Pricing Parisian Option under a Stochastic Volatility Model

We study the pricing of a Parisian option under a stochastic volatility model. Based on the manipulation problem that barrier options might create near barriers, the Parisian option has been designed as an extended barrier option. A stochastic volatility correction to the Black-Scholes price of the Parisian option is obtained in a partial differential equation form and the solution is characterized numerically

Comparison of the Transcutaneous Bilirubin Readings at the Forehead during Crying with Those during Quiet State in Neonatal Jaundice

We compared TcB readings at the forehead and the mid-sternum during crying with those during quiet state in 70 healthy full-term neonates in order to investigate the effect of crying on TcB readings by using a Minolta/ Air-Shields Jaundice Meter. The average TcB reading at the forehead during quiet state was 18.37 + 2.41, while during crying the average reading were 17.07 + 2.20. TcB readings at the forehead during crying was significantly decreased compared with the TcB readings during quiet state with a difference of 1.30+0.96(r=0.78, P<O.OI). The average TcB reading at the mid-sternum during quiet state was 17.07+ 1.66, while during crying the average reading was 16.80 + 1.66. TcB readings at the mid-sternum during crying were not significantly decreased compared with TcB readings during quiet state with the difference of 0.20+0.90(P>0.05). The decreasing effect of crying at the forehead was more influential -at the higher TcB reading(TcB>20) than at the lower TcB reading(l5<TcB<20), while at the mid-sternum there was no crying effect on both the lower and the higher TcB readings. As mechanisms of the effect of crying on TcB readings at the forehead, we suggest that wrinkling causes the scattering of light by poor contact between the TcB probe and the surface of the forehead skin and the hemodynamyc effect, that of hemoconcentration and changes of skin color during crying. In conclusion, we should be careful when measuring TcB at the forehead because the babies often cry during measurements. We recommend that TcB measurements at the forehead should be taken during quiet state at the newborn nursery

Coupled CFD/CSD Analysis of a Hovering Rotor Using High Fidelity Unsteady Aerodynamics and a Geometrically Exact Rotor Blade Analysis

This paper presents a combination of a computational structural dynamics (CSD) and high fidelity unsteady computational fluid dynamics (CFD) analysis. Regarding a helicopter in hover, aerodynamic loads are computed from the three-dimensional Navier-Stokes solver in overlapped grids, and blade motions are obtained from the geometrically exact rotor beam analysis. To couple those analyses, a loose coupling method is adopted and the results are validated regarding a civil transport helicopter.This study was supported by the Korea Aerospace Research Institute under Korean Helicopter Program Dual-Use Component Development Project, which is further funded by the Korean Ministry of Knowledge and Economics. And this research has also been supported by the Institute of Advanced Aerospace Technology in Seoul National University, Korea

Loosely Coupled CFD/CSD Analysis of Helicopter Rotor in Hover with Overset Mesh Technique

This paper presents a combination of a computational structural dynamics (CSD) and high fidelity computational fluid dynamics (CFD) analysis which is based on overset structured grid. Regarding a helicopter rotor in hover, aerodynamic loads are computed from the threedimensional Euler/Navier-Stokes solver in overlapped grids, and blade motions are estimated from the geometrically exact rotor beam analysis. While combining those two analyses, a loosely coupled method is used and the results are validated regarding a civil transport helicopter.OAIID:oai:osos.snu.ac.kr:snu2009-01/104/0000004648/22SEQ:22PERF_CD:SNU2009-01EVAL_ITEM_CD:104USER_ID:0000004648ADJUST_YN:NEMP_ID:A001138DEPT_CD:446CITE_RATE:0FILENAME:09-01-301shyoon.pdfDEPT_NM:기계항공공학부EMAIL:[email protected]:

The bent conformation of poly(A)-binding protein induced by RNA-binding is required for its translational activation function

A recent study revealed that poly(A)-binding protein (PABP) bound to poly(A) RNA exhibits a sharply bent configuration at the linker region between RNA-recognition motif 2 (RRM2) and RRM3, whereas free PABP exhibits a highly flexible linear configuration. However, the physiological role of the bent structure of mRNA-bound PABP remains unknown. We investigated a role of the bent structure of PABP by constructing a PABP variant that fails to form the poly(A)-dependent bent structure but maintains its poly (A)-binding activity. We found that the bent structure of PABP/poly(A) complex is required for PABP&apos;s efficient interaction with eIF4G and eIF4G/eIF4E complex. Moreover, the mutant PABP had compromised translation activation function and failed to augment the formation of 80S translation initiation complex in an in vitro translation system. These results suggest that the bent conformation of PABP, which is induced by the interaction with 30 poly(A) tail, mediates poly(A)-dependent translation by facilitating the interaction with eIF4G and the eIF4G/eIF4E complex. The preferential binding of the eIF4G/eIF4E complex to the bent PABP/poly(A) complex seems to be a mechanism discriminating the mRNA-bound PABPs participating in translation from the idling mRNA-unbound PABPs.111Ysciescopu

Transcription Factor Sp1 Is Involved in Expressional Regulation of Coxsackie and Adenovirus Receptor in Cancer Cells

Coxsackie and adenovirus receptor (CAR) was first known as a virus receptor. Recently, it is also known to have tumor suppressive activity such as inhibition of cell proliferation, migration, and invasion. It is important to understand how CAR expression can be regulated in cancers. Based on an existence of putative Sp1 binding site within CAR promoter, we investigated whether indeed Sp1 is involved in the regulation of CAR expression. We observed that deletion or mutation of Sp1 binding motif (−503/−498) prominently impaired the Sp1 binding affinity and activity of CAR promoter. Histone deacetylase inhibitor (TSA) treatment enhanced recruitment of Sp1 to the CAR promoter in ChIP assay. Meanwhile, Sp1 binding inhibitor suppressed the recruitment. Exogenous expression of wild-type Sp1 increased CAR expression in CAR-negative cells; meanwhile, dominant negative Sp1 decreased the CAR expression in CAR-positive cells. These results indicate that Sp1 is involved in regulation of CAR expression

Effects of Acute Hyperoxia on Hyaluronic Acid and Histopathology of the Lung in Neonatal Ratst

We studied the effects of hyperoxia()95% oxygen for 10 days) on changes in body weight, changes in wet to dry lung weight ratio, changes in hyaluronic acid of the lung, and morphologic changes in lung tissue compared with those of normoxia (room air for 10 days) in Sprague-Dawley neonatal rat pups. In this acute hyperoxic neonatal rat model, we tried to analyze the relationship of relative water content of the wet lung and the amount of hyaluronic acid and morphologic change in lung tissue. The results were as follows: 1) Increase of postnatal body weight among survivors was stunted significantly under hyperoxia compared with normoxia during 10 days-experiment. 2) No appreciable difference of wet to dry lung weight ratio was noted on the beginning and the tenth day of experiment in neonatal rat pups between normoxia and hyperoxia, but considerable increased wet to dry lung weight ratio was noted significantly at 5, 7 days of hyperoxia suggesting that the relative water content of the wet lung was increased on the fifth, seventh day of experiment in hyperoxia compared with normoxia, 3) The amount of hyaluronic acid per wet lung decreased sequentially according to increase of postnatal age in normoxia, but a considerably increased amount of hyaluronic acid per wet lung was noted significantly on the fifth, the seventh day of experiment in hyperoxia. The difference in amount of hyaluronic acid per wet lung was not significant on the tenth day of experiment between normoxia and hyperoxia. These results suggested that the changing pattern of amount of hyaluronic acid per wet lung coincided with that of the relative water content of the wet lung in hyperoxia. 4) Pulmonary edema, interstitial inflammatory cell hypercellularity, and localization of hyaluronic acid in interstitial lung lesion were observed by light microscope at 7 days of exposure in hyperoxia compared with normoxia. These results suggest the possible role of hyaluronic acid on increase of water content and interstitial inflammatory cells in acute lung injury due to hyperoxia in an experimental neonatal rat model

The potential of non-movement behavior observation method for detection of sick broiler chickens

The poultry industry, which produces excellent sources of protein, suffers enormous economic damage from diseases. To solve this problem, research is being conducted on the early detection of infection according to the behavioral characteristics of poultry. The purpose of this study was to evaluate the potential of a non-movement behavior observation method to detect sick chickens. Forty 1-day-old Ross 308 males were used in the experiments, and an isolator equipped with an Internet Protocol (IP) camera was fabricated for observation. The chickens were inoculated with Salmonella enterica serovar Gallinarum A18-GCVP-014, the causative agent of fowl typhoid (FT), at 14 days of age, which is a vulnerable period for FT infection. The chickens were continuously observed with an IP camera for 2 weeks after inoculation, chickens that did not move for more than 30 minutes were detected and marked according to the algorithm. FT infection was confirmed based on clinical symptoms, analysis of cardiac, spleen and liver lesion scores, pathogen re-isolation, and serological analysis. As a result, clinical symptoms were first observed four days after inoculation, and dead chickens were observed on day six. Eleven days after inoculation, the number of clinical symptoms gradually decreased, indicating a state of recovery. For lesion scores, dead chickens scored 3.57 and live chickens scored 2.38. Pathogens were re-isolated in 37 out of 40 chickens, and hemagglutination test was positive in seven out of 26 chickens. The IP camera applied with the algorithm detected about 83% of the chickens that died in advance through non-movement behavior observation. Therefore, observation of non-movement behavior is one of the ways to detect infected chickens in advance, and it appears to have potential for the development of remote broiler management system

Epigallocatechin-3-gallate protects toluene diisocyanate-induced airway inflammation in a murine model of asthma

AbstractEpigallocatechin-3-gallate (EGCG), a major form of tea catechin, has anti-allergic properties. To elucidate the anti-allergic mechanisms of EGCG, we investigated its regulation of matrix metalloproteinase (MMP-9) expression in toluene diisocyanate (TDI)-inhalation lung tissues as well as TNF-α and Th2 cytokine (IL-5) production in BAL fluid. Compared with untreated asthmatic mice those administrated with EGCG had significantly reduced asthmatic reaction. Also, increased reactive oxygen species (ROS) generation by TDI inhalation was diminished by administration of EGCG in BAL fluid. These results suggest that EGCG regulates inflammatory cell migration possibly by suppressing MMP-9 production and ROS generation, and indicate that EGCG may be useful as an adjuvant therapy for bronchial asthma

Forage Rye Cultivars for Animal Feed in Korea

Rye (Secale cereal L.) is well known for its overwintering ability and has the highest tolerance to cold temperature of the small grain cereals such as wheat, barley, and oat. Rye is used as livestock pasture and as green manure in Korea, and its cultivation area for fodder is about 50,000 ha in 2014. Most rye is grown as a fall-sown annual crop, generally called “winter rye”. In Korea, rye cultivation for whole crop silage (WCS) in the winter-season rice field can be considered as a promising way to enhance feed supply. The WCS production can be an efficient way to use farm products as livestock feed, and it can also contribute to increasing farm income. Although rye is inferior in several ways to the predominant cereal crops (wheat, rice, and maize), it will continue to be an important crop for farmers in Korea because of its winter hardiness and early harvesting by rapid growing ability