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.     

Quantization of Underdamped, Critically Damped, and Overdamped Electric Circuits with a Power Source

We have investigated the quantum mechanical effect of the underdamped, critically damped, and overdamped electric circuits with a power source. The charge of the underdamped circuit oscillates while those of the critically damped and overdamped ones don't. The wave function of the system of overdamped circuit represented parabolic cylinder function while underdamped circuit was represented by well-known Hermite polynomial. The eigenvalues of underdamped circuit is discrete while those of the critically damped and overdamped ones are given as continuously.     

WKB Wave Function of the General Time-Dependent Quadratic Hamiltonian System

We derived the WKB wave function for the general time-dependent quadratic Hamiltonian system using a unitary transformation method. We applied our research to sinusodially drived Caldirola–Kanai oscillator and confirmed that the time evolution of our approximated WKB wave function is similar to that of the exact one. This wave function can be used to analyze the interference between the probability amplitudes contributed by the area of overlap in phase space of quantum states.     

Preparation and characterization of acrylic‐based black particles of poly(methyl methacrylate‐co‐ethylene glycol dimethacrylate) by dispersion polymerization for electrophoretic displays

Ultrafine black particles, ranging in diameter from 1 to 3 μm, were prepared by dispersion polymerization in a methanol/water mixture with vinyl monomers, nonpolymerizable Sudan black B dyes, and fluorescein isothiocyanate labeled charge control additives. Both the ratio of the methanol to the water dispersion medium and the polymeric stabilizer concentration had significant effects on the particle size. The important role of the stabilizer concentration lay in the particle formation step, during which it determined the particle stability and final particle size. These could affect the extent of the aggregation of nuclei by changing the adsorption rate of the stabilizer and the viscosity of the dispersion medium, resulting in smaller particles. The fluorescent‐labeled charge control additives strongly affected the electrophoretic mobility. A small concentration of fluorescent‐labeled charge control additives increased the electrophoretic mobility. However, a further addition reduced the electrophoretic mobility of the polymer particles. The concentration dependence of the fluorescent‐labeled charge control additives on the deposition behavior in the polymer particles was successfully imaged and thereafter quantified by image analysis. © 2004 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 42: 5608–5616, 2004     

A possibility of parallel and anti-parallel diffraction measurements on neutron diffractometer employing bent perfect crystal monochromator at the monochromatic focusing condition

In a conventional diffractometer having single monochromator, only one position, parallel position, is used for the diffraction experiment (i.e. detection) because the resolution property of the other one, anti-parallel position, is very poor. However, a bent perfect crystal (BPC) monochromator at monochromatic focusing condition can provide a quite flat and equal resolution property at both parallel and anti-parallel positions and thus one can have a chance to use both sides for the diffraction experiment. From the data of the FWHM and the Δd/d measured on three diffraction geometries (symmetric, asymmetric compression and asymmetric expansion), we can conclude that the simultaneous diffraction measurement in both parallel and anti-parallel positions can be achieved.     

Stability control of the electrooptic effect with new maleimide copolymers containing photoreactive tricyanopyrrolidene‐based chromophores

New photocrosslinkable maleimide copolymers have been synthesized by the attachment of a tricyanopyrrolidene‐based chromophore. The 2‐(3‐cyano‐4‐(2‐{4‐[hexyl‐(6‐hydroxy‐hexyl)‐amino]‐phenyl}‐vinyl)‐5‐oxo‐1‐{4‐[4‐(3‐oxo‐3‐phenyl‐propenyl)‐ phenoxy]‐butyl}‐1,5‐dihydro‐pyrrol‐2‐ylidene)‐malononitrile chromophore exhibits nonlinear optical activity and contains a chalcone moiety that is sensitive to UV light (λ = 330–360 nm) for crosslink formation. The maleimide monomers have also been functionalized with chalcone moieties. The resultant copolymers exhibit great processability, and one of them shows a maximum electrooptic coefficient of 90 pm/V at 1300 nm. We could control the thermal stability of the electrooptic coefficient with the newly synthesized photoreactive copolymers successfully. © 2006 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 45: 531–542, 2007     

Phase transformation of Ni-B, Ni-P diffusion barrier deposited electrolessly on Cu interconnect

In this paper, we report that the phase transformation of Ni-B, Ni-P diffusion barriers deposited electrolessly on Cu, for the reason that the Ni-P layer is a more effective diffusion barrier than the Ni-B layer. The Ni₃B crystallized was decomposed to Ni and B₂O₃ above 400 °C and the Ni₃P crystallized was decomposed to Ni and P₂O₅ above 600 °C respectively in Ar atmosphere. Also, the Ni₃B was decomposed to Ni and free B above 400 °C and the Ni₃P was decomposed to Ni and free P above 600 °C respectively in H₂ atmosphere. The decomposed Ni formed a solid solution with Cu. The Cu diffusion occurred above 400 °C for Ni-B layer and above 600 °C for Ni-P layer, respectively. Because the decomposition temperature of Ni-P layer is about 200 °C higher than that of Ni-B layer, the Ni-P layer is a more effective barrier for Cu than the Ni-B layer.     

Synthesis and electrical characteristics of polyaniline nanoparticles and their polymeric composite

Monodisperse polyaniline nanoparticles (PAPSSA) were synthesized from an oxidative dispersion polymerization using poly(sodium 4-styrenesulfonate) (PSSA) as both a polymeric stabilizer and a dopant agent due to its acidity. The nanoparticles were being stabilized with two different molecular weight of PSSA. Size effect of PAPSSA particles were examined by scanning electron microscopy (SEM), transmission electron microscopy (TEM) and dynamic light scattering (DLS). The d.c. electrical conductivity of composite films on the glass substrate was measured by a four-probe method. It was found that the electrical properties of the composite films are affected by the content of nano-sized polyaniline and different molecular weights of stabilizer in the poly(vinyl alcohol) (PVA) matrix.     

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.     

Liminf results on the increments of an (N,d)-Gaussian process

We establish some liminf theorems on the increments of a (N,d)-Gaussian process with the usual Euclidean norm, via estimating upper bounds of large deviation probabilities on the suprema of the (N,d)-Gaussian process. This revised version was published online in June 2006 with corrections to the Cover Date.