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.     

Receiver set partitioning and sequencing for multicasting traffic in a WDM lightwave single-hop network

This paper considers a receiver set partitioning and sequencing problem in a wavelength division multiplexing single-hop lightwave network for multicasting traffic. The problem is analysed in the approach of uncapacitated single batch-processing machine scheduling. In the analysis, several solution properties are characterized with respect to a mean flow time measure, based upon which two heuristic algorithms are developed, along with a dynamic programming algorithm. Several numerical experiments show that the heuristic algorithms generate good schedules. The problem is extended to consider two measures simultaneously including the mean flow time and the number of transmissions, for which the proposed algorithms also perform well.     

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     

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.     

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.     

Synthesis and luminescence characteristics of conjugated dendrimers with 2,4,6‐triaryl‐1,3,5‐triazine periphery

We have synthesized conjugated dendrimer with triazine peripheries, and their luminescence properties were investigated. The dendrimers consist of dendritic triazine wedges for electron transport, distyrylbenzene core as an emitting moiety, and t‐butyl peripheral groups for good processing properties. The dendrimers have LUMO values of about ?2.7 eV possibly because of the triazine moiety with high electron affinity. Photoluminescence study indicates that energy transfer occurs from the triazine wedges to the stilbene bridge, and finally to the core chromophore units due to a cascade decrease of bandgap from the peripheral wedge to core moiety. Therefore, the emission wavelength was determined by the structure of the core unit. The energy transfer efficiency of distyrylbenzene‐cored dendrimers was about 75 and 55% for Trz‐1GD‐DSB and Trz‐2GD‐DSB, respectively. A preliminary electroluminescence property also was investigated. © 2005 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 44: 254–263, 2006     

Tunable magnetic arrangement of iron oxide nanoparticles in situ synthesized on the solid substrate from diblock copolymer micelles

Hexagonal arrangement of iron oxide nanoparticles was fabricated by utilizing a single-layered film of diblock copolymer micelles. The synthesis was directly performed on the solid substrate by oxygen plasma with preserving the dimensional order of micelles so that separate procedures for synthesis and deposition of nanoparticles were not necessary. Since the oxygen plasma treatment also eliminated polymers, pure patterns of iron oxide nanoparticles were obtained. Moreover, easy control over the size of nanoparticles enabled us to selectively create a ferrimagnetic or a superparamagnetic pattern of iron oxide nanoparticles without altering the fabrication process.