• Korean Journal of Mathematics
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• v.25 no.2
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• pp.229-246
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• 2017

This paper concerns barrier option of American type where the underlying price is monitored during only part of the option's life. Analytic valuation formulas of the American partial barrier options are obtained by approximation method. This approximation method is based on barrier options along with exponential early exercise policies. This result is an extension of Jun and Ku [10] where the exercise policies are constant.

• Bulletin of the Korean Mathematical Society
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• v.53 no.5
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• pp.1497-1530
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• 2016

External barrier options are two-asset options with stochastic variables where the payoff depends on one underlying asset and the barrier depends on another state variable. The barrier state variable determines whether the option is knocked in or out when the value of the variable is above or below some prescribed barrier level. This paper derives the explicit analytic solution of the chained option with an external single or double barrier by utilizing the probabilistic methods - the reflection principle and the change of measure. Before we do this, we examine the closed-form solution of the external barrier option with a single or double-curved barrier using the methods of image and double Mellin transforms. The exact solution of the external barrier option price enables us to obtain the pricing formula of the chained option with the external barrier more easily.

• Journal of radiological science and technology
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• v.33 no.4
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• pp.363-367
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• 2010

In this paper we proposed an easy method to calculate the thickness of primary protective barrier for radiographic equipment. The concrete was selected for the shielding material. The area of protective barrier was divided into a controlled area and a noncontrolled area. For the computation of thickness, the data in NCRP Report 49 and 51 was used. For radiographic equipments whose maximum tubevoltages are 100 and 150 kVp, the thicknesses of concrete were calculated as a function of distance. From the calculated data, four analytical models were acquired by fitting an exponential decay function. From the equations acquired by this study, the thickness of primary protective barrier can be calculated approximately.

• Journal of the military operations research society of Korea
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• v.11 no.2
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• pp.6-14
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• 1985

The layered multi-barrier defense situation against penetrating enemy threat is analytically modeled towards minimizing the penetration probability. Each layer is characterized by probability of detection and probability of kill given detection. The two capabilities are assumed independent. Detection in a layer, however, affects detection performance in subsequent layers. The following three models were formulated and investigated: (1) 'Model A' permits increase of detection performance in only the next barrier, (2) 'Model B' permits the increase in all subsequent barriers linearly, and (3) 'Model C' expresses the increase in an asymptotic exponential way. The best and the worst barrier combinations are determined through model exercise and model performances are compared through sensitivity analysis for the 'intensification factor.'

• Journal of Ceramic Processing Research
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• v.13 no.spc2
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• pp.241-245
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• 2012

The barrier rib on plasma display panel (PDP) is a typical 3D-patterned thick film with thickness of 120 ㎛ and it is hard to measure its dielectric constant in this state of the product. Because the porosity of ceramic thick film influenced the mechanical and dielectric characteristics, it was expected that there was the relationship between two properties. Therefore, the correlation analysis between porosity, hardness and dielectric constant of the barrier rib was studied and the exponential curve between porosity and hardness, and the quadratic curve between porosity and dielectric constant were drawn. The dielectric constant was well related to hardness by K400kHz = 0.5672 + 5.695 ln(Hv). The hardness was measured at five points on two real panels which sintered by two types of profiles and then dielectric constants and deviation were estimated by the above equation.

• Journal of Environmental Science International
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• v.23 no.3
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• pp.369-378
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• 2014

Effect of improvement of the dielectric barrier discharge (DBD) plasma system on the inactivation performance of bacteria were investigated. The improvement of plasma reactor was performed by combination with the basic plasma reactor and UV process or combination with the basic plasma reactor and circulation system which was equipped with gas-liquid mixer. Experimental results showed that tailing effect was appeared after the exponential decrease in basic plasma reactor. There was no enhancement effect on the Ralstonia Solanacearum inactivation with combination of basic plasma process and UV process. The application of gas-liquid mixing device on the basic plasma reactor reduced inactivation time and led to complete sterilization. The effect existence of gas-liquid mixing device, voltage, air flow rate (1 ~ 5 L/min), water circulation rate (2.8 ~ 9.4 L/min) in gas-liquid mixing plasma, plasma voltage and UV power of gas-liquid mixing plasma+UV process were evaluated. The optimum air flow rate, water circulation rate, voltage of gas-liquid mixing system were 3 L/min, 3.5 L/min and 60 V, respectively. There was no enhancement effect on the Ralstonia Solanacearum inactivation with combination of gas-liquid mixing plasma and UV process.

• Proceedings of the Korean Institute of Surface Engineering Conference
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• 2014.11a
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• pp.110-111
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• 2014

RGB laser 를 이용하여 rf-magnetron sputtering 법으로 합성한 a-IGZO 박막의 photoresponse 를 관찰하였다. Air 분위기에서 red 파장을 조사 할 경우 비교적 slow recovery 특성을 보였으며, green 과 blue 파장을 조사 할 경우 red 보다 fast recovery 특성을 나타내었다. 그러나 진공에서 측정할 경우, red 파장에서는 recovery 가 빨라졌으며, green 과 blue 파장의 경우 recovery 가 매우 느려짐을 확인하였다. 이는 passivation 을 하지 않은 소자의 oxygen gas 의 흡/탈착 때문으로 예상할 수 있었으며, red 파장이 gas 탈착에 기여하는 정도가 매우 작고, green 과 blue 파장이 gas 탈착에 기여하는 정도가 매우 크기 때문인 것으로 생각할 수 있었다. 온도를 증가시킬 경우, 모든 경우에서 recovery 가 빠르게 나타났는데 이는 흡/탈착에 필요한 barrier 및 $V_o{^{2+}}$에서 Vo 로 돌아오기 위한 barrier 를 쉽게 넘어갈 수 있기 때문으로 이해 할 수 있었다. 이러한 결과를 stretched exponential equation 을 이용하여 해석하였으며 수치화 하였다.

• Journal of Photoscience
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• v.2 no.1
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• pp.13-18
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• 1995

The steady-state emission spectra of dicoumarol (DC) in ethanol and EPA have been examined at various temperatures (77-298 K). At room temperature, a fluorescence spectrum of DC in ethanol shows a emission maximum at 350 nm. In EPA a Stokes-shifted emission band appears around 470 nm in addition to the 350 nm emission, and its intensity is enhanced as temperature decreases. This emission is attributed to a zwitterionic tautomer of DC formed by a single excited-state intramolecular proton transfer (ESIPT) along the internal hydrogen-bonding. The fluorescence lifetimes have been measured at 350 and 450 nm as a function of temperature. The fluorescence decay at 350 nm is single exponential at any temperature, whereas the one at 450 nm becomes biexponential at temperatures below 250 K. These results are discussed in terms of a conformational change followed by the ESIPT. The activation energy barrier for the conformational change has been determined to be 3.7 $\pm$ 0.2 kJ/mole.

• Journal of Environmental Science International
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• v.24 no.7
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• pp.947-954
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• 2015

Dielectric barrier discharge plasma is a new technique in water pollutant degradation, which that is characterized by the production of chemically active species such as hydroxyl radicals, ozone, hydrogen peroxide, etc. If dissolving of plasma gas generated in the plasma reaction has increased, it is possible to increase the contaminant removal capacity. In this study, the improvement on the dissolving performance of plasma gas was evaluated by the indirect method measuring the overall oxygen transfer coefficient. Experiments were conducted to examine the effects of nozzle type, distance from water surface, air supply rate and liquid circulation rate. The experimental results showed that the $K_{La}$ value of the 3-prong nozzle is 2.67 times higher than the diffuser. The order of $K_{La}$ value with nozzle type ranked in the following order: 3-prong nozzle (inner diameter, less 1 mm) > circular nozzle (inner diameter, 1.5 mm) > ellipse nozzle (short diameter 1 mm, long diameter 2.5 mm) > circular nozzle (inner diameter, 3 mm). Optimal liquid circulation rate was appeared to be 1.7 L/min, the value of $K_{La}$ was 0.510 1/min. The value of $K_{La}$ with increasing air supply rate was revealed in the form of an exponential such as $K_{La}=0.3581e^{0.2919^*air\;flow\;rate}$.

• Journal of Magnetics
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• v.10 no.4
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• pp.157-162
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• 2005

We report the magnetic-field dependence of the irreversible magnetization of binary superconductor $MgB_2$. For the temperature region of $T\;<\;0.9T_c$, the contribution of the bulk pinning to the magnetization overwhelms that of the surface pinning. This was evident from the fact that the magnetization curves, M(H), were well described by the critical-state model without considering the reversible magnetization and the surface pinning effect. It was also found that the M(H) curves at various temperatures scaled when the field and the magnetization were normalized by the characteristic caling factors H$\ast$(T) and M$\ast$(T), respectively. This feature suggests that the pinning mechanism determining the hysteresis in M(H) is unique below $T\;=\;T_c$.