• 대한수학회보
• /
• 제53권5호
• /
• pp.1497-1530
• /
• 2016

External barrier options are two-asset options with stochastic variables where the payoff depends on one underlying asset and the barrier depends on another state variable. The barrier state variable determines whether the option is knocked in or out when the value of the variable is above or below some prescribed barrier level. This paper derives the explicit analytic solution of the chained option with an external single or double barrier by utilizing the probabilistic methods - the reflection principle and the change of measure. Before we do this, we examine the closed-form solution of the external barrier option with a single or double-curved barrier using the methods of image and double Mellin transforms. The exact solution of the external barrier option price enables us to obtain the pricing formula of the chained option with the external barrier more easily.

• 한국환경복원기술학회지
• /
• 제13권4호
• /
• pp.42-51
• /
• 2010

The purpose of this study is to analyze the characteristics of environment-friendliness of Root Barrier materials based on comprehensive experiments on harmfulness of Root Barrier materials and fish toxicity of Oryzias latipes mortality to verify eco-toxicity of each method of construction and Root Barrier material, which are to be applied by taking eco-toxicity into account when building ecological flows in upper areas on natural and artificial grounds. As a result, the following conclusions have been reached in this study: 1. In regard of the harmfulness analyzed, each material showed a different result of analytical value in each lab tank. Compared to lab tank, pH (la), DO (lb), T-N (VI) and T-coli (la) were in the same grade, but COD, SS, T-P and F-coli were less than that of control, respectively increased or decreased by material were analyzed. 2. In the experiment of fish toxicity, Barrier sheet was found to have 66.7% of fish mortality, indicating strong fish toxicity. Synthetic rubber system root barrier sheet (20.0%) was analyzed to have medium fish toxicity, while Synthetic resin system root barrier-waterproof sheet (3.3%), Synthetic rubber system membrane root barrier sheet (3.3%) and Synthetic resin system root barrier sheet (0.0%) showed relatively lower mortality and fish toxicity. To sum up such results as found in the experiment mentioned so far, the values of harmfulness and root penetration resistance analyzed were different in each lab tank, but there was absolutely little correlation with the mortality gained from the experiment on fish toxicity. In the experiment of fish toxicity, environment-friendly root barrier materials were analyzed, and it was found that Synthetic resin system root barrier sheet, Synthetic resin system root barrier waterproof sheet and Synthetic rubber system membrane root barrier sheet are highly environment-friendly. In contrast, Synthetic rubber system root barrier sheet was found to have medium-level environment-friendliness. Also, Barrier sheet was analyzed to have low environment-friendliness.

• 한국전산구조공학회논문집
• /
• 제23권2호
• /
• pp.175-182
• /
• 2010

본 연구에서는 복합소재 교량용 방호울타리를 개발하여 컴퓨터 시뮬레이션을 통해 강재 교량용 방호울타리와 복합소재교량용 방호울타리의 성능을 비교하였다. 구조적 강도 성능 측면에서, 복합소재 교량용 방호울타리의 경우 교량용 방호울타리의 변형이 17%로 감소하여 강재 교량용 방호울타리 보다 강도 성능이 우수하였다. 탑승자 보호 성능 측면에서, 복합소재 교량용 방호울타리는 THIV 47.1%, PHD 49.0%로 감소하여 강재 교량용 방호울타리 보다 탑승자 보호성능이 우수하였다. 충돌 후 차량의 거동 측면에서, 복합소재 교량용 방호울타리는 이탈속도가 증가하고 이탈각도가 감소하여 강재 교량용방호울타리 보다 충돌 후 차량의 거동이 우수하였다. 교량용 방호울타리의 비산 측면에서, 강재 및 복합소재 교량용 방호울타리는 비산이 발생하지 않았다.

• JSTS:Journal of Semiconductor Technology and Science
• /
• 제3권1호
• /
• pp.1-12
• /
• 2003

This paper describes a study on the abnormal behavior of the electrical characteristics of the (n)GaAs/Ti/Pt/Au Schottky contacts prepared by the two techniques of electron beam deposition and rf sputtering and after an annealing treatment. The samples were characterized by I-V and C-V measurements carried out over the temperature range of 150 - 350 K both in the as prepared state and after a 300 C, 30 min. anneal step. The variation of ideality factor with forward bias, the variation of ideality factor and barrier height with temperature and the difference between the capacitance barrier and current barrier show the presence of a thin interfacial oxide layer along with barrier height inhomogenieties at the metal/semiconductor interface. This barrier height inhomogeneity model also explains the lower barrier height for the sputtered samples to be due to the presence of low barrier height patches produced because of high plasma energy. After the annealing step the contacts prepared by electron beam have the highest typical current barrier height of 0.85 eV and capacitance barrier height of 0.86 eV whereas those prepared by sputtering (at the highest power studied) have the lowest typical current barrier height of 0.67 eV and capacitance barrier height of 0.78 eV.

• 멤브레인
• /
• 제25권2호
• /
• pp.85-98
• /
• 2015

고분자의 용이한 가공성과 우수한 투명성, 그리고 합리적인 비용 효율로 인해 식품 포장 산업에서 금속이나 유리용기들을 고분자 기반의 포장 소재들로 대체하려는 경향이 전 세계적으로 널리 퍼지고 있다. Barrier 고분자들은 산소, 이산화탄소, 수증기 등 대기 가스에 대한 낮은 투과성을 나타내고 있어 식품 포장 산업 이용에 유용하다. 이러한 식품 포장 산업의 전반적인 추세와 함께, 산소에 민감한 주스, 착향 음료, 그리고 에너지 음료 등 새로운 식품 산업의 성장으로 인해 고성능의 barrier 특성, 특히 $O_2$와 $CO_2$에 대해 낮은 투과성을 지닌 고분자 포장 소재의 개발이 시급한 상황이다. 기존의 고분자에 기반한 barrier의 성능 향상은 새로운 식품 포장 산업에 급격한 변화를 줄 것이다. 본 총설에서는 (1) antiplasticization을 유도한 barrier 소재들, (2) antiplasticization과 crystallization을 사용한 barrier 성능 상승 효과, (3) 새로운 barrier 고분자들, (4) 나노합성 소재, (5) 혼합 고분자 등과 더불어, 차세대 포장 소재들의 특성 분석을 소개하고자 한다.

• 한국농촌건축학회논문집
• /
• 제7권1호
• /
• pp.129-136
• /
• 2005

In this paper, barrier panels against falling stones have been studied experimentally with various specimens. Test results show that stiffened barrier panels show more sufficient capacity than unstiffened barrier. Each type barrier panel can be used for various situations. New barrier panel is good for increasing strength and improving environment and maintaining cost down.

• 전기학회논문지
• /
• 제60권12호
• /
• pp.2361-2367
• /
• 2011

In this paper survey and analysis of recent trends in noise barriers and noise measurements and assessments were conducted for providing design basis of ANC barriers. Looking at the results, transparent barrier(glass) has received the most attention in domestic and foreign countries, because it has a harmony with the surrounding environment and easy installation in a small space. For optimal barrier design using computer simulation, reliability of simulation has been verified and classified into 5 groups, according to barrier's upper cross section. Evaluation results of barrier's performance and design using computer simulation are as follows : In the case of the "B-type" barrier, it has improved maximum 2.5dB(A) at each point(R1~R6) and have a good workability. Therefore, "B-type" Barriers applied to the next active noise barrier system will be possible.

• 한국전기전자재료학회:학술대회논문집
• /
• 한국전기전자재료학회 2009년도 하계학술대회 논문집
• /
• pp.97-98
• /
• 2009

Tunneling barrier engineered charge trap flash (TBE-CTF) memory capacitor were fabricated using the tunneling barrier engineering technique. Variable oxide thickness (VARIOT) barrier and CRESTED barrier consisting of thin $SiO_2$ and $Si_3N_4$ dielectrics layers were used as engineered tunneling barrier. The charge trapping characteristic with different metal gates are also investigated. A larger memory window was achieved from the TBE-CTF memory with high workfunction metal gate.

• 대한전기학회논문지:전기물성ㆍ응용부문C
• /
• 제54권9호
• /
• pp.421-426
• /
• 2005

A wire-plate discharge system with a slit barrier has been proposed and investigated experimentally by focusing on the discharges on the slit barrier and ozone generation characteristics. This wire-plate discharge system with a slit barrier can generate an intensive corona discharges, and produce corona discharge twice, once from the corona wire electrode and second time from the surface and the slits of the slit dielectric barrier. As a result this propose wire-plate discharge system with the slit barrier can produce greatly increased ozone than without the slit barrier. This type of wire-plate discharge system with the slit barrier could be used for effective ozone generation as a means with retard to the removal of pollutant gas

• 한국도로학회논문집
• /
• 제14권4호
• /
• pp.113-124
• /
• 2012

PURPOSES : In This study two different concrete barrier systems have been proposed to be established at the small vehicle driveway. One is for median barrier, and the other is for roadside barrier. METHODS : In order to determine the suitable shape of barrier, the impact parameters including vehicle weight, impact angle, impact velocity and impact level have been analyzed. The real crash test has been carried out with 0.9 ton and 2.5 ton vehicles, respectively by using the 2m segment type concrete barriers connected by steel plates that are totally 40m barrier systems. RESULTS : The numerical results obtained by LS/DYNA-3D software are compared with real crash tests from the viewpoints of vehicle stability, vehicle trajectory, occupant risk, etc. CONCLUSIONS : From the above results, the dynamic performance of proposed barrier systems satisfies the specification of Korean Code for roadside safety structures.