• The Journal of Asian Finance, Economics and Business
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• v.8 no.2
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• pp.685-695
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• 2021

This study explores the impact of stochastic volatility in option pricing. To be more specific, we compare the option pricing performance between stochastic volatility option pricing model, namely, Heston option pricing model and standard Black-Scholes option pricing. Our finding, based on the market price of SET50 index option between May 2011 and September 2020, demonstrates stochastic volatility of underlying asset return for all level of moneyness. We find that both deep in the money and deep out of the money option exhibit higher volatility comparing with out of the money, at the money, and in the money option. Hence, our finding confirms the existence of volatility smile in Thai option markets. Further, based on calibration technique, the Heston option pricing model generates smaller pricing error for all level of moneyness and time to expiration than standard Black-Scholes option pricing model, though both Heston and Black-Scholes generate large pricing error for deep-in-the-money option and option that is far from expiration. Moreover, Heston option pricing model demonstrates a better pricing accuracy for call option than put option for all level and time to expiration. In sum, our finding supports the outperformance of the Heston option pricing model over standard Black-Scholes option pricing model.

• Korean Journal of Veterinary Research
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• v.56 no.4
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• pp.249-254
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• 2016

As the meat of black goats has become popular as a healthy food, domestic goat meat-related industries are steadily growing. However, previous studies are scarce of informations about the zoonotic disease originated from the black goat in Korea. In this study, we investigated Korean black goat's infectious diseases representing bovine tuberculosis, brucellosis, and Q fever. One hundred and eighty samples were collected from a local slaughter house located in Jeollanam-do. Three typical zoonotic diseases were separately examined by carrying out enzyme linked immunosorbent assay (ELISA) and polymerase chain reaction (PCR). Histopathological test was additionally performed in tuberculosis. In case of tuberculosis, results of the PCR and histopathological test were negative but the ELISA results were positive in eight samples. In case of brucellosis, one out of the total samples was shown to be positive in the ELISA and none in the PCR. In case of Q fever, there were forty one positive in the ELISA and twenty positive in the real-time PCR. Those results indicate that the Korean black goat could be a natural reservoir in the possible chain-infections among human, cows and goats. Thus, further study needs in order to improve productivity as well as to prevent the zoonosis spreading and circulation of other livestock with the black goat in this country.

• KOREAN JOURNAL OF CROP SCIENCE
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• v.42 no.2
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• pp.202-213
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• 1997

In order to find out a high potential black soybean lines, of which demand has been increasing in Korea, twenty eight local cultivars were evaluated on agronomic characteristics and the classification of the cultivars was made by the cluster analysis. Days to maturity and days to growing of black soybeans were widely ranged from 58 to 82 days, and 117 to 148 days, respectively. Late maturing group showed over 140 maturity days, and heavy 100 seed weight. There was shown low yield potential in late maturing group, and growing days was positively correlated with flowering days, days to maturity, 100-seed weight and stem length, respectively. From the principal component analysis upper two components composed 76.5％ cumulative eigen value to total. Nine varietal groups were identified in relations to their affinity of the black soybeans. Selected black soybeans, Namhae-2 and Hamyang-l were field-tested and those characteristics of many pod, small seed and high yield were found out to be suitable for sprouting.

• Journal of the Mineralogical Society of Korea
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• v.19 no.4 s.50
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• pp.383-392
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• 2006

Calcium carbonate stone deterioration has been intensified in urban area, mainly due to the action of atmospheric pollutant. Samples from the black surface layer were examined under petrographic and scanning electron microscope, coupled with energy dispersive X-ray analyser X-ray fluorescence and X-ray diffraction analysis was also carried out for chemical composition and mineral phase analysis, respectively. Moreover, sulphur isotope ratio was measured, in order to identify the origin of sulphate compounds in the black surface layer. Optical and electronic petrographic analysis indicated that gypsum and Quartz were contained in the black surface layer and led to microcracks. Microstructure and chemical composition analysis showed that the interface between black layer and original stone is not black but its characteristic is similar to black layer The results indicated that during deterioration process the black layer can be expanded gradually into the interface by adsorption of atmospheric pollutants. The sulphur isotope analysis demonstrates that there are different origins of the sulphur component in black surface layer.

• KOREAN JOURNAL OF CROP SCIENCE
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• v.38 no.5
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• pp.437-441
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• 1993

The improvement of superior black soybeans could be accomplished through maintenance and use of black soybean collections. A collection of 965 black soybean lines currently grown by farmers was made in 197 locations on spring, 1991. This study was carried out to evaluate them as useful germplasm. Seed characteristics of black soybean collections were evaluated for black soybean breeding for seed quality. The 100-seeds weight of 929 black soybean genotypes were distributed from 6.9 to 48.1 gram. The maximum and minimum 100-seeds weight were derived from Chungnam and Jeonbuk province, respectively. l00-seeds weight was heavier in middle and late maturity group, as maturity was later, whereas no tendency was shown in early maturity group. Length, width and thickness of the collected black soybean seeds were 9.5$\pm$1.5mm, 7.3$\pm1.3mm and 7.3$\pm1.2mm, respectively. Black soybean collections with yellow seed embryo was 72% and the others were green seed embryo.

• English Language & Literature Teaching
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• v.12 no.1
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• pp.205-220
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• 2006

This paper argues how Adrienne Kennedy embodies the features of a black woman's self-identity in Funnyhouse of a Negro. An educated young black woman, Sarah lives in a funnyhouse which is surrounded by mirrors. The reflections in the funnyhouse's mirrors are a metaphor of a black woman's life in America. Sarah's narrative is played out by four "selves," differing by sex and race. These selves imply her mixed cultural heritage. Two white women symbolize white European royalty, Jesus expresses christianity which is the basis of western culture and Lumumba represents Africa. Sarah's desire for whiteness is concentrated on skin color and hair. She longs for pallid skin and straight hair of the white race. Sarah wanted to be white, but her "tainted blood" by her black father made that impossible. Sarah is always obsessed by the fear of her father and the unhappy destiny of her mother. Ceaseless knocking, paralyzed images of lifelessness and surreal dreams effectively show her fear. Sarah's selves remain fragmented in the funnyhouse. Sarah exposures the black woman's anger and frustration through her death. Her death is a gesture of denial and refusal of the dominant society. At the same time, it was her last choice and struggle not to completely lose her own identity.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.14 no.8
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• pp.4028-4032
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• 2013

Recycling method for pyrolyzed carbon black from pyrolysis process of waste tires is needed. Carbon black from pyrolysis of waste tires was used to modify and improve the permanent deformation properties of asphalt binder. 0%, 5%, 10%, 15% and 20% of pyrolyzed carbon black was mixed. Couple of laboratory tests, such as softening point, flash point test, rotational viscometer test and dynamic shear rheometer test, were carried out. The use of pyrolyzed carbon black incresed the softening point, rotational viscosity at 135oC, and resistance of permanent deformation.

• Journal of the Korean Society of Manufacturing Process Engineers
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• v.7 no.4
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• pp.10-16
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• 2008

This study investigated electromagnetic interference(EMI) shielding effectiveness(SE) of the aluminum film, conductive fabric and nano carbon black carbon fiber reinforced composites. We fabricated carbon fiber reinforced composites filled with nano carbon black where they bonded aluminum film and conductive fabric. The measurements of SE were carried out frequency range from 300MHz to 1.5GHz. It is observed that the SE of the bonded aluminum film and conductive fabric composites is the frequency dependent, increase with the increase in filler nano carbon black content. The aluminum film bonded composites showed higher SE compared to that of carbon black and conductive fabric. The aluminum film bonded epoxy composite was shown to exhibit up to 80dB of SE. The result that aluminum film bonded composite can be used for the purpose of EMI shielding as well as for some microwave applications.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2013.05a
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• pp.290-293
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• 2013

Due to vehicle personal injury accident does not, and to analyze the cause and prevention of a variety of devices and technologies are coming out. Among other things, representative of the black box, and rear camera. Despite these advances in technology, and vehicle human injuries continue to occur. The reason for this is that the children, the negligence of the driver or the vehicle is in reverse when a person suddenly passed the back of the vehicle, or the rear of the existing detection system is properly detected was unable to. Therefore, In this paper, we want to design a black box to reveal the cause of the accident, using Kinect to prevent accidents, rear-view camera and rear integrated black box system.

• Mycobiology
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• v.35 no.2
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• pp.47-53
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• 2007

The prevalence and population density of the mycobiota of 50 samples belonging to 10 kinds of spices (anise, black pepper, red pepper, black cumin, peppermint, cardamom, clove, cumin, ginger and marjoram) which collected from different places in Jeddah Governorate were studied. The natural occurrence of mycotoxins in those samples was also investigated. Fifteen genera and thirty-one species of fungi in addition to one species variety were isolated and identified during this study. The most common genera were Aspergillus, Penicillium and Fusarium. Aflatoxins ($12{\sim}40\;{\mu}g/kg$) were detected in the extract of 5 samples of each of anise seeds and black pepper fruits; three samples of black cumin seeds and on sample only of each of peppermint and marjoram leaves out of 5 samples tested of each. Sterigmatocystin ($15{\sim}20\;{\mu}g/kg$) was detected in some samples of red pepper, cumin and marjoram. The inhibitory effects of 10 kinds of powdered spices were tested against 3 toxigenic isolates of fungi (Aspergillus flavus, A. versicolor and Penicillium citrinum). Clove proved to be antimycotic compounds. It inhibited the growth of the tested toxigenic fungi. Black pepper, peppermint, cardamom, cumin and marjoram completely inhibited aflatoxins production, while black pepper and cardamom also completely inhibited sterigmatocystin production.