• East Asian mathematical journal
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• v.34 no.3
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• pp.239-248
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• 2018

In this paper, we derive a closed-form formula of a second-order approximation for a European corrected option price under stochastic elasticity of variance model mentioned in Kim et al. (2014) [1] [J.-H. Kim, J Lee, S.-P. Zhu, S.-H. Yu, A multiscale correction to the Black-Scholes formula, Appl. Stoch. Model. Bus. 30 (2014)]. To find the explicit-form correction to the option price, we use Mellin transform approaches.

• Journal of Korean Port Research
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• v.14 no.3
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• pp.291-301
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• 2000

T his paper presents the lateral and longitudinal control algorithm for the driving of a 4WS AGV(Automated Guided Vehicle). The control law to the lateral and longitudinal control of the AGV includes adaptive agin tuning ability, that is the controller gain of the gravity compensated PD controller can be changed on a real-time. The gain tuning law is derived from the Lyapunov direct method using the output error of the reference model and the actual model, And to show the performance of the presented lateral and longitudinal control algorithm, we simulate toe nonlinear AGV equations of the motion by deriving the Newton-Euler Method, The read path is from quay yard area to docking position in loading yard area. The quay yard area is where the quay crane loads the container to the AGV and the docking position is where the container is transferred to the gantry crane. The road types are constructed in a straight line and J-turn. When driving the straight line, the driving velocity is 6㎧ and the J-turn is 3㎧.

• Proceedings of the KIEE Conference
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• 2002.07a
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• pp.232-234
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• 2002

A Vacuum Circuit Breaker Model for simulation of transient overvoltages was developed by using the PSCAD/EMTDC. The Model includes the power frequency chopping current. Breaker withstand voltage, and quenching capability of High frequency currents. To verify the abilities of the breaker model, the simulation on the Lindmayer's single-phase circuit was carried out. The results show that using the proposed model, the transient overvoltages, current chopping, and multiple reignitions of vacuum breaker are properly reproduced as real phenomena. In further study, virtual chopping current will be incorporated into the model for 3 phase system.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 2012.05a
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• pp.277-278
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• 2012

• Proceedings of the KSME Conference
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• 2005.11a
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• pp.181.1-181.1
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• 2005

• Proceedings of the Korean Society of Precision Engineering Conference
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• 2010.11a
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• pp.993-994
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• 2010

• Journal of the Korean Mathematical Society
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• v.45 no.6
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• pp.1753-1767
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• 2008

Consider the nonparametric regression model $Y_{ni}\;=\;g(x_{ni})+{\epsilon}_{ni}$ ($1\;{\leq}\;i\;{\leq}\;n$), where g($\cdot$) is an unknown regression function, $x_{ni}$ are known fixed design points, and the correlated errors {${\epsilon}_{ni}$, $1\;{\leq}\;i\;{\leq}\;n$} have the same distribution as {$V_i$, $1\;{\leq}\;i\;{\leq}\;n$}, here $V_t\;=\;{\sum}^{\infty}_{j=-{\infty}}\;{\psi}_je_{t-j}$ with ${\sum}^{\infty}_{j=-{\infty}}\;|{\psi}_j|$ < $\infty$ and {$e_t$} are negatively associated random variables. Under appropriate conditions, we derive a Berry-Esseen type bound for the estimator of g($\cdot$). As corollary, by choice of the weights, the Berry-Esseen type bound can attain O($n^{-1/4}({\log}\;n)^{3/4}$).

• Proceedings of the KIEE Conference
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• 2007.07a
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• pp.21-22
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• 2007

Topology processing is indispensable basic function as it generate a real-time BUS-BRANCH model in Energy Management Systems because most application softwares such as state estimation, power flow, etc., require BUS-BRANCH circuit data. This paper propose an expert system to generate BUS-BRANCH circuit model using Artificial Intelligence technology and it is applied to 154kV distribution substations.

• Proceedings of the Korean Society for Technology of Plasticity Conference
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• 2008.05a
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• pp.560-563
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• 2008

A condensed model is proposed for the simulation of forming of sandwich sheet with pyramid core. A corresponding finite element analysis for L-type bending is carried out to prove the accuracy and the effectiveness. Simulation results are compared with those of experiment. Deformation shape and post-buckling behavior by simulation are in good agreement with those of experiment for the considerable range of deformation. From the comparison of force-displacement curve, it is shown that the proposed model shows good prediction of the forming force compared to the experiment. Thus, the effectiveness of the proposed method is sufficiently demonstrated.

• Proceedings of the Korea Society for Energy Engineering kosee Conference
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• 2001.11a
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• pp.69-76
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• 2001

The coal gasification process of a slurry feed type, entrained-flow coal gasifier was numerically predicted in this paper. By divding the complicated coal gasification process into several simplified stages suh as slurry evaporation, coal devolitilisation and two-phase reactions coupled with turbulent flow and two-phase heat transfer, a comprehensive numerical model was constructed to simulate the coal gasification process. The k-$\varepsilon$turbulence model was used for the gas phase flow while the Random-trajectory model was applied to describe the behavior of the coal slurry particles. The unreacted-core shrinking model and modified Eddy Break-Up(EBU) model were used to simulate the heterogeneous and homogeneous reactions, respectively. The simulation results obtained the detailed informations about the flow field, temperature inside the gasifier. Meanwhile, the simulation results were compared with the experimental data as function of $O_2$/coal ratio. It illustrated that the calculated carbon conversions agreed with the measured ones and that the measurd quality of the atngas was better than the calculated one when the $O_2$/coal ratio increases. The result was related with the total heat loss through the gasifier and uncertain kinetics for the heterogeneous reactions.