerns barrier option of American type where the underlying price is monitored during only part of the option's life. Analytic valuation formulas of the American partial barrier options are obtained by approximation method. This approximation method is based on barrier options along with exponential early exercise policies. This result is an extension of Jun and Ku [10] where the exercise policies are constant.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제12권4호
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• pp.271-287
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• 2008

This paper deals with American call and put options. Determining the fair price and the free boundary of an American option is a very difficult problem since they depends on each other. This paper presents numerical algorithms of finite element method based on the three-level scheme to compute both the price and the free boundary. One algorithm is designed for American call options and the other one for American put options. These algorithms are formulated on the system of the Jamshidian equation for the option price and the free boundary. Here, the Jamshidian equation is of a kind of the nonhomogeneous Black-Scholes equations. We prove the existence and uniqueness of the numerical solution by the Lax-Milgram lemma and carried out extensive numerical experiments to compare with various methods.

• 대한수학회보
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• 제48권4호
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• pp.791-812
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• 2011

This is a survey on American options. An American option allows its owner the privilege of early exercise, whereas a European option can be exercised only at expiration. Because of this early exercise privilege American option pricing involves an optimal stopping problem; the price of an American option is given as a free boundary value problem associated with a Black-Scholes type partial differential equation. Up until now there is no simple closed-form solution to the problem, but there have been a variety of approaches which contribute to the understanding of the properties of the price and the early exercise boundary. These approaches typically provide numerical or approximate analytic methods to find the price and the boundary. Topics included in this survey are early approaches(trees, finite difference schemes, and quasi-analytic methods), an analytic method of lines and randomization, a homotopy method, analytic approximation of early exercise boundaries, Monte Carlo methods, and relatively recent topics such as model uncertainty, backward stochastic differential equations, and real options. We also provide open problems whose answers are expected to contribute to American option pricing.

• 대한산업공학회지
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• 제38권4호
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• pp.244-248
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• 2012

We present a simple numerical method for pricing American put options under a constant elasticity of variance (CEV) model. Our analysis is done in a general framework where only the risk-neutral transition density of the underlying asset price is given. We obtain an integral equation of early exercise premium. By exploiting a modification of the integral equation, we propose a novel and simple numerical iterative valuation method for American put options.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2001년도 ICCAS
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• pp.106.1-106
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• 2001

American options no doubt is invariably more popular than European options, due to the fact that it gives the owner the option to exercise a contract before and up to the expiration date, unlike an European option, which only allows the owner to exercise a contract on the date of expiration. Owing to its popularity, many methods like the binomial numerical method and the pseudo American method have been devised for computing of the value of the American options. The aim of this research is to develop an effective 3-dimensional visualization for American option portfolio based on the Geske-Roll-Whaley model. It is obvious that it is extremely tedious and unadvisable for researchers to interprte chunks of data by looking at graphs or pie charts, which are simple but not effective for analyzing important dta. Hence, the generation of the Geske-Roll-Whaley ...