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.     

Self-dual Chern–Simons Vortices on Bounded Domains

In this Letter we consider the Abelian Chern–Simons vortices on a bounded simply connected domain. We establish the existence of solutions for the self-duality equations. We prove the uniqueness of solutions when all the vortex points are equal and the domain is star-shaped. We also show the radial symmetry of solutions on balls centered at the vortex point.     

Generation of highly stable amidate anion in anionic polymerization of 3‐(triethylsilyl)propyl isocyanate

To study living anionic polymerization, 3‐(triethylsilyl)propyl isocyanate (TEtSPI) monomer was synthesized by hydrosilylation of allylamine with triethylsilane and treatment of the resulting amine with triphosgene. The polymerization of TEtSPI was performed with sodium naphthalenide (Na‐Naph) as an initiator and in the absence and presence of sodium tetraphenylborate (NaBPh₄) as an additive in tetrahydrofuran (THF) at ?78 and at ?98 °C. A highly stabilized amidate anion for living polymerization of isocyanates was generated for the first time with the combined effect of the bulky substituent and the shielding action of the additive NaBPh₄, extending the living character at least up to 120 min at ?98 °C. Even the anion could exist at ?78 °C for 10 min. A block copolymer, poly(n‐hexyl isocyanate)‐b‐poly[(3‐triethylsilyl)propyl isocyanate]‐b‐poly(n‐hexyl isocyanate), was synthesized with quantitative yields and controlled molecular weights via living anionic polymerization in THF at ?78 °C for TEtSPI and ?98 °C for n‐hexyl isocyanate, respectively, with Na‐Naph with three times of NaBPh₄ as a common ion salt. © 2004 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 42: 933–940, 2004     

Synthesis and characterization of soluble polyimides containing trifluoromethyl groups in their backbone

A series of polyimides were synthesized from 2,2‐Bis(3,4‐dicarboxyphenyl)hexafluoropropane, 2,2‐bis(3‐amino‐4‐hydroxyphenyl)‐hexafluoropropane, and 4,4′‐oxydianiline by chemical imidization. The effects of the diamine ratios on the properties of the films were evaluated through the study of their thermal, electrical, and morphological properties. All the polymers exhibited better solubility in most of the organic solvents and hence were easily processable. Polyimides with more 2,2‐bis(3‐amino‐4‐hydroxyphenyl)‐hexafluoropropane exhibited better solubility and a low refractive index, which is highly desired for microelectronic applications. The dielectric constant and birefringence were strongly dependent on the fluorine content. With an increase in the fluorine substitution, both the dielectric constant and birefringence decreased. All the polymers exhibited high thermal stability (>400 °C). The absence of crystalline melting in differential scanning calorimetry and broad wide‐angle X‐ray diffraction patterns revealed the amorphous nature of the polymers, which was due to the presence of bulky CF₃ groups and hinged ether linkages of the diamine component. The residual stress values decreased with an increase in the 4,4′‐oxydianiline content, and the results were in agreement with the dielectric constant. © 2004 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 42: 4303–4312, 2004     

Thermal behavior of metallodendrimers possessing bis(terpyridinyl)Ru(II) connectivity and different surface functionality

A series of metallodendrimers, assembled by means of bis(terpyridinyl)Ru^(II) connectivity on poly(propylene imine) dendrimer scaffolds, with homogeneous or heterogeneous surfaces, were prepared. Differential scanning calorimetry and thermogravimetric analysis were used to determine their thermal behavior, glass‐transition temperatures, and the decomposition kinetics and temperatures; no synergy effects for these properties were observed for the heterogeneously surfaced constructs in contrast to the corresponding homogeneously coated materials, which exhibited different values depending on their surface functionalities. © 2004 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 42: 1487–1495, 2004     

Electrospinning of ultrafine cellulose acetate fibers: Studies of a new solvent system and deacetylation of ultrafine cellulose acetate fibers

Electrospinning of cellulose acetate (CA) in a new solvent system and the deacetylation of the resulting ultrafine CA fibers were investigated. Ultrafine CA fibers (∼2.3 μm) were successfully prepared via electrospinning of CA in a mixed solvent of acetone/water at water contents of 10–15 wt %, and more ultrafine CA fibers (0.46 μm) were produced under basic pH conditions. Ultrafine cellulose fibers were regenerated from the homogeneous deacetylation of ultrafine CA fibers in KOH/ethanol. It was very rapid and completed within 20 min. The crystal structure, thermal properties, and morphology of ultrafine CA fibers were changed according to the degree of deacetylation, finally to those of pure cellulose, but the nonwoven fibrous mat structure was maintained. The activation energy for the deacetylation of ultrafine CA fibers was 10.3 kcal/mol. © 2003 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 42: 5–11, 2004     

Effects of poly[styrene‐b‐(ethylene‐co‐butylene)‐b‐styrene] on the charge distributions of low‐density polyethylene/polystyrene blends

The effect of the triblock copolymer poly[styrene‐b‐(ethylene‐co‐butylene)‐b‐styrene] (SEBS) on the formation of the space charge of immiscible low‐density polyethylene (LDPE)/polystyrene (PS) blends was investigated. Blends of 70/30 (wt %) LDPE/PS were prepared through melt blending in an internal mixer at a blend temperature of 220 °C. The amount of charge that accumulated in the 70% LDPE/30% PS blends decreased when the SEBS content increased up to 10 wt %. For compatibilized and uncompatibilized blends, no significant change in the degree of crystallinity of LDPE in the blends was observed, and so the effect of crystallization on the space charge distribution could be excluded. Morphological observations showed that the addition of SEBS resulted in a domain size reduction of the dispersed PS phase and better interfacial adhesion between the LDPE and PS phases. The location of SEBS at a domain interface enabled charges to migrate from one phase to the other via the domain interface and, therefore, resulted in a significant decrease in the amount of space charge for the LDPE/PS blends with SEBS. © 2004 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 42: 2813–2820, 2004     

Coverage dependent magnetic properties of Co chain-coated carbon nanotube

Magnetic properties of Co chain-coated carbon nanotube (CNT) were investigated using a first-principles calculation. Binding energy between Co chain and CNT increased with the coverage ratio, and the adsorption of Co chains on CNT enhanced the conductance channel. Total magnetic moment of Co chains coated on CNT increased with the coverage ratio, while the magnetic moment per Co atom decreased due to spin flip of majority spin states in Co atoms. Spin polarization at the Fermi level of the Co chains was calculated to converge to that of bulk fcc Co.     

Analysis of the manufacturing lead time in a production system with non-renewal batch input,threshold policy and post-operation

In this paper, we analyze the manufacturing lead time in a production system with BMAP (Batch Markovian Arrival process) input and post-operation operated under the N-policy. We use the factorization principle to derive the waiting time distribution (hence the manufacturing lead time) and the mean performance measures. A numerical example is provided.