• Proceedings of the Korean Association of Geographic Inforamtion Studies Conference
• /
• 1997.12a
• /
• pp.35-50
• /
• 1997

In geodesy, a calculation of the meridian length is a basic thing. Its principle is very simple, but no exact closed formula exists and its expression has rather long terms. In Korea, the formula has been seemingly adapted from those of Japan which also use the Bessel ellipsoid as a reference. However, a formula from a noticeable reference of Japan is found to have wrong coefficient values. In this study, a formula for the meridian length with correct coefficient values is suggested and the results on different computing bases are also shown. This formula has terms simpler than the one in the Korean Surveying Act (Law) which has the same coefficients in that Japanese reference.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
• /
• 2008.05a
• /
• pp.47-50
• /
• 2008

Multiple-input multiple-output (MIMO) is an efficient technology to increase data rate in wireless networks due to bandwidth and power limitations. Data transmission rate between transmitter and receiver is determined by channel capacity. MIMO has anadvantage of reliable communication over wireless channel because of utilizing the channel capacity properly. In this letter, we drive a new formula, closed form capacity formula, using confluent hypergeometric function.

• Communications for Statistical Applications and Methods
• /
• v.28 no.3
• /
• pp.251-265
• /
• 2021

This paper discusses the pricing of autocallable structured product with knock-in (KI) feature using the exit probability with the Brownian Bridge technique. The explicit pricing formula of autocallable ELS derived in the existing paper handles the part including the minimum of the Brownian motion using the inclusion-exclusion principle. This has the disadvantage that the pricing formula is complicate because of the probability with minimum value and the computational volume increases dramatically as the number of autocall chances increases. To solve this problem, we applied an efficient and robust simulation method called the Brownian Bridge technique, which provides the probability of touching the predetermined barrier when the initial and terminal values of the process following the Brownian motion in a certain interval are specified. We rewrite the existing pricing formula and provide a brief theoretical background and computational algorithm for the technique. We also provide several numerical examples computed in three different ways: explicit pricing formula, the Crude Monte Carlo simulation method and the Brownian Bridge technique.

• The Journal of Korean Institute of Communications and Information Sciences
• /
• v.41 no.8
• /
• pp.924-927
• /
• 2016

In this paper, we consider a cumulative distribution function (CDF)-based opportunistic scheduling for downlink transmission in a cellular network consisting of a base station and multiple mobile stations. We present a closed-form formula for the average starvation period of each mobile station (i.e., the length of the time interval between two successive scheduling points of a mobile station) over Markov time-varying channels. Based on our formula, we investigate the starvation period of the CDF-based scheduling for various system parameters.

• East Asian mathematical journal
• /
• v.36 no.1
• /
• pp.55-60
• /
• 2020

We study a probabilistic approach for valuing an exchange option with default risk. The structural model of Klein [6] is used for modeling default risk. Under the structural model, we derive the closed-form pricing formula of the exchange option with default risk. Specifically, we provide the pricing formula of the option with the bivariate normal cumulative function via a change of measure technique and a multidimensional Girsanov's theorem.

• East Asian mathematical journal
• /
• v.34 no.3
• /
• pp.239-248
• /
• 2018

In this paper, we derive a closed-form formula of a second-order approximation for a European corrected option price under stochastic elasticity of variance model mentioned in Kim et al. (2014) [1] [J.-H. Kim, J Lee, S.-P. Zhu, S.-H. Yu, A multiscale correction to the Black-Scholes formula, Appl. Stoch. Model. Bus. 30 (2014)]. To find the explicit-form correction to the option price, we use Mellin transform approaches.

• Journal of the Korean Mathematical Society
• /
• v.46 no.2
• /
• pp.237-248
• /
• 2009

We give an explicit formula for the Mordell-Weil rank of an abelian fibered variety and some of its applications for an abelian fibered $hyperk{\ddot{a}}hler$ manifold. As a byproduct, we also give an explicit example of an abelian fibered variety in which the Picard number of the generic fiber in the sense of scheme is different from the Picard number of generic closed fibers.

• East Asian mathematical journal
• /
• v.37 no.1
• /
• pp.79-85
• /
• 2021

In this paper, we investigate the valuation of vulnerable exchange option that has credit risk of option issuer. The reduced-form model is used to model credit risk. We assume that credit event is determined by the jump of the counting process with stochastic intensity, which follows the mean reverting process. We propose a simple approach to derive the closed-form pricing formula of vulnerable exchange option under the reduced-form model and provide the pricing formula as the standard normal cumulative function.

• ETRI Journal
• /
• v.11 no.4
• /
• pp.98-104
• /
• 1989

Closed form solution of nonlinear 2-DEG concentration formula is proposed. This allows us to model continuous 2-DEG charge concentration as the function of gate voltage covering subthreshold region of the I-V curves. Comparisons of the Ids-Vgs characteristics and transconductance with the measured data were performed to show the accuracy of the proposed model. This way we have completely closed form I-V characteristics in subthreshold, triode and saturation region incorporating accurate charge control mechanism for HEMTs.

• Bulletin of the Korean Chemical Society
• /
• v.23 no.7
• /
• pp.971-984
• /
• 2002

The multichannel quantum defect theory (MQDT) is reformulated into the form of the configuration mixing (CM) method using the geometrical construction of the S matrix developed for the system involving two open and one closed channels. The reformulation is done by the phase renormalization method of Giusti-Suzor and Fano. The rather unconventional short-range reactance matrix K whose diagonal elements are not zero is obtained though the Lu-Fano plot becomes symmetrical. The reformulation of MQDT yields the partial cross section formulas analogous to Fano's resonance formula, which has not easily been available in other's work.