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.     

Facile modifications of a polyimide via chloromethylation. I. Novel synthesis of a new photosensitive polyimide

A soluble aromatic polyimide was chloromethylated via a reaction with chloromethyl methyl ether in the presence of tin(IV) chloride to produce a new starting material for the modification of aromatic polyimides. The chemical structure of the resulting polymer was confirmed by ¹H NMR and Fourier transform infrared spectroscopy. The maximum number of chloromethyl groups per repeat unit was 1.81. The chloromethylated polyimide was stable up to 250 °C and soluble in both chloroform and tetrahydrofuran. So that its utilization for further modification could be demonstrated, cinnamic acid was reacted with the formed polyimide, and it produced a new photosensitive polyimide with a cinnamoyl side chain. The photosensitivity of the resulting polyimide was investigated with ultraviolet spectroscopic methods. © 2002 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 41: 22–29, 2003     

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     

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.     

Entanglement system,Casimir energy and black hole

We investigate the connection between the entanglement system in Minkowski spacetime and the black hole using the scaling analysis. Here we show that the entanglement system satisfies the Bekenstein entropy bound. Even though the entropies of two systems are the same form, the entanglement energy is different from the black hole energy. Introducing the Casimir energy of the vacuum energy fluctuations rather than the entanglement energy, it shows a feature of the black hole energy. Hence the Casimir energy is more close to the black hole than the entanglement energy. Finally, we find that the entanglement system behaves like the black hole if the gravitational effects are included properly.     

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.