• 대한산업공학회지
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• 제38권4호
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• pp.244-248
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• 2012

We present a simple numerical method for pricing American put options under a constant elasticity of variance (CEV) model. Our analysis is done in a general framework where only the risk-neutral transition density of the underlying asset price is given. We obtain an integral equation of early exercise premium. By exploiting a modification of the integral equation, we propose a novel and simple numerical iterative valuation method for American put options.

• 한국사회복지학회:학술대회논문집
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• 한국사회복지학회 2004년도 춘계학술대회 자료집
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• pp.457-473
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• 2004

This study purports to contribute to existing literatures and debates about the future of Korean public pension system by introducing the cases of pension privatization in eight Latin American countries. Following the Chilean reform in 1981, many Latin American nations to a varying degree replaced their public pension system with private one, and the performance of those private systems started to emerge. Overall, pension privatization does not appear to be the panacea that some of its advocates have argued. While it seems to remedy existing problems, it is creating new ones. As an unprecedented policy experiment, the pension privatization in many Latin American countries implies that there are a number of risks in the path of privatization.

• 대한견주관절학회:학술대회논문집
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• 대한견주관절학회 1995년도 학술대회
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• pp.20-20
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• 1995

American football is currently played in 29 Universities in Korea, It is a contact sport where injuries are inevitable. This study was undertaken to determine the incidence and the anatomical distribution of injury based on evaluation of Yonsei University American football team. A total 74 injuries was reported among 77 players Knee, ankle and hand were vulnerable to injury. Operations were performed on $9(12.2\%)$ of the injuries. Catastrophic injuries can occur in this sport, but none has happened in Yonsei University team during the 20 years for which the sports has been practised. The frequency of injuries and their profile resemble those in US-based studies so it is suggested that the precautions and preventive measures recommended in the USA should be applied and followed in Korea.

• 재무관리논총
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• 제3권1호
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• pp.213-231
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• 1996

In this study we conduct a specification test of at-the-money option volatility. Results show that the implied volatility estimate recovered from the Black-Scholes European option pricing model is nearly indistinguishable from the implied volatility estimate obtained from the Barone-Adesi and Whaley's American option pricing model. This study also investigates whether the use of Black-Scholes implied volatility estimates in American put pricing model significantly affect the prediction the prediction of American put option prices. Results show that, at long as the possibility of early exercise is carefully controlled in calculation of implied volatilities prediction of American put prices is not significantly distorted. This suggests that at-the-money option implied volatility estimates are robust across option pricing model.

• 대한가정학회지
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• 제41권6호
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• pp.29-45
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• 2003

I compared role gratification and role strain of American and East Asian married women graduate students taking multiple roles of study, assistant work in the school, family care, and household management, etc. The American students experienced more strain overall than their East Asian counterparts. Perceived gratification and strain were strongly related to time demands for the American group and to economic conditions for East Asian group. The more nontraditional the gender-role altitudes of the East Asian students, the less strain they experienced. More than half of the East Asian students perceived that their own gender roles, but not those of their husbands had changed since they came to the United States. Perceived gender-role change of the husband was strongly related to role strain for the East Asian students.

• 한국실내디자인학회:학술대회논문집
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• 한국실내디자인학회 2004년도 추계학술발표대회 논문집
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• pp.197-198
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• 2004

This study has been done to know concretely the designs of traditional American houses in eighteen century and their specific styles based on Deerfiled town and I found out followings. First, the traditional eighteen century houses in Deerfied had a 'L'shape exterior view and a flat facade and the front door made a symmetry with sash windows. A chimney had been installed in the middle of the roof and it usually had a gable with natural materials in a simple manner. Secondly, the most important factor to design houses was a front door and it had been decorated in luxury and in a display. Lastly, the traditional American houses in eighteen century had been greatly influenced not by the that of British which is commonly taken but by the various cultural backgrounds which represented regional characteristics and was rather simple.

• 대한수학회보
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• 제60권2호
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• pp.361-388
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• 2023

In this study, we deal with American lookback option prices on dividend-paying assets under a stochastic volatility (SV) model. By using the asymptotic analysis introduced by Fouque et al. [17] and the Laplace-Carson transform (LCT), we derive the explicit formula for the option prices and the free boundary values with a finite expiration whose volatility is driven by a fast mean-reverting Ornstein-Uhlenbeck process. In addition, we examine the numerical implications of the SV on the American lookback option with respect to the model parameters and verify that the obtained explicit analytical option price has been obtained accurately and efficiently in comparison with the price obtained from the Monte-Carlo simulation.

• 한국식품저장유통학회지
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• 제20권4호
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• pp.524-531
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• 2013

국내산 블루베리와 미국산 블루베리의 이화학적 품질특성을 조사하였다. 일반성분과 당도를 분석한 결과 미국산과 국내산 값이 비슷하게 나타났다. pH는 국내산 4.49, 미국산 3.46으로 낮게 나타내었으며 색도는 L, a, b 값 모두 미국산이 국내산 보다 높게 나타났다. 총페놀성 화합물 함량은 국내산이 205.29 mg%, 미국산이 182.87 mg%로 나타났고, DPPH radical 소거 활성능은 국내산이 93.48%, 미국산이 84.32%를 나타내었다. 유리당 함량은 국내산은 fructose 2,514.10 mg%, glucose 2,315.81 mg%, sucrose 69.01 mg%가 함유되어 있었고, 미국산은 fructose 2,106.06 mg%와 glucose 1,825.20 mg%만이 함유되어 있었다. 유기산 함량에서 국내산은 lactic acid 3.65 mg%와 tartaric acid 0.30 mg%가 함유되어 있었고, 미국산은 tartaric acid 2.51 mg%, succinic acid 2.47 mg%, malic acid 1.34 mg%, oxalic acid 0.24 mg%, lactic acid 0.16 mg%가 함유되어 있었다. 유리아미노산 40종 중 국내산 12종, 미국산 9종의 유리아미노산을 함유하고 있었고, 총함량은 국내산 3,90.74 mg/100g, 미국산 295.61 mg/100g 으로 미국산에 비해 국내산이 32% 더 많이 함유한 것으로 나타났다. 지방산 함량은 미국산은 2,897.08 mg%로 국내산 2,783.51 mg%보다 조금 높았으며 oleic acid>linoleic aicd>palmitic acid 순을 나타났다. 무기질 P, K, Ca 함량에서 국내산은 각각 728.903 mg%, 460.281 mg%, 157.527 mg%, 미국산은 6,948.421 mg%, 491.750 mg%, 189.152 mg%로 나타났으며, P>K>Ca>Mg순으로 함유되어 있었다. 이상의 결과로 볼 때 국내산 블루베리가 유효 화학성분이나 생리활성적 특성이 미국산보다 다소 높은 것으로 생각된다.

• 한국콘텐츠학회논문지
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• 제10권3호
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• pp.436-443
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• 2010

본 연구의 목적은 한국 대학생들과 한국에서 한국어를 배우는 중국 대학생들의 세 가지 태도-영어 학습에 대한 태도, 미국인에 대한 태도, 그리고 미국 문화에 대한 태도-에 대한 차이를 알아보는 것이다. 연구대상은 한국 대학생 101명과 중국 대학생 110명으로 총 211명이다. 두 집단의 태도는 Gardner(1985)의 AMTB 설문지를 이용하여 측정하였다. 그리고 자료 분석은 두 집단 간 태도의 차이를 알아보기 위해 t검증을 실시하였다. 연구 결과 두 집단 간 영어 학습에 대한 태도는 통계적으로 매우 유의미한 차이가 있었으며, 미국인에 대한 태도에 있어서도 유의적인 차이가 발견되었다. 그러나 두 집단 간 미국 문화에 대한 태도는 통계적으로 유의미한 차이가 없는 것으로 나타났다. 향후 영어 학습자들의 더 나은 학습 환경을 위하여 두 집단 간 다른 정의적 변수의 차이에 대한 연구도 필요하다고 본다.

• Management Science and Financial Engineering
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• 제19권2호
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• pp.37-42
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• 2013

This paper suggests a numerical method for valuation of European and American options under the two L$\acute{e}$vy Processes, Normal Inverse Gaussian Model and the Variance Gamma model. The method is based on approximation of underlying asset price using a finite-state, time-homogeneous Markov chain. We examine the effectiveness of the proposed method with simulation results, which are compared with those from the existing numerical method, the lattice-based method.