• Korean Journal of Mathematics
• /
• 제25권2호
• /
• pp.229-246
• /
• 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.

• 대한수학회보
• /
• 제53권5호
• /
• pp.1497-1530
• /
• 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 Ceramic Processing Research
• /
• 제22권3호
• /
• pp.253-257
• /
• 2021

Among various thin film encapsulation (TFE) methods, thin films prepared by atomic layer deposition (ALD) have been shown to provide superior protection against the permeation of moisture and oxygen. This technique has numerous of advantages such as excellent uniformity, precise thickness control, and strong adhesion. Therefore, with ozone-based ALD, we conducted the influence of the thickness of aluminum oxide (Al2O3) on moisture barrier properties. From the results of an electrical calcium test, Al2O3 had two distinctly different permeation regimes. Between 10 and 25 nm of Al2O3 thickness, the water vapor transmission rate (WVTR) decreased exponentially from 6.3 × 10-3 to 1.0 × 10-4 g m-2 day-1 (1/60 times). In contrast, as thickness increased from 25 to 100 nm, the WVTR values decreased by only two-thirds, from 1.0 × 10-4 to 6.6 × 10-5 g·m-2·day-1. To better understand the change from an exponential to a sub-exponential regime, defect density and refractive index of Al2O3 were measured. The thickness dependence on defect density and refractive index was analogous with one of moisture barrier performance. These results confirmed the existence of a critical thickness at which the WVTR decreased drastically.

• 대한방사선기술학회지:방사선기술과학
• /
• 제33권4호
• /
• pp.363-367
• /
• 2010

본 연구의 목적은 X-선촬영장치의 1차방어벽두께 계산에 관한 쉬운 방법의 연구이다. X-선촬영장치에 대한 1차방어벽의 두께 계산을 위하여, 차폐물질은 콘크리트를 선택하였다. 방어벽의 구역들은 관리구역과 비관리구역으로 분류하였다. 두께의 계산은 NCRP 보고서 49와 51의 데이터를 사용하였다. 최대관전압 100과 150 kVp를 갖는 X-선촬영장치들에 대하여, 콘크리트 두께들은 거리의 함수로서 계산되었다. 계산된 데이터로부터, 식 (3), (4), (5), 그리고 (6)은 지수감소함수의 정합을 수행하여 얻었다. 본 연구에서 얻어진 수식들로부터, 1차방어벽의 두께는 근사적으로 계산할 수 있다.

• 한국국방경영분석학회지
• /
• 제11권2호
• /
• pp.6-14
• /
• 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
• /
• 제13권spc2호
• /
• pp.241-245
• /
• 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.

• 한국환경과학회지
• /
• 제23권3호
• /
• pp.369-378
• /
• 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.

• 한국표면공학회:학술대회논문집
• /
• 한국표면공학회 2014년도 추계학술대회 논문집
• /
• pp.110-111
• /
• 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
• /
• 제2권1호
• /
• pp.13-18
• /
• 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.

• 한국환경과학회지
• /
• 제24권7호
• /
• pp.947-954
• /
• 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 $K_{La}=0.3581e^{0.2919^*air\;flow\;rate}$.