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In this paper, we deal with the valuation of Game Russian option with jumps, which is a contract that the seller and the buyer have both the rights to cancel and to exercise it at any time, respectively. This model can be formulated as a coupled optimal stopping problem. First, we discuss the pricing model with jumps when the stock pays dividends continuously. Secondly, we derive the value function of Game Russian options and investigate properties of optimal boundaries of the buyer. Finally, some numerical results are presented to demonstrate analytical properties of the value function.
The migration process of contamination materials in the porous rock mass was visualized and analyzed by X-ray CT image data. In this study, Kimachi sandstone, which had approximately 26% porosity, was used as a rock sample. Here two cases of diffusion phenomena were analyzed. One is the case that solute diffuses into the porous rock mass from the crack surfaces, and it simulates the contamination process of rock mass. Another is the case that the solute diffuses out of the porous rock mass, and it simulates the process that the contamination materials spread from highly contaminated sources. It was found that the diffusion phenomena were clearly visualized by X-ray CT method. By introducing the parameter, coefficient of tracer density increment α, quantitative analysis of tracer density became possible, and the relation between the density distribution of tracer and the crack apertures and the relation between the density distribution and porosity distribution became clear.
Salt tolerance of Phragmites australis populations was investigated in natural reed
habitats in the estuary of the Chikugogawa River, southwestern Japan. P. australis populations were selected
along the salinity gradient in the estuary, including limnetic (salinity
0.05%), oligohaline (0.4%) and polyhaline sections (2.5%). The ratio of
Total-P/Total-N of river water showed high values in the oligohaline section
and the above ground biomass, population height and culm diameter of P. australis showed maximum values in
this section. Sufficient phosphorus supply could sustain the high productivity
of the community in the oligohaline section, irrespective of the salinity of inundated
water. The seed production of P.
australis was lowest in the polyhaline section. Thus, the ecological
performance of P. australis was
highest in the oligohaline section and the performance declined with the
increasing salinity of the habitat. The effects of salinity on germination and
seedling growth were evaluated by means of cultivation in 0.0% -5.0% (NaCl w/w%) salinity medium. Seeds of P. australis collected from every
natural population in the estuary failed to germinate at salinity levels above
2.3%. Growth of shoot length and above-ground biomass of seedlings germinated
in the fresh water medium were measured for 21 days’ exposure to constant
salinity solutions ranging from 0.0% -5.0%. Although mortality was high at salinity
levels 3.5% and 5.0%, elongation of shoots of some plants was evident at a
salinity level of 5.0%. Seeds from the population in the limnetic section
in the extendibility are growing after the introduction of the LPP (Laser
Produced Plasma) EUV source technology in the semiconductor industry, towards
higher average power and shorter wavelength, based on the basic architecture of
the established LPP EUV source technology. It is discussed in this article that
the power scaling of the 13.5nm wavelength source is essentially possible by a
slight increase of the driving laser power, CE (Conversion Efficiency) and EUV
collection efficiency by some introduction of novel component technologies.
Extension of the EUV wavelength towards BEUV (Beyond EUV), namely 6.x nm is
discussed based on the general rule of the UTA (Unresolved Transition Arrays)
of high Z ions, and development of multilayer mirrors in this particular
wavelength region. Technical difficulties are evaluated for the extension of
the LPP source technology by considering the narrower mirror bandwidth and
higher melting temperature of the candidate plasma materials. Alternative approach
based on the superconducting FEL is evaluated in comparison with the LPP source
technology for the future solution.