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Tomatotone과 Gibberellin(GA3)의 處理가 輸出用 가지(Solanum melongena. L)의 生育 및 收量에 미치는 影響
최성관,이재필,진동호,오주성,박흥식,정순재 동아대학교 농업생명과학연구소 2001 農業生命資援硏究 Vol.10 No.1
These grafting seeding "Torobambica", rootstock "Jang Ja" and "Chuk Yang" were tested to investigate the differences between the growth of eggplants and the number of eggplants which can be influenced by the growth retardant aerosol. For the test of the growth retardant aerosol, the flower clusters were sprayed with one hundred units of Tomatotone liquid and with three hundred units of GA3 on the day they flowered and sprayed two or three days before flowering. The results were as follows: 1.According to the growth retardant aerosol of Tomatotone, the plant height was the tallest at 226.21 cm with foliar spray and the high Marketable fruit was good at the percent of 77.38 with a flowering spray and Tomatotone on the day they flowered. 2.According to the growth retardant aerosol of GA3, the plant's height was the tallest at 229.27cm with foliage which was sprayed every week. The high quality fruit was good at the percent of 69.11 with a flowering spray and GA3 on the day they flowered. 3.According to Tomatotone and GA3 treatments of the plant growth regulators, the plant's height was the tallest sprayed every week and the high Marketable fruit was good at the flowering spray and Tomatotone on the day they flowered. and Yield per 10a was good at the flowering spray and Tomatotone on the day they flowered.
아조벤젠 분자(Disperse Red 1)를 포함한 측쇄형 고분자에서 광유도 복굴절의 실시간적 조사
신희득,주원제,오차환,송석호,김필수,한양규 한양대학교 자연과학연구소 2001 自然科學論文集 Vol.20 No.-
아조벤젠 그룹을 포함한 측쇄형 고분자 필름(PDR1)에서 광 유도된 이방성을 실시간적으로 조사하였다. 수평, 수직한 흡수율의 변화를 광 유도된 복굴절의 기록, 감쇠, 소거, 완화 과정에 따라 측정하여, 매질 내의 아조벤젠 분자의 정렬상태와 복굴절과의 관계를 광 이성화과정으로 설명하였다. 또한 기록빔의 세기를 따른 수직, 수평한 흡수율의 변화와 유도된 복굴절의 관계를 조사하였다. The photo-induced anisotropy for a polymeric film(PDR1) containing azobenzene group as side-chain was investigated dynamically. The change of absrobances with parallel and perpendicular components was measured in recording, decaying, erasing and relaxation processes of photo-induced birefringence, so the relation between the alignment of azobenzene groups and the birefringence was well explained according to the photo-isomerization. Also, the dependence of the photo-induced birefringence on intensity of recording beam was investigated with changes of both absorbance and birefringence.
Hedging of Option In Jump-Type Semimartingale Asset Model
Jae Pill Oh 한국산업응용수학회(구 한국산업정보응용수학회) 2009 한국산업정보응용수학회 Vol.13 No.2
Hedging strategy for European option of jump-type semimartingale asset model, which is derived from stochastic differential equation whose driving process is a jump-type semimartingle, is discussed.
OPTION PRICING IN VOLATILITY ASSET MODEL
Oh, Jae-Pill The Kangwon-Kyungki Mathematical Society 2008 한국수학논문집 Vol.16 No.2
We deal with the closed forms of European option pricing for the general class of volatility asset model and the jump-type volatility asset model by several methods.
ANALYTIC CALCULATION OF EUROPEAN OPTION PRICING IN STOCHASTIC VOLATILITY ASSET MODEL
Oh, Jae-Pill The Kangwon-Kyungki Mathematical Society 2012 한국수학논문집 Vol.20 No.1
We deal some analytic calculations for European option pricing by using the theory of elementary solution of generalized diffusion equation mainly.
HEDGING OF OPTION IN SHORT-SAMPLING ASSET MODEL
JAE-PILL OH 한국산업응용수학회 2006 Journal of the Korean Society for Industrial and A Vol.10 No.1
For a non-redundant multi-dimensional jump-type asset model which is derived from short-term sampling data in short time, we study the calculation of hedging strategy for European options.
THE DENSITY FOR JUMP PROCESSES IN CANONICAL STOCHASTIC DIFFERENTIAL EQUATION
Oh, Jae-Pill The Kangwon-Kyungki Mathematical Society 2000 한국수학논문집 Vol.8 No.1
The existence of density of process, which is given by canonical stochastic differential equation, can be proved by the Picard's method([5]) also.
Jump-diffusion Asset Models Derived From Stochastic Difference Equations
Jae-pill Oh 한국산업응용수학회 2007 한국산업응용수학회 학술대회 논문집 Vol.3 No.2
We get a jump-diffusion process from arrays of random variables satisfying some stochastic difference equations. From this jump-diffusion process, we can define some asset models. For these asset models, we study option prices and hedging problems of European option.
PRICING AND HEDGING OPTIONS IN AN EMPIRICAL ASSET MODEL
Oh, Jae-Pill The Kangwon-Kyungki Mathematical Society 2005 한국수학논문집 Vol.13 No.1
Pricing and hedging strategy for European options of jump-type asset models, which are derived from a stochastic differential equations, are discussed.
BACKWARD SELF-SIMILAR STOCHASTIC PROCESSES IN STOCHASTIC DIFFERENTIAL EQUATIONS
Oh, Jae-Pill The Kangwon-Kyungki Mathematical Society 1998 한국수학논문집 Vol.6 No.2
For the forward-backward semimartingale, we can define the backward semimartingale flow which is generated by the backward canonical stochastic differential equation. Therefore, we define the backward self-similar stochastic processes, and we study the backward self-similar stochastic flows through the canonical stochastic differential equations.