• Title/Summary/Keyword: binary options

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VARIABLE TIME-STEPPING HYBRID FINITE DIFFERENCE METHODS FOR PRICING BINARY OPTIONS

  • Kim, Hong-Joong;Moon, Kyoung-Sook
    • Bulletin of the Korean Mathematical Society
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    • v.48 no.2
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    • pp.413-426
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    • 2011
  • Two types of new methods with variable time steps are proposed in order to valuate binary options efficiently. Type I changes adaptively the size of the time step at each time based on the magnitude of the local error, while Type II combines two uniform meshes. The new methods are hybrid finite difference methods, namely starting the computation with a fully implicit finite difference method for a few time steps for accuracy then performing a ${\theta}$-method during the rest of computation for efficiency. Numerical experiments for standard European vanilla, binary and American options show that both Type I and II variable time step methods are much more efficient than the fully implicit method or hybrid methods with uniform time steps.

Design of a Binary Adder Structure Suitable for Public Key Cryptography Processor (공개키 암호화 프로세서에 적합한 이진 덧셈기의 구조 연구)

  • Moon, San-Gook
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2008.10a
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    • pp.724-727
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    • 2008
  • Studies on binary adder have been variously developed. According to those studies of critical worst delay and mean delay time of asynchronous binary adders, carry select adders (CSA) based on hybrid structure showed 17% better performance than ripple carry adders (RCA) in 32 bit asynchronous processors, and 23% better than in 64 bit microprocessor implemented. In the complicated signal processing systems such as RSA, it is essential to optimize the performance of binary adders which play fundamental roles. The researches which have been studied so far were subject mostly to addition algorithms or adder structures. In this study, we analyzed and designed adders in an asp;ect of synthesis method. We divided the ways of implementing adders into groups, each of which was synthesized with different synthesis options. Also, we analyzed the variously implemented adders to evaluate the performance and area so that we can propose a different approach of designing optimal binary adders.

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Design of a Binary Adder Structure Suitable for High-Security Public Key Cryptography Processor (고비도 공개키 암호화 프로세서에 적합한 이진 덧셈기의 구조 연구)

  • Moon, Sang-Gook
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.12 no.11
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    • pp.1976-1979
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    • 2008
  • Studies on binary adder have been variously developed. According to those studies of critical worst delay and mean delay time of asynchronous binary adders, carry select adders (CSA) based on hybrid structure showed 17% better performance than ripple carry adders (RCA) in 32 bit asynchronous processors, and 23% better than in 64 bit microprocessor implemented. In the complicated signal processing systems such as RSA, it is essential to optimize the performance of binary adders which play fundamental roles. The researches which have been studied so far were subject mostly to addition algorithms or adder structures. In this study, we analyzed and designed adders in an asp;ect of synthesis method. We divided the ways of implementing adders into groups, each of which was synthesized with different synthesis options. Also, we analyzed the variously implemented adders to evaluate the performance and area so that we can propose a different approach of designing optimal binary adders.

A Study on the Development of Optical-Fiber Water Leakage Sensing System (광파이버 누수센싱 시스템 개발에 관한 연구)

  • Kim, Y.B.
    • Journal of Power System Engineering
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    • v.16 no.6
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    • pp.86-91
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    • 2012
  • A multi purpose environmental monitoring system has been developed as a commercially available standard using the techniques which are FBG(Fiber Bragg Grating), Hetero-core spliced fiber optic sensor and etc, for the purposes of monitoring large scaled structures and preserving natural environments. The monitoring system has been tested and evaluated in a possible outdoor condition in view of the full scaled operation at actual sites to be monitored. Additionally, the developed systems in the previous works conveniently provided us with various options of sensor modules intended for monitoring such physical quantities as displacement, distortion, pressure, binary states, and liquid adhesion. In this paper, we extend the previous results to a water leakage detection problem and develop a sensing system as a result. By the experimental study, it is verified that multi-point leakage detection is possible using single line optical fiber.

Real Time Vehicle Detection and Counting Using Tail Lights on Highway at Night Time (차량의 후미등을 이용한 야간 고속도로상의 실시간 차량검출 및 카운팅)

  • Valijon, Khalilov;Oh, Ryumduck;Kim, Bongkeun
    • Proceedings of the Korean Society of Computer Information Conference
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    • 2017.07a
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    • pp.135-136
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    • 2017
  • When driving at night time environment, the whole body of transports does not visible to us. Due to lack of light conditions, there are only two options, which is clearly visible their taillights and break lights. To improve the recognition correctness of vehicle detection, we present an approach to vehicle detection and tracking using finding contour of the object on binary image at night time. Bilateral filtering is used to make more clearly on threshold part. To remove unexpected small noises used morphological opening. In verification stage, paired tail lights are tracked during their existence in the ROI. The accuracy of the test results for vehicle detection is about 93%.

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Effective Method to Change Multimedia Scene Configuration Information Using DOM Update (DOM update를 이용한 효율적인 멀티미디어 장면 구성 정보 변경 방안)

  • Kim, Kyuheon;Park, JungWook;Kim, Byungchul
    • Journal of Broadcast Engineering
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    • v.18 no.1
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    • pp.43-58
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    • 2013
  • Richmedia Service means that interactive media service can provide view with various multimedia elements(such as Video, Audio, Text) at same time. Various Multimedia elements can be serviced by Scene Description technology standards like BIFS(Binary Format for Scenes) and LASeR(Light Application Scene Representation). By providing Scene Component information, richmedia service is available to various multimedia services. so users is available to personalized services fitting temporal and spatial options. In conventional technology, when the scene is changed by user or service, mobile deletes the scene of configuration information and makes new scene of configuration information. this is a very inefficient way. In this paper, Propoesed that by using DOM(Document Object Model) method, to pass only the dynamic configuration part, changes scene method.

A Probability Mapping for Land Cover Change Prediction using CLUE Model (토지피복변화 예측을 위한 CLUE 모델의 확률지도 생성)

  • Oh, Yun-Gyeong;Choi, Jin-Yong;Bae, Seung-Jong;Yoo, Seung-Hwan;Lee, Sang-Hyun
    • Journal of Korean Society of Rural Planning
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    • v.16 no.2
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    • pp.47-55
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    • 2010
  • Land cover and land use change data are important in many studies including climate change and hydrological studies. Although the various theories and models have been developed, it is difficult to identify the driving factors of the land use change because land use change is related to policy options and natural and socio-economic conditions. This study is to attempt to simulate the land cover change using the CLUE model based on a statistical analysis of land-use change. CLUE model has dynamic modeling tools from the competition among land use change in between driving force and land use, so that this model depends on statistical relations between land use change and driving factors. In this study, Yongin, Icheon and Anseong were selected for the study areas, and binary logistic regression and factor analysis were performed verifying with ROC curve. Land cover probability map was also prepared to compare with the land cover data and higher probability areas are well matched with the present land cover demonstrating CLUE model applicability.

A Basic Study on Development of the Hetero-core Type Fiber Optic Pressure Sensor (헤테로코어형 광파이버 압력센서개발을 위한 기초연구)

  • Kim, Y.B.
    • Transactions of The Korea Fluid Power Systems Society
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    • v.7 no.2
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    • pp.1-6
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    • 2010
  • A new type fiber optic sensing system has been developed as a commercially available standard using the technique of hetero-core spliced fiber optic sensor, for the purposes of monitoring large scaled structures, preserving natural environments and measuring physical phenomenons. The sensing system has been tested and evaluated in a possible outdoor condition in view of the full scaled operation at actual sites to be monitored. Additionally, the developed system in this work conveniently provides us with various options of sensor modules intended to measure such physical quantities as displacement, distortion, pressure, binary states and liquid adhesion. The experiment study has been performed to examine the performance to a pseudo-cracking experiment in the outdoor situation, and to clarify temperature influences to the system in terms of the coupling of optical connectors and the OTDR stability. It has been verified that the sensing system is robust to the temperature change ranging from the general condition to the hard condition. Especially, in this study, the specification and performances of the pressure sensor have been demonstrated to show the capability of inspecting various physical quantities.

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Correlation Between Bulk and Surface Resistivity of Concrete

  • Ghosh, Pratanu;Tran, Quang
    • International Journal of Concrete Structures and Materials
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    • v.9 no.1
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    • pp.119-132
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    • 2015
  • Electrical resistivity is an important physical property of portland cement concrete which is directly related to chloride induced corrosion process. This study examined the electrical surface resistivity (SR) and bulk electrical resistivity (BR) of concrete cylinders for various binary and ternary based high-performance concrete (HPC) mixtures from 7 to 161 days. Two different types of instruments were utilized for this investigation and they were 4 point Wenner probe meter for SR and Merlin conductivity tester for bulk resistivity measurements. Chronological development of electrical resistivity as well as correlation between two types of resistivity on several days was established for all concrete mixtures. The ratio of experimental surface resistance to bulk resistance and corresponding resistivity was computed and compared with theoretical values. Results depicted that bulk and SR are well correlated for different groups of HPC mixtures and these mixtures have attained higher range of electrical resistivity for both types of measurements. In addition, this study presents distribution of surface and bulk resistivity in different permeability classes as proposed by Florida Department of Transportation (FDOT) specification from 7 to 161 days. Furthermore, electrical resistivity data for several HPC mixtures and testing procedure provide multiple promising options for long lasting bridge decks against chloride induced corrosion due to its ease of implementation, repeatability, non-destructive nature, and low cost.

Impact of Sulfur Dioxide Impurity on Process Design of $CO_2$ Offshore Geological Storage: Evaluation of Physical Property Models and Optimization of Binary Parameter (이산화황 불순물이 이산화탄소 해양 지중저장 공정설계에 미치는 영향 평가: 상태량 모델의 비교 분석 및 이성분 매개변수 최적화)

  • Huh, Cheol;Kang, Seong-Gil;Cho, Mang-Ik
    • Journal of the Korean Society for Marine Environment & Energy
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    • v.13 no.3
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    • pp.187-197
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    • 2010
  • Carbon dioxide Capture and Storage(CCS) is regarded as one of the most promising options to response climate change. CCS is a three-stage process consisting of the capture of carbon dioxide($CO_2$), the transport of $CO_2$ to a storage location, and the long term isolation of $CO_2$ from the atmosphere for the purpose of carbon emission mitigation. Up to now, process design for this $CO_2$ marine geological storage has been carried out mainly on pure $CO_2$. Unfortunately the $CO_2$ mixture captured from the power plants and steel making plants contains many impurities such as $N_2$, $O_2$, Ar, $H_2O$, $SO_2$, $H_2S$. A small amount of impurities can change the thermodynamic properties and then significantly affect the compression, purification, transport and injection processes. In order to design a reliable $CO_2$ marine geological storage system, it is necessary to analyze the impact of these impurities on the whole CCS process at initial design stage. The purpose of the present paper is to compare and analyse the relevant physical property models including BWRS, PR, PRBM, RKS and SRK equations of state, and NRTL-RK model which are crucial numerical process simulation tools. To evaluate the predictive accuracy of the equation of the state for $CO_2-SO_2$ mixture, we compared numerical calculation results with reference experimental data. In addition, optimum binary parameter to consider the interaction of $CO_2$ and $SO_2$ molecules was suggested based on the mean absolute percent error. In conclusion, we suggest the most reliable physical property model with optimized binary parameter in designing the $CO_2-SO_2$ mixture marine geological storage process.