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     

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.