• 제목/요약/키워드: Local influence

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DOMAIN OF INFLUENCE OF LOCAL VOLATILITY FUNCTION ON THE SOLUTIONS OF THE GENERAL BLACK-SCHOLES EQUATION

  • Kim, Hyundong;Kim, Sangkwon;Han, Hyunsoo;Jang, Hanbyeol;Lee, Chaeyoung;Kim, Junseok
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제27권1호
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    • pp.43-50
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    • 2020
  • We investigate the domain of influence of the local volatility function on the solutions of the general Black-Scholes model. First, we generate the sample paths of underlying asset using the Monte Carlo simulation. Next, we define the inner and outer domains to find the effective volatility region. To confirm the effect of the inner domain, we use the root mean square error for the European call option prices, and then change the values of volatility in the proposed domain. The computational experiments confirm that there is an effective region which dominates the option pricing.

국부이상부식을 가진 선체판의 압괴강도에 관한 연구 (A Study on the Ultimate Compressive Strength of Ship Plate with Local Corrosion)

  • 고재용;남정길
    • 한국항해학회지
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    • 제22권3호
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    • pp.65-72
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    • 1998
  • 최근에는 고장력강의 사용증대와 함께 구조부재가 경량화추세에 있으며 이상부식이 발생한 구조부재는 강도가 크게 저하되리라 예상되지만 지금까지 이에 관한 연구가 거의 없는 상태이다. 본 연구에서는 단소성대변형유한요소법을 적용하여 국부이상부식을 가진 판이 면내압축하중을 받을 경우에 압축최종강도에 미치는 부식부영역의 크기. 부식부의 판두께 감소량 및 세장비의 영향에 대하여 연구하였다.

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A study on measurements of local ice pressure for ice breaking research vessel "ARAON" at the Amundsen Sea

  • Kwon, Yong-Hyeon;Lee, Tak-Kee;Choi, Kyungsik
    • International Journal of Naval Architecture and Ocean Engineering
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    • 제7권3호
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    • pp.490-499
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    • 2015
  • In this study, a local ice pressure prediction has been conducted by using measured data from two ice breaking tests that was conducted for a relatively big ice floe at Amundsen Sea in the Antarctica from January 31 to March 30 2012. The symmetry of load was considered by attaching strain gauges on the same sites inside the shell plating of ship at the port and the starboard sides in the bow thrust room. Using measured strain data, after the ice pressure was converted by the influence coefficient method and the direct method, the two values were found to be similar.

Stability of a slender beam-column with locally varying Young's modulus

  • Kutis, Vladimir;Murin, Justin
    • Structural Engineering and Mechanics
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    • 제23권1호
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    • pp.15-27
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    • 2006
  • A locally varying temperature field or a mixture of two or more different materials can cause local variation of elasticity properties of a beam. In this paper, a new Euler-Bernoulli beam element with varying Young's modulus along its longitudinal axis is presented. The influence of axial forces according to the linearized 2nd order beam theory is considered, as well. The stiffness matrix of this element contains the transfer constants which depend on Young's modulus variation and on axial forces. Occurrence of the polynomial variation of Young's modulus has been assumed. Such approach can be also used for smooth local variation of Young's modulus. The critical loads of the straight slender columns were studied using the new beam element. The influence of position of the local Young's modulus variation and its type (such as linear, quadratic, etc.) on the critical load value and rate of convergence was investigated. The obtained results based on the new beam element were compared with ANSYS solutions, where the number of elements gradually increased. Our results show significant influence of the locally varying Young's modulus on the critical load value and the convergence rate.

일변량 및 이변량 자료에 대하여 특이값의 영향을 평가하기 위한 그래픽 방법 (Graphical Methods for Evaluating the Effect of Outliers in Univariate and Bivariate Data)

  • 장대흥
    • 한국품질경영학회:학술대회논문집
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    • 한국품질경영학회 2006년도 추계 학술대회
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    • pp.221-226
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    • 2006
  • We usually use two techniques(influence function and local influence) for detecting outliers. But, we cannot use these difficult techniques in elementary industrial statistics course for college students. We can use some simple graphical methods(box plot, dandelion seed plot, influence graph and cumulative deletion plot) for univariate and bivariate outlier detection and outlier effect in elementary industrial statistics course for college students.

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관광개발 영향인식, 지역애착, 주민관여, 주민지지 및 친환경 행동의도 간의 영향관계: 제주도민을 대상으로 (The Relationship between Tourism Development Impact Perception, Local Attachment, Resident Involvement, Local Resident Support and Eco-friendly Behavior Intention: A Study of Jeju Island Residents)

  • 정젤나;김우혁;김나연;김성범
    • 아태비즈니스연구
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    • 제14권4호
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    • pp.357-370
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    • 2023
  • Purpose - This study examined the influence relationships between the impacts of tourism development, local attachment, and resident involvement and local residents' support and pro-environmental behavior intentions in Jeju Island. Design/methodology/approach - A questionnaire was distributed to the Jeju Island residents and 373 samples were used for the analysis. Findings - The results showed that the perceived positive impact of tourism development has a positive effect on local residents' support, while the negative impact has a negative effect. Local attachment has no significant effect on local residents' support, while local involvement positively affects local residents' support. The positive impact of tourism development has a negative effect on pro-environmental behavior intention, while the perceived negative impact has a positive effect. Finally, when analyzing the relationship between local attachment, local involvement, and local support for eco-friendly behavior intention, it was found that they all have a positive effect. Research implications or Originality - Theoretical and managerial implications and suggestions for future research are discussed.

Relationship between the Changes in Policy Tools of the Central Government and the Local Fiscal Structure: Focused on the Changes in the Transaction Taxes

  • Lee, Miae;Seo, Inseok
    • Journal of Contemporary Eastern Asia
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    • 제16권1호
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    • pp.93-113
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    • 2017
  • This study aimed to determine the changes in the local fiscal structure brought about by the change in the transaction tax, including the acquisition tax, by the central government. The review of the analysis results proved the following. First, the government's transaction tax exemption policy effectively influenced the expansion of the local fiscal budget. Transaction tax exemptions such as acquisition tax exemptions would not contribute to the expansion of the local fiscal budget in the short run, but may do so in the long run. Second, the review of the effect of the transaction tax exemption policy by the central government on the local fiscal structure confirmed that its impact on the local fiscal structure may vary depending on the timing of such tax exemption. Third, the overall local fiscal structure as a result of the transaction tax exemption by the central government was confirmed to have been influenced more by the fiscal capability of the local government than by the income level of the local residents. In conclusion, the stimulation of real estate transactions using tax tools may positively influence the overall fiscal structure of local governments, but it would also put pressure on the fiscal management of local governments because it is largely influenced by the fiscal capability of the local governments.

일본의 외국인 주민에 대한 지역별 시책비교 -가나가와현을 사례로- (The Comparison of Local Policies on Foreign Immigrants in Japan ; A Case Study in Kanagawa Prefecture)

  • 조현미
    • 한국지역지리학회지
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    • 제10권3호
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    • pp.539-553
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    • 2004
  • 본 연구의 목적은 글로벌시대에 있어서 지방분권화가 세계적인 흐름이 되어가는 가운데 지자체에서 추구하는 국제화전략의 성과를 평가하는 척도로서, 지자체내에서의 외국인 주민과 함께 하는 지역사회 만들기 시책이 지역의 특성에 따라 어떻게 달라지는가를 분석하는데 있다. 연구방법으로는 특정지역이 가지는 지역적인 특성과 역사적 배경이 지역주민들의 사고방식과 행동패턴에 미치는 영향을 분석한다. 그 결과는 다음과 같다. 첫째, 지역에 대한 애착이 강한 토착층 주민이 많은 지역에서는 주민들의 외국인에 대한 인식이 비교적 폐쇄적이며, 신주민이 많은 지역은 비교적 개방적이었다. 둘째, 양 민족이 정치적 혹은 역사적으로, 그리고 직업구조와의 관련성이 희박할수록 타민족에 대한 의식은 무관심한 것으로 나타났다. 이러한 주민의 의식은 지자체의 외국인시책에 큰 영향을 미치지만, 동시에 지자체의 외국인시책이 지역주민의 외국인에 대한 인식을 좌우하기도 한다.

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대기질 모사를 통한 인접지역 배출량이 광양만 오존농도에 미치는 영향분석 - 2010년 6월 사례를 중심으로 (Estimating Influence of Local and Neighborhood Emissions on Ozone Concentrations over the Kwang-Yang Bay based on Air Quality Simulations for a 2010 June Episode)

  • 김순태;이종범
    • 한국대기환경학회지
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    • 제27권5호
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    • pp.504-522
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    • 2011
  • Simulations of CMAQ with the High-order Decoupled Direct Method (HDDM) for a 2010 June episode are applied to estimate the influence of local and neighborhood emissions on ozone concentrations in the Kwang-Yang Bay (KYB) area. In order to examine ozone response to reductions in $NO_x$ and VOC emissions from KYB and Gyeongsang, ozone isopleths are generated with the first and second-order sensitivity coefficients from HDDM simulations at three sites; Taein, Samil, and Gwangmoo. Simulations show that reduction in KYB $NO_x$ may increase ozone over the sites. On the contrary, $NO_x$ reduction from Gyeongsang may decrease ozone at the sites when transport of ozone and its precursors from upwind Gyeongsang is potentially high. However, VOC reductions from KYB and Gyeongsang are favorable to lower ozone over KYB. The study implies that emission reductions for both local and neighboring areas are likely more effective to bring KYB to ozone attainment.

WiFi(RLAN) and a C-Band Weather Radar Interference

  • Moon, Jongbin;Ryu, Chansu
    • 통합자연과학논문집
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    • 제10권4호
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    • pp.216-224
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    • 2017
  • In the terrain of the Korean peninsula, mountainous and flat lands are complexly distributed in small areas. Therefore, local severe weather develops and disappears in a short time due to the influence of the terrain. Particularly in the case of local severe weather with heavy wind that has the greatest influence on aviation meteorology, the scale is very small, and it occurs and disappears in a short time, so it is impossible to predict with fragmentary data alone. So, we use weather radar to detect and predict local severe weather. However, due to the development of wireless communication services and the rapid increase of wireless devices, radio wave jamming and interference problems occur. In this research, we confirmed through the cases that when the radio interference echo which is one of the non-precipitation echoes that occur during the operation of the weather radar is displayed in the image, its form and shape are shown in a long bar shape, and have a strong dBZ. We also found the cause of the interference through the radio tracking process, and solved through the frequency channel negotiation and AP output minimizing. The more wireless devices increase as information communication technology develops in the future, the more emphasized the problem of radio wave interference will be, and we must make the radio interference eliminated through the development of the radio interference cancellation algorithm.