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A Delayed Stochastic Volatility Correction to the Constant Elasticity of Variance Model

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Acta Mathematicae Applicatae Sinica 2016年第3期32卷 611-622页

作者： Min-ku LEE jeong-Hoon KIM Department of Mathematics Kunsan National University Department of Mathematics Yonsei University

The Black-Scholes model does not account non-Markovian property and volatility smile or skew although asset price might depend on the past movement of the asset price and real market data can find a non-flat structure of the implied volatility surface. So, in this paper, we formulate an underlying asset model by adding a delayed structure to the constant elasticity of variance （CEV） model that is one of renowned alternative models resolving the geometric issue. However, it is still one factor volatility model which usually does not capture full dynamics of the volatility showing discrepancy between its predicted price and market price for certain range of options. Based on this observation we combine a stochastic volatility factor with the delayed CEV structure and develop a delayed hybrid model of stochastic and local volatilities. Using both a martingale approach and a singular perturbation method, we demonstrate the delayed CEV correction effects on the European vanilla option price under this hybrid volatility model as a direct extension of our previous work [12].

关键词： constant elasticity variance , delay stochastic volatility martingale option pricing

Current Progress on the Geological Record of Microbialites and Microbial Carbonates

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Acta Geologica Sinica(English Edition) 2014年第1期88卷 260-275页

作者： CHEN Jitao LEE jeong-hyun Nanjing Institute of Geology and Palaeontology Chinese Academy of Sciences School of Earth and Environmental Sciences Seoul National University

This paper reviews the current progress and problems in the study of microbialites and microbial carbonates. Microbialites and microbial carbonates, formed during growth of microbes by their calcification and binding of detrital sediment, have recently become one of the most popular geological topics. They occur throughout the entire geological history, and bear important theoretical and economic significances due to their complex structures and formative processes. Microbialites are in place benthic microbial buildups, whereas microbial carbonates can be classified into two categories： stabilized microbial carbonates（i.e., carbonate microbialites, such as stromatolites and thrombolites） and mobilized microbial carbonates（i.e., microbial carbonate grains, such as oncoids and microbial lumps）. Various texture, structures, and morphologies of microbialites and microbial carbonates hamper the systematic description and classification. Moreover, complex calcification pathways and diagenetic modifications further obscure the origin of some microbialites and microbial carbonates. Recent findings of abundant sponge spicules in previously identified ＂microbialites＂ challenge the traditional views about the origins of these ＂microbialites＂ and their implications to reef evolution. Microbialites and microbial carbonates did not always flourish in the aftermath of extinction events, which, together with other evidences, suggests that they are affected not only by metazoans but also by other geological factors. Their growth, development, and demise are also closely related to sea-level changes, due to their dependence on water depth, clarity, nutrient, and sunlight. Detailed studies on microbialites and microbial carbonates throughout geological history would certainly help understand causes and effects of major geological events as well as the coevolution of life and environment.

关键词： microbialite microbial carbonate reef calcification calcimicrobe

Effects of Polymeric Stabilizers on the Synthesis of Gold Nanoparticles

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Journal of Materials Science & Technology 2014年第2期30卷 107-111页

作者： Eun Jung Kim jeong hyun Yeum Jin hyun Choi Department of Advanced Organic Materials Science and Engineering Kyungpook National University Department of Bio-fibers and materials Science Kyungpook National University

Gold nanoparticles （AuNPs） stabilized with sodium alginate （SA）, glycol chitosan （GC）, polyvinyl alcohol （PVA）, and polyethyleneimine （PEI） were synthesized in aqueous solutions at room temperature. Different sizes and size distributions of AuNPs were obtained according to the polymeric stabilizers. The mean particle diameters of AuNPs synthesized with GC and PVA as stabilizers were about 5.1 and 5.3 nm, respectively, while those of AuNPs stabilized with SA and PEI were 8.4 and 10.8 nm, respectively. When SA was used, relatively large particles aggregated to form large clusters. In the case of GC, a number of small particles built up large clusters. When PVA was used, the size and the number of nanoperticles were estimated small with a low weight content of Au. For this reason, the PVA-stabilized AuNPs formed clusters with a small hydrodynamic size. The AuNPs synthesized in the aqueous solution of PEI without a reducing agent, sodium borohydride, were uniform in size and formed the smallest nanoclusters （67.4 nm）. In this case, the highest Au content was obtained. Sufficiently grown nanoparticles with a high Au content and a limited hydrodynamic size are considered to be suitable for a variety of applications.

关键词： Gold nanoparticles Sodium alginate Glycol chitosan Polyvinyl alcohol Polyethyleneimine

Development of Ubiquitous Simulation Service Structure Based on High Performance Computing Technologies

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Journal of Materials Science & Technology 2008年第3期24卷 374-378页

作者： Sang-hyun CHO jeong-Kil CHOI Center For e-Design KITECH7-47Songdo-DongYeonsu-Ku

The simulation field became essential in designing or developing new casting products and in improving manufacturing processes within limited time, because it can help us to simulate the nature of processing, so that developers can make ideal casting designs. To take the prior occupation at commercial simulation market, so many development groups in the world are doing their every effort. They already reported successful stories in manufacturing fields by developing and providing the high performance simulation technologies for multipurpose. But they all run at powerful desk-side computers by well-trained experts mainly, so that it is hard to diffuse the scientific designing concept to newcomers in casting field. To overcome upcoming problems in scientific casting designs, we utilized information technologies and full-matured hardware backbones to spread out the effective and scientific casting design mind, and they all were integrated into Simulation Portal on the web. It professes scientific casting design on the NET including ubiquitous access way represented by ＂Anyone, Anytime, Anywhere＂ concept for casting designs.

关键词： Parallel computation Message passing interface (MPI) Shared memory processing (SMP) Clustering Ubiquitous

Sexual function and psychological characteristics ofpenile paraffinoma

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Asian Journal of Andrology 2003年第3期5卷 191-194页

作者： Du Geon Moon jeong Woo Yoo Jae hyun Bae Chang Su Han Yong ku Kim Je Jong Kim Department of Urology Korea University College of Medicine Seoul 136705 KoreaDepartment of Urology Korea University College of Medicine Seoul 136705 KoreaDepartment of Urology Korea University College of Medicine Seoul 136705 KoreaDepartment of Psychiatry Korea University College of Medicine Seoul 136705 KoreaDepartment of Psychiatry Korea University College of Medicine Seoul 136705 KoreaDepartment of Urology Korea University College of Medicine Seoul 136705 Korea

Aim: To identify the sexual, emotional and psychological status of men who augmented their penis with mineral oil injection for their small penis. Methods: Men who had penile paraffin were asked to answer the semi-structured questionnaire. The questionnaire was designed to assess the motivation, method of penile injection, changes in erectile function and satisfaction after penile injection. SCL (Symptom checklist)-90-R, STAI (State and Trait Anxiety Inventory) and Zung SDS (Self-rating depression scale) were also included in the questionnaire for psychological evaluation. Results: A total of 357 men completed the questionnaire. The first-ranked motivation of the injection was recommendation by their acquaintances (48.9 %). The majority of the respondents had the procedure by non-medical person (78.0 %). Before injection, 17.2 % had a sense of inferiority in their penis and 32 % worried about their weak erectile function. After injection, 33.0 % have found relief from their sense of inferiority and 17.8 % wish to feel improvement in their erectile function. Most of the respondents (91 %) were not satisfied with their penis and 74 % of them replied that they want to remove the injected material. Only 15.6 % did not experience side effects. Most of the subjects have suffered from various side effects such as inflammation, skin necrosis, pain, etc. No evidence of psychiatric pathology was found in psychological evaluation. Conclusion: The motivations of mineral oil injection were recommendation by their acquaintances or desire to be more mannish. Most of them had suffered from various side effects and only a small number of them felt improvement in their sense of inferiority, in their penis and erectile function. Increased public awareness is needed for the prevention of this physically and psychologically debilitating problem.

关键词： paraffinoma penis augmentation psychology

Boost Up the Mechanical and Electrical Property of CNT Fibers by Governing Lyotropic Liquid Crystalline Mesophases with Aramid Polymers for Robust Lightweight Wiring Applications

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Advanced Fiber Materials 2023年第2期5卷 514-526页

作者： Ki‑hyun Ryu jeong‑Gil Kim Dongju Lee Seo Gyun Kim Bon‑Cheol ku Jun Yeon Hwang Kwang‑Un jeong Nam Dong Kim Dae‑Yoon Kim Functional Composite Materials Research Center Korea Institute of Science and TechnologyWanju 55324Republic of Korea Carbon Composite Materials Research Center Korea Institute of Science and TechnologyWanju 55324Republic of Korea Department of Polymer‑Nano Science and Technology Department of Nano Convergence EngineeringJeonbuk National UniversityJeonju 54896Republic of Korea Department of Chemical and Biomolecular Engineering Korea Advanced Institute of Science and TechnologyDaejeon 34141Republic of Korea

Monofilament type of polyaromatic amide(PA)and carbon nanotube(CNT)composite fibers is presented.A concept of a lyotropic liquid crystal(LLC)constructed via a spontaneous self-assembly is introduced to mitigate the extremely low com-patibility between PA and *** approaches provide an effective co-processing route of PA and CNT simultaneously to fabricate the uniform,continuous,and reliable composite fibers through a ***,the addition of a small amount PA into the dope solution of CNT governs the LLC mesophase not only in a spinneret stage but also in a coagulant ***,the developed PA/CNT composite fibers have the high uniaxial orientational order and the close interfacial packing compared to the pure CNT *** PA/CNT composite fibers achieve the outstanding tensile strength,electrical conductivity,and electrochemical response,while maintaining a *** also exhibit the chemical,mechanical,and thermal *** of these advantages can make flexible,sewable,and washable PA/CNT composite fibers ideal nanocomposite materials for use in next-generation information and energy transporting system by replacing conventional metal electrical conductors.

关键词： Carbon nanotube Aramid polymer Liquid crystal Composite fiber Electrical wire

Effect of calcium silicate on nutrient use of lowland rice and greenhouse gas emission from a paddy soil under alternating wetting and drying

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Pedosphere 2020年第4期30卷 535-543页

作者： hyun-Hwoi ku Keiichi HAYASHI Ruth AGBISIT Gina VILLEGAS-PANGGA Crop and Environmental Sciences Division International Rice Research InstituteLos BanosLaguna 4031(Philippines) Fanning Systems and Soil Resources Institute Agricultural Systems ClusterCollege of AgricultureUniversity of the Philippines at Los BanosLaguna 4031(Philippines) Crop Livestock and Environment DivisionJapan International Research Center for Agricultural Sciences1-1 OhwashiTsukubalbaraki 305-0851(Japan)

In intensively irrigated rice cultivation,plant-available silicon(Si)is a crucial nutrient for improving rice *** a source of Si,calcium silicate(CaSiO3)was amended to evaluate the effect of silicate fertilizer on rice production,nitrogen(N)use efficiency,and greenhouse gas(GHG)emission under alternating wetting and drying in a pot experiment using a tropical soil from a paddy field of the International Rice Research Institute(IRRI)in the *** levels of CaSiO3 amendment,0,112.7,224.5,and 445.8 kg ha^-1,with the recommended N rate were *** results showed that although CaSiO3amendment of 112.7 kg ha^-1resulted in higher rice straw,improved N use efficiency,and reduced N2O emission,there was no difference in grain yield among the four levels of CaSiO3 amendment owing to relatively lower harvest ***,CaSiO3 amendment showed a reverse trend between CH4 and N2O emissions as it reduced N2O emission while led to significantly increased CH4 emission and global warming ***,CaSiO3 amendment was a possible alternative to improve N use efficiency and increase rice straw biomass,but it needs to be reviewed in line with grain yield production and GHG *** is also imperative to test an optimal method of silicate fertilizer amendment in future research in order to compromise a negative impact in tropical soils.

关键词： CH4 emission N use efficiency N2O emission plant-available Si rice straw biomass silicate fertilizer tropical soil

SMINER:Detecting Unrestricted and Misimplemented Behaviors of Software Systems Based on Unit Test Cases

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Computers, Materials & Continua 2023年第5期75卷 3257-3274页

作者： Kyungmin Sim jeong hyun Yi Haehyun Cho School of Software Soongsil UniversitySeoul06978Korea

Despite the advances in automated vulnerability detection approaches,security vulnerabilities caused by design flaws in software systems are continuously appearing in real-world *** security design flaws can bring unrestricted and misimplemented behaviors of a system and can lead to fatal vulnerabilities such as remote code execution or sensitive data ***,it is an essential task to discover unrestricted and misimplemented behaviors of a ***,it is a daunting task for security experts to discover such vulnerabilities in advance because it is timeconsuming and error-prone to analyze the whole code in ***,most of the existing vulnerability detection approaches still focus on detecting memory corruption bugs because these bugs are the dominant root cause of software *** paper proposes SMINER,a novel approach that discovers vulnerabilities caused by unrestricted and misimplemented *** first collects unit test cases for the target system from the official ***,preprocess the collected code *** uses pre-processed data to show the security policies that can occur on the target system and creates a test case for security policy *** demonstrate the effectiveness of SMINER,this paper evaluates SMINER against Robot Operating System(ROS),a real-world system used for intelligent robots in Amazon and controlling satellites in National Aeronautics and Space Administration(NASA).From the evaluation,we discovered two real-world vulnerabilities in ROS.

关键词： Security vulnerability test case generation security policy test robot operating system vulnerability assessment

What is the appropriate strategy for diagnosing NAFLD using ultrasonography in obese children?

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World Journal of Pediatrics 2017年第3期13卷 248-254页

作者： Jee hyun Lee Su Jin jeong Department of Pediatrics Ansan HospitalKorea University Medical CenterCollege of MedicineKorea University Department of Pediatrics Bundang CHA Medical CenterCHA University School of MedicineKorea

Background:The aim of this study is to identify obese children who are candidates for a potential diagnosis of non-alcoholic fatty liver disease (NAFLD).Methods:We enrolled 242 obese children (122 boys and 120 girls) aged 7-16 years who were examined with abdominal ultrasonography in our pediatric obesity *** compared patients in the normal group with those in the NAFLD group (mild disease,moderate to severe disease) and identified the optimal anthropometric parameters among height,weight,body mass index (BMI),waist circumference,hip circumference,waist to height ratio (WHtR),and waist to hip ratio to predict NAFLD using a receiver operating characteristic curve *** also investigated risk factors associated with NAFLD for the anthropometric parameters and the biochemical model using logistic ***:The high-and low-risk groups for hepatic steatosis relative to a WHtR of 0.56 as the standard point showed significant differences in hepatic steatosis severity grade (P0.56 (2.25,1.05-4.81),and waist circumference >90th percentile (20.22,9.21-44.36) in the anthropometric parameter model and elevated alanine aminotransferase levels (boys >25.8 U/L,girls >22.1 U/L) (6.93,2.52-19.03),hypertriglyceridemia (>110 mg/dL) (3.80,1.23-11.75),and triglyceride to HDL cholesterol ratio >3 (9.23,2.95-8.83) in the biochemical parameter ***:A diagnostic approach to hepatic steatosis is recommended as part of the proper screening and stratification of risk factors in obese *** is a simple and convenient method of effectively identifying obese children who are candidates for hep

关键词： hepatic steatosis non-alcoholic fatty liver disease obesity waist-to-height ratio