• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.13 no.2
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• pp.87-100
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• 2009

Hedging strategy for European option of jump-type semimartingale asset model, which is derived from stochastic differential equation whose driving process is a jump-type semimartingle, is discussed.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.19 no.2
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• pp.189-195
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• 2015

The goal of this note is to provide a detailed proof for local boundedness estimate near the boundary for weak solutions for second order elliptic equations with bounded measurable coefficients subject to Neumann boundary condition.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.4 no.2
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• pp.85-97
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• 2000

A quadrature rule for the solution of Cauchy singular integral equation is constructed and investigated. This method to calculate numerically singular integrals uses classical Jacobi quadratures adopting Hunter's method. The proposed method is convergent under a reasonable assumption on the smoothness of the solution.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.2 no.1
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• pp.1-14
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• 1998

Multiplicity results of doubly-periodic solution for semilinear heat equations having coercive nonlinearity are discussed. Our proofs rely on Mawhin's continuation theorem.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.12 no.1
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• pp.7-11
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• 2008

The energy of a graph is the sum of the absolute values of its eigen values. We obtain some bounds for the energy of planar graphs in terms of its vertices, edges and faces.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.18 no.2
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• pp.107-127
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• 2014

The goal of this note is to describe the asymptotic behaviour of problems set in cylinders when the size of them is becoming infinite. This leads to consider problems in unbounded domains as well as new singular perturbations issues.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.7 no.2
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• pp.75-81
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• 2003

Compact schemes are shown to be effective for a class of problems including convection-diffusion equations when combined with multigrid algorithms [7, 8] and V-cycle convergence is proved[5]. We apply the multigrid algorithm for an semianalytic finite difference scheme, which is desinged to preserve high order accuracy despite of singularities.

• School Mathematics
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• v.15 no.4
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• pp.801-818
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• 2013

The purpose of this study is to investigate the relation between major subjects of industrial circle high school and mathematics matched with present 2007 revision curriculum. We compare and analyze learning contents in industrial circle's math education via various aspects including methods of explanations, contents domains, and contents levels. The analysis followed by the research study performed with literature study of curriculums and text books. Our research indicates that school curriculum should be reflected relation between industrial high school's each major course and mathematics, so each major course curriculum should be different. Many contents beyond high school mathematics were founded. Hence suitable mathematical maturity and levels within standard high school math curriculum should be considered when one make text books of major course in industrial circle high school.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.4 no.2
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• pp.99-110
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• 2000

This paper is devoted to the parallelism of a numerical matrix eigenvalue problem. The eigenproblem arises in a variety of applications, including engineering, statistics, and economics. Especially we try to approach the industrial techniques from mathematical modeling. This paper has developed a parallel algorithm to find all eigenvalues. It is contributed to solve a specific practical problem, a vibration problem in the industry. Also we compare the runtime between the serial algorithm and the parallel algorithm for the given problems.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.23 no.3
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• pp.237-251
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• 2019

We extend the previous work [J. Korean Soc. Ind. Appl. Math. 21(3) 181] to two-and three-asset equity-linked securities (ELS). In the real finance market, two-or three-asset ELS is more popular than one-asset ELS. Therefore, we need to develop mobile platform for pricing the two-and three-asset ELS. The mobile implementation of the ELS pricing will be very useful in practice.