• Communications of the Korean Mathematical Society
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• v.31 no.1
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• pp.199-207
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• 2016

A chained option is a barrier option activated in the event that the underlying asset price crosses barrier or barriers prior to maturity in a specified order. In this paper, we study the pricing of chained options with the quanto property called the "Quanto chained option". A quanto chained option is a chained option starting at time when the foreign exchange rate has the multiple crossing of specified barriers. We provide closed-form formulas for valuing the quanto chained options based on probabilistic approach.

• Proceedings of the Korean Society of Crop Science Conference
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• 1989.02a
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• pp.88-89
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• 1989

• Communications for Statistical Applications and Methods
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• v.9 no.3
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• pp.675-682
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• 2002

In this study, we develop the statistical analysis program for genetic analysis of diallel crosses data by SAS/MACRO, SAS/IML. Genetic analysis is to estimate of genetics parameters and heredity with reciprocal cross and without reciprocal cross. Statistical analysis program solve the problem of the difficulties on the data analysis in field denetics and breeding Therefore the user whoever want to analysis of data on genetics and breeding easily conduct the work saving time and suffering.

• Journal for History of Mathematics
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• v.15 no.3
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• pp.83-93
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• 2002

We investigate a history of reseahches of a nonlinear elliptic equation with jumping nonlinearity, under Dirichlet boundary condition. The investigation will be focussed on the researches by topological methods. We also add recent researches, relations between multiplicity of solutions and source terms of tile equation when the nonlinearity crosses two eigenvalues and the source term is generated by three eigenfunctions.

• Journal of the Korean Mathematical Society
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• v.37 no.6
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• pp.943-956
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• 2000

We investigate a relation between multiplicity of solutions and source terms of jumping problem in wave equation when the nonlinearity crosses an eigenvalue and the source term is generated by finite eigenfunctions. We also show that the jumping problem has infinitely many solutions when the source term is positive multiple of the positve eigenfunction.

• Korean Journal of Mathematics
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• v.17 no.2
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• pp.197-210
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• 2009

We prove the existence of multiple solutions (${\xi},{\eta}$) for perturbations of the elliptic system with Dirichlet boundary condition $$(0.1)\;\begin{array}{lcr}A{\xi}+g_1({\xi}+ 2{\eta})=s{\phi}_1+h\;in\;{\Omega},\\A{\xi}+g_2({\xi}+ 2{\eta})=s{\phi}_1+h\;in\;{\Omega},\end{array}$$ where $lim_{u{\rightarrow}{\infty}}\frac{gj(u)}{u}={\beta}_j$, $lim_{u{\rightarrow}-{\infty}}\frac{gj(u)}{u}={\alpha}_j$ are finite and the nonlinearity $g_1+2g_2$ crosses eigenvalues of A.

• Korean Journal of Mathematics
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• v.24 no.4
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• pp.637-645
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• 2016

In this paper, we study dynamical Bifurcation of the Burgers-Fisher equation. We show that the equation bifurcates an invariant set ${\mathcal{A}}_n({\beta})$ as the control parameter ${\beta}$ crosses over $n^2$ with $n{\in}{\mathbb{N}}$. It turns out that ${\mathcal{A}}_n({\beta})$ is homeomorphic to $S^1$, the unit circle.

• Korean Journal of Mathematics
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• v.20 no.1
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• pp.125-135
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• 2012

We obtain the multiple solutions for the fourth order elliptic problem with a variable coefficient and a jumping semilinear term. We have a result that there exist at least two solutions if the variable coefficient of the semilinear term crosses some number of the eigenvalues of the biharmonic eigenvalue problem. We obtain this multiplicity result by applying the Leray-Schauder degree theory.

• Korean Journal of Mathematics
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• v.16 no.1
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• pp.1-24
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• 2008

Let $Lu=u_{tt}+u_{xxxx}$ and E be the complete normed space spanned by the eigenfunctions of L. We reveal the existence of six nontrivial solutions of a nonlinear suspension bridge equation $Lu+bu^+=1+{\epsilon}h(x,t)$ in E when the nonlinearity crosses three eigenvalues. It is shown by the critical point theory induced from the limit relative category of the torus with three holes and finite dimensional reduction method.

• Proceedings of the Korean Aquaculture Society Conference
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• 2005.05a
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• pp.92-92
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• 2005