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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
3.
Quantization of Underdamped, Critically Damped, and Overdamped Electric Circuits with a Power Source
Jeong-Ryeol Choi 《International Journal of Theoretical Physics》2002,41(10):1931-1939
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. 相似文献
4.
The fuzzification of convex sets in median algebras is considered, and some of their properties are investigated. A characterization of finite valued fuzzy convex set is given. 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.
Jeong Ryeol Choi 《International Journal of Theoretical Physics》2004,43(4):947-958
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. 相似文献
7.
A parallel DSMC method based on a cell‐based data structure is developed for the efficient simulation of rarefied gas flows on PC‐clusters. Parallel computation is made by decomposing the computational domain into several subdomains. Dynamic load balancing between processors is achieved based on the number of simulation particles and the number of cells allocated in each subdomain. Adjustment of cell size is also made through mesh adaptation for the improvement of solution accuracy and the efficient usage of meshes. Applications were made for a two‐dimensional supersonic leading‐edge flow, the axi‐symmetric Rothe's nozzle, and the open hollow cylinder flare flow for validation. It was found that the present method is an efficient tool for the simulation of rarefied gas flows on PC‐based parallel machines. Copyright © 2004 John Wiley & Sons, Ltd. 相似文献
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9.
Tae Young Kim Dong Myung Kim Won Jung Kim Tae Hee Lee Kwang S. Suh 《Journal of Polymer Science.Polymer Physics》2004,42(15):2813-2820
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 相似文献
10.
Yong Nam Choi Shin Ae Kim Sung Kyu Kim Sung Baek Kim Chang-Hee Lee Pavel Mikula 《Pramana》2004,63(1):175-181
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. 相似文献