• Journal of the Korean Mathematical Society
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• v.57 no.5
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• pp.1167-1186
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• 2020

This paper considers the case of pricing discretely-sampled variance swaps under the class of equity-interest rate hybridization. Our modeling framework consists of the equity which follows the dynamics of the Heston stochastic volatility model, and the stochastic interest rate is driven by the Cox-Ingersoll-Ross (CIR) process with full correlation structure imposed among the state variables. This full correlation structure possesses the limitation to have fully analytical pricing formula for hybrid models of variance swaps, due to the non-affinity property embedded in the model itself. We address this issue by obtaining an efficient semi-closed form pricing formula of variance swaps for an approximation of the hybrid model via the derivation of characteristic functions. Subsequently, we implement numerical experiments to evaluate the accuracy of our pricing formula. Our findings confirm that the impact of the correlation between the underlying and the interest rate is significant for pricing discretely-sampled variance swaps.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.8 no.2
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• pp.367-371
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• 2007

Nanocomposites prepared by PP(Polypropylene) based compatibilizers modified with GMA(Glycidyl methacrylate) and HEMA(Hydroxyethyl methacrylate) were used to investigate the clay dispersion and mechanical properties of them. XRD patterns showed the improvement of dispersion through clay intercalation according to the compatibilizers and comonomer. GMA modified polypropylene gave the best mechanical properties of the nanocomposite with respect to the balance of Flexural modulus (FM) and Notched izod impact strength(IS). Compatibilizers with comonoer commonly have higher grafting yield and lower melt flow rate than those of comonomer free. And they enhanced the clay dispersion and mechanical properties of nanocomposites. Optimum ratio of monomer to comonomer for nanocomposites having better mechanical properties is about 1 to 1 ratio.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.5 no.1
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• pp.125-132
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• 2001

This paper proposes integrated safety diagnosis system of motor used in a ship. It carried out the safety diagnosis for insulation-resistor and current. The motor exposed to sea breeze and oil all the time is able to have problems as a over-current, reduction of the insulation-resistor and so on. These problems impact on the safety navigation, and occur a heavy casualties and loss of property. The proposed system is able to sense error of the motor before a accident occur, by verifying and controlling value of the insulation-resistor and current in working area or control room. The validity of the proposed system is verified through experiment results on the 3-Phase induction motor.

• Elastomers and Composites
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• v.46 no.2
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• pp.125-131
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• 2011

The effects of chopped kenaf fiber concentration on mechanical property of polypropylene (PP) composite are investigated. The addition of kenaf increased the tensile strength, flexural modulus, impact strength, specific gravity, and HDT, while decreased the elongation%, flexural strength, and melt flow index. The increase of mechanical properties is due to increased surface area contacting between fiber and polymer matrix and fiber-fiber interaction. Volatile extractives in the kenaf seemed to decrease the interfacial adhesion between kenaf surface and PP.

• Journal of the Semiconductor & Display Technology
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• v.7 no.3
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• pp.17-21
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• 2008

Application of flash memory in mobile and ubiquitous related devices is rapidly being increased due to its low price and high performance. In addition, some notebook computers currently come out into market with a SSD(Solid State Disk) instead of hard-drive based storage system. Regarding this trend, applications need to increase the storage capacity using multiple flash memory chips for larger capacity sooner or later. Flash memory based storage subsystem should resolve the performance bottleneck for writing in perspective of speed and lifetime according to its physical property. In order to make flash memory storage work with tangible performance, reclaiming of invalid regions needs to be controlled in a particular manner to decrease the number of erasures and to distribute the erasures uniformly over the whole memory space as much as possible. In this paper, we study the performance of flash memory recycling algorithms and demonstrate that the proposed algorithm shows acceptable performance for flash memory storage with multiple chips. The proposed cleaning method partitions the memory space into candidate memory regions, to be reclaimed as free, by utilizing threshold values. The proposed algorithm handles the storage system in multi-layered style. The impact of the proposed policies is evaluated through a number of experiments.

• Proceedings of the Plant Resources Society of Korea Conference
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• 2018.10a
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• pp.39-39
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• 2018

The Schizandra chinensis (Korean name : omija) is a fruit native to northeast Asia that is cultivated in South Korea and China. Using 1,938 valid patents of 6 group countries, we analyzed the patent trend based on year, countries, applicants, and technology. The technologies are categorized the 10 sub-technologies such as medicine, quasi-drugs, food, feed, cosmetics, cultivation, genome, manufacture, preprocessing, and etc. The technology level and competitiveness are analyzed using patent index such as cites per patent, patent impact index, patent family size and technology strength. In Korea, patent number rapidly increasing and individual technical level is lower than other countries. However, overall technical competitiveness is estimated high due to multiple patents. We suggest that cosmetics and cultivation fields are most likely to be developed in future omiza technology development in Korea. Our study will provides to the information of technical trend to support performing of new projects for omija plant.

• Korean Journal of Occupational Health Nursing
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• v.26 no.3
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• pp.125-132
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• 2017

Purpose: This study was performed to identify the impact of aggressiveness of patients and a sense of coherence on posttraumatic stress in psychiatric nurses. Methods: After collecting data from 162 psychiatric nurses, we carried out a t-test, ANOVA, Pearson's correlation coefficient, and multiple regression using IBM SPSS Statistics 19.0. Results: The mean score of posttraumatic stress was $20.75{\pm}16.59$ points. Verbal aggression, aggressiveness about property, aggression toward oneself, and aggression toward others had a positive correlation with posttraumatic stress, while a sense of coherence had a negative correlation with post-traumatic stress. It was concluded that the significant predictors of posttraumatic stress in psychiatric nurses were aggression toward oneself, a sense of coherence, and aggression toward others, all of which accounted for 38.9% of the variability. Conclusion: The results of this study indicate that the factors influencing posttraumatic stress in psychiatric nurses were aggression toward oneself, aggression toward others, and a sense of coherence. Therefore, education programs should be developed in consideration of the fact that aggressive behavior against the patient himself and against others intensify the posttraumatic stress of the psychiatric nurse, but the integration force mitigates it.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.26 no.12
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• pp.2550-2555
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• 2002

Hybrid composites usually are defined as composites having different types of reinforcements such as fibers and particles. The major advantage of hybrid composites is able to control the material properties such as optical, electrical, and mechanical properties. For this reason, hybrid composites are widely used in automotive, marine, household, and electrical industries. The objective of this work was to investigate processing characteristics in the compression molding of hybrid thermoplastic composites. The mechanical properties of composites manufactured in various forming conditions were monitored. The composites contained randomly oriented long carbon fiber and carbon black in polypropylene(PP) matrix were used. The carbon fiber contents of composites were 5%, 10%, 15%, and 20%, and carbon black contents were 5%, 10%, 15%, 20%, and 25% by weight. Compression molding was conducted at various mold temperatures. Crstallinity was also measured by using X-RD. The tensile modulus of the composites increased with increasing the mold temperature. However, the impact strength of the composites decreased as the mold temperature increased.

• Journal of Korea Foundry Society
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• v.32 no.5
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• pp.219-224
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• 2012

The effects of Mg and Si contents on the microstructure and mechanical properties in Al-Mg alloy (ALDC6) were investigated. The results showed that phase fraction and size of $Mg_2Si$ and $Al_{15}(Fe,Mn)_3Si_2$ phase in the microstructure of Al-Mg alloy were increased as the Mg and Si contents were raised from 2.5 to 3.5 wt%. With Si content of 1.5 wt%, freezing range of the alloy was significantly reduced and solidification became more complex during the final stage of solidification. While there was no significant influence of Mg contents on mechanical properties, Si contents up to 1.5 wt%, strongly affected the mechanical properties. Especially elongation was reduced by about a half with more than 1.0 wt%Si in the alloy. The bending and impact strength were decreased with increased amount of Si in the alloy, as well. The lowered mechanical properties are because of the growth of particle shaped coarse $Mg_2Si$ phase and precipitation of the needle like $\beta$-AlFeSi in the microstructure at the last region to solidify due to presence of excess amount of Si in the alloy.

• Journal of Korea Foundry Society
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• v.30 no.1
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• pp.22-28
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• 2010

Metal foam is a porous or cellular structure material and representative property is a very high porosity. Foamed materials have very special properties such as sound, vibration, energy and impact absorption capacity. Especially this properties are widely used for safety demands of architecture, auto and aircraft industry. But metal foam need to increased its compression strength and hardness. This study were researched about Al-Si alloy foams with variation amount of Si contents for their fabrication and properties such as porosity, cell structure, microstructure and mechanical properties. The result are that the range of pore size is 2~4 $mm{\phi}$, the high porosity are 88%, high yield strength is 1.8MPa, the strain ratio is 60~70% and vickers hardness is 33.1~50.6.