• Title/Summary/Keyword: multiple reflection

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PRICING OF QUANTO CHAINED OPTIONS

  • Kim, Geonwoo
    • 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.

Measurement of absorption coefficient using beamforming method (빔형성방법을 이용한 흡음계수 측정법)

  • Ju, Hyung-Jun;Kang, Yeon-June
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2002.11a
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    • pp.370.1-370
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    • 2002
  • A method using beamforming has been developed to measure absorption coefncient of oblique incidence. MUSIC(Multiple Signal Classification) method detects the angle of incidence and reflection. And beamforming method separates the incident and reflected wave. And spatial smoothing technique is used to reduce the coherence between the incident and reflected wave. The test material were modeled as a locally reacting surface. Numerical and experiment results are performed to verify the performance of proposed method.

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Demonstration of RSOA-Based 20 Gb/s Linear Bus WDM-PON with Simple Optical Add-Drop Node Structure

  • Lee, Han-Hyub;Cho, Seung-Hyun;Lee, Eun-Gu;Lee, Sang-Soo
    • ETRI Journal
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    • v.32 no.2
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    • pp.248-254
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    • 2010
  • We demonstrate a linear bus wavelength-reused gigabit wavelength-division multiplexing passive optical network (WDM-PON) with multiple optical add-drop nodes. A commercially available reflective semiconductor optical amplifier-based WDM-PON has a sufficient power budget to provide multiple optical add/drop nodes in 16 WDM channels. Sixteen 1.25 Gb/s WDM channels are successfully transmitted over 20 km of single-mode fiber with four optical add/drop multiplexers, even with 32 dB reflection and chromatic dispersion in the link.

Computer Simulation of Multiple Reflection Waves for Thickness Measurement by Ultrasonic Spectroscopy (초음파 Spectroscopy에 의한 두께측정을 위한 다중반사파의 시뮬레이션)

  • Park, I.G.;Han, E.K.;Choi, M.Y.
    • Journal of the Korean Society for Nondestructive Testing
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    • v.12 no.1
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    • pp.9-15
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    • 1992
  • Ultrasonic spectroscopy is likely to become a very powerful NDE method for detection of microfects and thickness measurement of thin film below the limit of ultrasonic distance resolution in the opaque materials, provides a useful information that cannot be obtained by a conventional ultrasonic measuring system. In this paper, we considered a thin film below the limit of ultrasonic distance resolution sandwitched between two substances as acoustical analysis model, demonstrated the usefulness of ultrasonic spectroscopic analysis technique using information of ultrasonic frequency for measurements of thin film thickness, regardless of interference phenomenon and phase reversion of ultrasonic waveform. By using frequency intervals(${\triangle}f$) of periodic minima from the ratio of reference power spectrum of reflective waveform obtained a sample to power spectrum of multiple reflective waves obtained interference phenomenon caused by ultrasonic waves reflected at the upper and lower surfaces of a thin layer, can measured even dimensions of interest are smaller than the ultrasonic wave length with simplicity and accuracy.

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Optimum design of broadband RAM(Radar Absorbing Material)'s using multi-layer dielectrics (다층유전체를 이용한 광대역 전파흡수체 최적 설계)

  • 남기진;이상설
    • Journal of the Korean Institute of Telematics and Electronics A
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    • v.32A no.1
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    • pp.70-78
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    • 1995
  • In order to implement broadband RAM's(Radar Absorbing Materials) made up of multiple dielectricl layers, the design variables such as the dielectrci constaints, the depths and the loss tangents of dielectric are optimized. The wave impedances regarding the reflective wave are found in dielectrics, input impedances and reflection coefficients with multiple dielectric layers are derived from the transmission line circuit theory. Finally, minimum average reflective power and optimum design variables are obtained by applying the numerical technique, called modified Powell method. In case of four dielectric layers with inequality constraints in design variables, a quite favourable and feasible result with the total depth of 1.1 cm, the average reflective power of 0.85% over the bradband frequency range is obtained for a specific example.

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Design of a Plasmonic Switch Using Ultrathin Chalcogenide Phase-change Material

  • Lee, Seung-Yeol
    • Current Optics and Photonics
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    • v.1 no.3
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    • pp.239-246
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    • 2017
  • A compact plasmonic switching scheme, based on the phase change of a thin-film chalcogenide material ($Ge_2Sb_2Te_5$), is proposed and numerically investigated at optical-communication wavelengths. Surface plasmon polariton modal analysis is conducted for various thicknesses of dielectric and phase-change material layers, and the optimized condition is induced by finding the region of interest that shows a high extinction ratio of surface plasmon polariton modes before and after the phase transition. Full electromagnetic simulations show that multiple reflections inside the active region may conditionally increase the overall efficiency of the on/off ratio at a specific length of the active region. However, it is shown that the optimized geometrical condition, which shows generally large on/off ratio for any length of active region, can be distinguished by observing the multiple-reflection characteristic inside the active region. The proposed scheme shows an on/off switching ratio greater than 30 dB for a length of a few micrometers, which can be potentially applied to integrated active plasmonic systems.

Analysis of Keyhole Formation and Stability in Laser Spot Welding (레이저 점 용접의 키홀 발생과 안정성에 대한 해석)

  • 고성훈;이재영;유중돈
    • Journal of Welding and Joining
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    • v.20 no.4
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    • pp.484-490
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    • 2002
  • The formation and stability of stationary laser weld keyholes were investigated using a numerical simulation. The effect of multiple reflections in the keyhole was estimated using the ray tracing method, and the free surface profile, flow velocity and temperature distribution were calculated numerically. In the simulation, the keyhole was formed by the displacement of the melt induced by evaporation recoil pressure, while surface tension and hydrostatic pressure opposed cavity formation. A transition mode having the geometry of the conduction mode with keyhole formation occurred between the conduction and keyhole modes. At laser powers of 500W and greater, the protrusion occurred on the keyhole wall, which resulted in keyhole collapse and void formation at the bottom. Initiation of the protrusion was caused mainly by collision of upward and downward flows due to the pressure components, and Marangoni flow had minor effects on the flow patterns and keyhole stability.bility.

Determinants for Korean Film Success: Reflection of Mass Culture Code and the Interaction Effect of Director and Actor

  • Kwak, Ki-Ho;Kim, Bo-Won;Jo, Hyeon
    • Communications for Statistical Applications and Methods
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    • v.19 no.5
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    • pp.731-741
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    • 2012
  • The Korean film industry has grown fast since the 2000s in terms of entering the 50% market share level, the emergence of 10million box-office movies and export performance improvement; however, the earning rate of production and investment part has decreased and recorded a minus value since 2005. This article aims to find key the determinants for the success of Korean movies from 2001~2006, a period of high growth and success of the Korean film industry through a multiple regression analysis. This paper introduces new determinants such as the interaction effect of the director and lead actor as well as mass culture codes. Finally, the authors suggest some proposals to make the Korean Film Industry more profitable.

Design of Two-port MIMO Antennas without Space for Isolation

  • Jo, Hyun-Dong;Park, Wee-Sang
    • International journal of advanced smart convergence
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    • v.1 no.1
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    • pp.1-5
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    • 2012
  • We propose a structure for a multiple input multiple output antenna which has no space for isolation. The antenna operates in a frequency range of 2.4-2.48 GHz and can achieve a high channel capability as a Bluetooth antenna. The MIMO antenna consists of two planar inverted F antennas with symmetric structure. We designed the proposed antenna using HFSS simulator, and we designed the fabricated antenna using PCB fabricator. The MIMO antenna's isolation $S_{21}{\leq}-10dB$ and reflection coefficient $S_{11}{\leq}-20dB$. The proposed antenna's specification satisfies Bluetooth antenna's criteria and has more space than the existing MIMO antennas, which have space for isolation.

An analytical model for displacement response spectrum considering the soil-resonance effect

  • Zhang, Haizhong;Zhao, Yan-Gang
    • Earthquakes and Structures
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    • v.22 no.4
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    • pp.373-386
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    • 2022
  • The development of performance-based design methodologies requires a reasonable definition of a displacement-response spectrum. Although ground motions are known to be significantly affected by the resonant-like amplification behavior caused by multiple wave reflections within the surface soil, such a soil-resonance effect is seldom explicitly considered in current-displacement spectral models. In this study, an analytical approach is developed for the construction of displacement-response spectra by considering the soil-resonance effect. For this purpose, a simple and rational equation is proposed for the response spectral ratio at the site fundamental period (SRTg) to represent the soil-resonance effect based on wave multiple reflection theory. In addition, a bilinear model is adopted to construct the soil displacement-response spectra. The proposed model is verified by comparing its results with those obtained from actual observations and SHAKE analyses. The results show that the proposed model can lead to very good estimations of SRTg for harmonic incident seismic waves and lead to reasonable estimations of SRTg and soil displacement-response spectra for earthquakes with a relatively large magnitude, which are generally considered for seismic design, particularly in high-seismicity regions.