On the option valuation and decomposition of exchange option

In this paper, we shall find the uniquerational price associated with the exchange option. Also, we find the decomposition of Snell envelope and value function of the American exchange option.     

The glow curve structure for the LiF:Mg,Cu,Na,Si TL detector with dopants concentrations and sintering temperatures

The glow curve structures for LiF:Mg,Cu,Na,Si TL detectors with various dopant concentrations and sintering temperatures were investigated for the improvement of the glow curve structure and sensitivity of the TL detector. The dopant concentrations were varied over the following ranges: Mg (0–0.25 mol%), Cu (0–0.07 mol%), Na and Si (0–1.5 mol%). With increasing Cu concentration, the intensity of the main peak was intensified and reached a maximum at a concentration of 0.05 mol%. The high-temperature peak was reduced. The dependency of the main peak intensity on the Mg concentration exhibits a sharp maximum at 0.2 mol%. The intensity of the high-temperature peak tends to rise slightly with increasing Mg concentration. It was found that the optimum concentrations of the dopants in the LiF:Mg,Cu,Na,Si TL material are Mg: 0.2 mol%, Cu: 0.05 mol%, Na and Si: 0.9 mol%. The dependency of the main peak intensity on sintering temperature exhibits a very sharp maximum at 830°C. The high-temperature peak was rapidly reduced after 825°C.     

Desorption behavior of a surfactant in a linear low‐density polyethylene blend at elevated temperatures

The desorption behavior of a surfactant in a linear low‐density polyethylene (LLDPE) blend at elevated temperatures of 50, 70, and 80 °C was studied with Fourier transform infrared spectroscopy. The composition of the LLDPE blend was 70:30 LLDPE/low‐density polyethylene. Three different specimens (II, III, and IV) were prepared with various compositions of a small molecular penetrant, sorbitan palmitate (SPAN‐40), and a migration controller, poly(ethylene acrylic acid) (EAA), in the LLDPE blend. The calculated diffusion coefficient (D) of SPAN‐40 in specimens II, III, and IV, between 50 and 80 °C, varied from 1.74 × 10^?11 to 6.79 × 10^?11 cm²/s, from 1.10 × 10^?11 to 5.75 × 10^?11 cm²/s, and from 0.58 × 10^?11 to 4.75 × 10^?11 cm²/s, respectively. In addition, the calculated activation energies (E_D) of specimens II, III, and IV, from the plotting of ln D versus 1/T between 50 and 80 °C, were 42.9, 52.7, and 65.6 kJ/mol, respectively. These values were different from those obtained between 25 and 50 °C and were believed to have been influenced by the interference of Tinuvin (a UV stabilizer) at elevated temperatures higher than 50 °C. Although the desorption rate of SPAN‐40 increased with the temperature and decreased with the EAA content, the observed spectral behavior did not depend on the temperature and time. For all specimens stored over 50 °C, the peak at 1739 cm^?1 decreased in a few days and subsequently increased with a peak shift toward 1730 cm^?1. This arose from the carbonyl stretching vibration of Tinuvin, possibly because of oxidation or degradation at elevated temperatures. In addition, the incorporation of EAA into the LLDPE blend suppressed the desorption rate of SPAN‐40 and retarded the appearance of the 1730 cm^?1 peak. © 2004 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 42: 1114–1126, 2004     

Novel fixed‐site–carrier polyvinylamine membrane for carbon dioxide capture

Fixed‐site–carrier membranes were prepared for the facilitated transport of CO₂ by casting polyvinylamine (PVAm) on various supports, such as poly(ether sulfone) (PES), polyacrylonitrile (PAN), cellulose acetate (CA), and polysulfone (PSO). The cast PVAm on the support was crosslinked by various methods with glutaraldehyde, hydrochloric acid, sulfuric acid, and ammonium fluoride. Among the membranes tested, the PVAm cast on polysulfone and crosslinked by ammonium fluoride showed the highest selectivity of CO₂ over CH₄ (>1000). The permeance of CO₂ was then measured to be 0.014 m³ (STP)/(m² bar h) for a 20 μm thick membrane. The effect of the molecular weight of PVAm and feed pressure on the permeance was also investigated. The selectivity increased remarkably with increasing molecular weight and decreased slightly with increased pressure in the range of 1 to 4 bar. © 2004 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 42: 4326–4336, 2004     

Ruthenium-catalyzed regioselective synthesis of 2-substituted indoles via ring-opening of epoxides by anilines

Anilines react with epoxides in dioxane at 180°C in the presence of a catalytic amount of a ruthenium catalyst along with tin(II) chloride to afford 2-substituted indoles in moderate to good yields.     

Investigation of the Li1+xV3O8 electrode–organic electrolyte interface by scanning photoelectron microscopy

To investigate the formation of a solid electrolyte interface (SEI) on the Li_1+xV₃O₈ electrode surface in the thermodynamic stability range of the organic electrolyte, we applied scanning photoelectron microscopy (SPEM) to a pristine electrode and to an electrode after ten cycles. The F K-edge absorption spectrum of the cycled electrode showed that LiF forms on the electrode surface during the lithium insertion–extraction process in the Li_1+xV₃O₈/Li cell. The photoelectron spectrum for the cycled electrode showed intense spectral features corresponding to Li 1s, F 2s, F 2p, and P 2p electron signals, whereas these spectral features were of negligible intensity for the pristine electrode. The above results give strong support for the formation of an SEI that consists of LiF and compounds containing phosphorus during operation of the battery. The SPEM images also revealed that the fluorine distribution on the surface of the cycled electrode was inhomogeneous.     

Positive Schatten(-Herz) Class Toeplitz Operators on the Half-space

On the harmonic Bergman space of the half-space, we give characterizations for an arbitrary positive Toeplitz operator to be a Schatten (or Schatten-Herz) class operator in terms of averaging functions and Berezin transforms. Examples are provided to show that various results are sharp. This research was supported by KOSEF(R01-2003-000-10243-0).     

Mössbauer Studies and Magnetic Properties of Y3−x Ce x Fe5O12

It is shown that in-situ ^166mHo (I = 7) in a spherical single crystal of HoF₃ can be used as sensitive internal thermometer to thermally detect NMR (NMR-TDNO) from the 100% abundant stable ¹⁶⁵Ho (I = 7/2) nuclei. In addition, new ^166mHo NMRON results are reported. Both the ^166mHo NMRON and ¹⁶⁵Ho NMR-TDNO spectra show three distinct quadrupolar split sub-resonances, in zero applied field. The data is used to make estimates of the Ho magnetic moments and quadrupole parameters for the ^166mHo and ^166mHo sites.     

Moment vanishing properties of harmonic Bergman functions

We show that Poisson integrals belonging to certain weighted harmonic Bergman spaces b_δ^p on the upper half-space must have the moment vanishing properties. As an application, we show that b₀^p, p?1, contains a dense subspace whose members have the horizontal moment vanishing properties. Also, we derive related weighted norm inequalities for Poisson integrals. As a consequence, we obtain a characterization for Poisson integrals of continuous functions with compact support in order to belong to b_δ^p.