• Title/Summary/Keyword: Call

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FINITE ELEMENT METHODS FOR THE PRICE AND THE FREE BOUNDARY OF AMERICAN CALL AND PUT OPTIONS

  • Kang, Sun-Bu;Kim, Taek-Keun;Kwon, Yong-Hoon
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.12 no.4
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    • pp.271-287
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    • 2008
  • This paper deals with American call and put options. Determining the fair price and the free boundary of an American option is a very difficult problem since they depends on each other. This paper presents numerical algorithms of finite element method based on the three-level scheme to compute both the price and the free boundary. One algorithm is designed for American call options and the other one for American put options. These algorithms are formulated on the system of the Jamshidian equation for the option price and the free boundary. Here, the Jamshidian equation is of a kind of the nonhomogeneous Black-Scholes equations. We prove the existence and uniqueness of the numerical solution by the Lax-Milgram lemma and carried out extensive numerical experiments to compare with various methods.

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An Operator Assisted Call Routing System

  • Lee, Chun-Jen;Jason S. Chang
    • Proceedings of the Korean Society for Language and Information Conference
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    • 2002.02a
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    • pp.271-280
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    • 2002
  • A system to assist call routing task for telephone operators at the Directorate General of Telecommunications (DGT) in Taiwan is reported in this paper. The system was developed based on DGT organization profile with description of its six divisions instead of a corpus of recorded and transcribed call-routing dialogs. An acoustic module and an information retrieval module were built specifically for this task. The construction of IR module was based on term extraction and thesaurus discovery processes. By integrating acoustic and IR module, the system achieves satisfactory performance and provides a promising approach to call routing. Simulation results indicated that the proposed algorithm outperforms standard classification methods. A working system based on the proposed approach has been implemented and experimental results are presented.

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Quantitative assessment of effects of TOUCH & CALL - Effects of reaction method on choice reaction to monitor presented stimuli - (지적확인활동의 정량적 평가 -모니터 자극에 대한 선택반응시 반응방법에 따른 실수율 변화-)

  • 장성록;목연수;이동훈;전경원
    • Journal of the Korean Society of Safety
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    • v.8 no.3
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    • pp.73-77
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    • 1993
  • Automation and mechanization of work make people put the machine into operation and watch the state of operations. In the process of those works, they are apt to have accidents caused by their carelessness. To reduce such accidents, we can practise TOUCH and CALL, which Is to Indicate and ascertain the dangerous parts at every process before performing works. The objectives of thls study are to show quantitatively the efficiency of TOUCH & CALL and to examine the effects of S-R compatibility. The results show that reaction time is longer(0.138-0.279sec.) in case of indicating with finge,s and shouting than that of responding only visually. On the other hand, the error rate decreases by 3.3 times-7times. From this, it is considered to verify quantitative estimation on multiple feedback of TOUCH & CALL.

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A Study on the Internal Service Quality of Airline Call Center's Agent on Job Satisfaction and Turnover Intention (항공사 콜센터 내부서비스품질과 상담원의 직무만족 및 이직의도 연구)

  • Choi, Eun-Joo
    • Journal of Advanced Navigation Technology
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    • v.13 no.5
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    • pp.619-629
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    • 2009
  • This study focuses on assessing the impacts of the internal service quality components at airline call center on the job satisfaction of agent and turnover intention for effective operation, thereby giving suggestions to manages on the design and the operation of call centers. The major finding of this study showed that intangibility, reliability, authority, leadership are found to have a great influence on the job satisfaction and job satisfaction did not influence on turnover intention.

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An Estimation on Demand of Telephone Service in Major Cities of Korea (우리나라 지역별 전화서비스 수요의 추정 - 주택용 전화서비스 수요를 중심으로 -)

  • 최동수
    • Journal of Korea Technology Innovation Society
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    • v.1 no.3
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    • pp.374-385
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    • 1998
  • This study is estimates telephone service demand based on empirical studies of telecommunication service demand model. First, the telephone charge(call price index) by each location and subscription fee bring about a negative effect to telephone distribution rate: while the other explanatory variables bring about a positive effect. Second, the flexibility of telephone charge in A location(relevant location) and the flexibility between the distance of A location and B location are negative values, while the flexibility of other explanatory variables is represented in a positive value. This means that the long distance call numbers from A location to B location are in inverse proportion against the phone charge(call price index) of A location and against the distance between A location and the distance of other locations except A location, while they are in direct proportion with an average call number per minute from A location to other locations except A location, and also with subscription numbers of A location, other subscribers in locations other than A location, and the total expenditures of A location.

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Programming Interface for DAG-based Co-scheduling of GirdRPC (GridRPC의 DAG 기반 Co-scheduling을 위한 프로그래밍 인터페이스)

  • Choi, Ji-Hyun;Lee, Dong-Woo;Kim, Mi-Ok;Ramakrishna, R.S.
    • Proceedings of the Korea Information Processing Society Conference
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    • 2003.11a
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    • pp.189-192
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    • 2003
  • 이 논문에서는 그리드환경에서 Remote Procedure Call(RPC) 프로그래밍 인터페이스를 위한 메커니즘인 GridRPC 의 성능향상을 위해 DAG 기반의 Co-scheduling API 를 제안한다. 네트워크 상의 통신횟수를 줄임으로써 GridRPC call 의 최적화를 도모하기 위한 프로그래밍 인터페이스와 이를 가능하게 하는 서버구조를 제안한다. DAG 기반의 co-scheduling 은 서버-클라이언트간의 연산에 사용되는 입력값과 출력값들의 흐름을 분석하여 사용자로 하여금 DAG(Directed Acyclic Graph)로 GridRPC call 들을 구성하고 이를 기반으로 GridRPC call 들을 최적화하는 방법이다. 또한, GridRPC가 Client Interface 이기 때문에 생기는 문제점인 서버간의 지원의 문제점을 SOAP 서버의 Wrapping 을 통해 해결한다.

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A Study on Call Admission Control in CDMA Hierarchical Cellular Systems (CDMA 계층 셀 시스템에서의 호 수락 제어에 관한 연구)

  • Kim Ho-Joon
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.10 no.9
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    • pp.1685-1690
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    • 2006
  • The future mobile communication system should be operated with hierarchical cellular system for providing high quality multimedia services within limited wireless resources. In this paper, we have studied a call admission control scheme applied in hierarchical CDMA cellular system nested with macro, macro, and pico cells. When the proposed call admission control algorithm was applied we got 20% more system capacity than no admission control was applied.

Development Method and Design of B-ISDN Protocol embedded IP-PBX System for Multimedia Communication (B-ISDN프로토콜 내장의 멀티미디어통신용 IP-PBX 시스템의 개발방법 및 설계)

  • Choi Jae-Won
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.10 no.9
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    • pp.1700-1709
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    • 2006
  • In this raper we researched on the development methods and design of the B-ISDN protocol embedded IP-PBX System with the computers interconnected by the Internet for the previous telephone exchange and communication. We designed the structure of the user terminal and exchange sewer of the IP-PBX System, defined message and data structure for call control, and designed call control state transition and call control message flows for user's communication. And we researched on the message flows for supplementary services and the call control for multiple calls.

Adaptive Call Admission Control Scheme for Heterogeneous Overlay Networks

  • Kim, Sung-Wook
    • Journal of Communications and Networks
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    • v.14 no.4
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    • pp.461-466
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    • 2012
  • Any future heterogeneous overlay network system must be able to support ubiquitous access across multiple wireless networks. To coordinate these diverse network environments, one challenging task is a call admission decision among different types of network. In this paper, we propose a new call admission control scheme to provide quality of service (QoS) while ensuring system efficiency. Based on the interplay between network structure and dynamics, we estimate the network's QoS level and adjust the service price adaptively with the aim of maximizing the network performance. A simulation shows that the proposed scheme can approximate an optimized solution while ensuring a well-balanced network performance in widely different network environments.

Usage parameter control mechanism using a virtual buffer for ATM networks (ATM 망에서 가상 버퍼를 이용한 사용자 파라메타 제어 메카니즘)

  • 박창욱;임인칠
    • Journal of the Korean Institute of Telematics and Electronics A
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    • v.33A no.2
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    • pp.23-31
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    • 1996
  • This paper proposes a new UPC(usage parameter control) mechanism that varies the token generation rate of leaky bucket by observing virtual buffer, thus achieving an improvement of performance. An acceptance of a call in B-ISDN is determined by call admission control. A UPC that polices the agreed traffic parameters of a call and takes appropriate actions to prevent congestion in networks. The cell loss probability of conventional UPC is far from that of ideal UPC. The proposed mechanism has a better policing ability and response time for nonconforming call. The proposed mechanism uses ON-OFF model as input traffic. The results of simulation show the efficiency of the proposed mechanism.

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