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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. 相似文献
4.
Time-domain numerical computation of noise reduction by diffraction and finite impedance of barriers
Chang Woo Lim 《Journal of sound and vibration》2003,268(2):385-401
A new time-domain numerical method is presented for the estimation of noise reduction by the diffraction and finite impedance of barriers. High order finite difference schemes conventionally used for computational aeroacoustics, and time-domain impedance boundary conditions are utilized for the development of the time-domain method. Compared with other methods, this method can be applied more easily to the problems related to nonlinear noise propagation such as impulsive noise and broadband noise. Linearized Euler equations in Cartesian co-ordinates are considered and solved numerically. Straight and T-shaped barriers with and without surface admittance are calculated. In order to assess the accuracy of this time-domain method, comparison with the results of SYSNOISE software (Ver. 5.3) are made. There are very good agreements between the results of the present time-domain numerical method and the boundary element method of the SYSNOISE software. 相似文献
5.
Jong Chan Lee Jin Young Park So Young Yoon Yong Hun Bae Seung Jun Lee 《Tetrahedron letters》2004,45(1):191-193
A novel and direct method for the synthesis of α-halocarbonyl compounds using sequential treatment of carbonyl compounds with [hydroxy(tosyloxy)iodo]benzene followed by magnesium halides under solvent-free microwave irradiation conditions is described. 相似文献
6.
Sang‐Uk Kim Choonkeun Lee Saimani Sundar Wonbong Jang Seung‐Jin Yang Haksoo Han 《Journal of Polymer Science.Polymer Physics》2004,42(23):4303-4312
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 相似文献
7.
Won Keun Son Ji Ho Youk Taek Seung Lee Won Ho Park 《Journal of Polymer Science.Polymer Physics》2004,42(1):5-11
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 相似文献
8.
Yang Woo Shin 《Operations Research Letters》2004,32(4):364-373
We consider a single server queue with disasters where the arrivals of customers and disasters are correlated. When a disaster occurs, it removes all the customers in the system and there requires repair time for the system to be operated normally. The stationary queue length distribution at the embedded points and at an arbitrary time are presented. 相似文献
9.
Man Young Kim Seung Wook Baek 《Journal of Quantitative Spectroscopy & Radiative Transfer》2005,90(3-4):377-388
Radiative heat transfer in an axisymmetric enclosure with absorbing, emitting, and scattering medium is studied here by using the different methods such as MDOM, FVM, and MFVM with emphasis on the treatment of angular derivative term, which appears in curvilinear coordinates due to angular redistribution. After final discretization equation for MFVM is introduced by using the step scheme and directional weights, the present approach is validated by applying it to three different benchmarking problems with absorbing, emitting, and scattering medium. All of the results presented here support its accuracy as well as moderate efficiency. Finally, the present approaches are applied to a truncated cone-shaped enclosure as a body-fitted geometry case. 相似文献
10.
Ju Yeon Woo Eun Hee Kim Tae Hoon Yoon Jae Chang Kim Byung Kyu Kim 《Liquid crystals》2007,34(9):1115-1120
Chiral dopants were added to the formulation of holographic polymer-dispersed liquid crystals and the effects studied in terms of grating formation dynamics, morphology, diffraction efficiency, contrast ratio and electro-optical properties of the films. A gradual increase of real-time diffraction efficiency, decrease of droplet size and increase of diffraction efficiency of the composite film were obtained with the addition and increasing content of chiral dopant, due to the increased viscosity of the liquid crystal (LC) doped with the chiral dopant leading to decreased droplet coalescence. The contrast ratio decreased with increasing content of chiral dopant due to the difficult orientation of LC molecules caused by the formation of a helical structure. Addition of a small amount of the chiral dopant increased the driving voltage slightly, whereas the decay time is decreased significantly as a result of the high twisting of the helical structure. 相似文献