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서은숙,이동환,문경상 순천향의학연구소 1998 Journal of Soonchunhyang Medical Science Vol.4 No.1
Object: Many studies on the effect of long-term treatment with anticonvulsant on thyroid function in children have been reported. Because the mechanism and metabolism of each drugs are different, the effect of anticonvulsants on thyroid function is controversial. And it has been reported that competitive binding with serum protein, increased intrahepatic excretion and more recently effects on hypothalamus and pituitary gland make changes in thyroid hormones. Therefore, we checked T₃, T₄, TSH levels of the patients who have been taking anticonvulsants for more than 1 years, in order to the influence of carbamazepine and valproic acid on thyroid function. Method: 38 patients (male 18, female 18) who have been diagnosed as epilepsy during the period of Jan 1996 to Dec 1996 at SoonChunHyang University Hospital, and being treated with anticonvulsant, the serum levels of triiodothyronine(T₃) thyroxine(T₄) and TSH were measured were measured by RIA. Result: Of these 38 patients, 18 were males and 18 were females. The mean age of the patients was 9.46 ±3.86(2 to 17 years old) years old. In 10 cases were treated with valproic acid, in 7 cases received carbamazepine and in 11 cases were treated with combined therapy. In valproic acid treated group, T₃, T₄, TSH levels were 145.05±25.34ng/dl, 8.86±2.17㎍/dl, 2.73±0.86 μU/ml respectively. In Carbamazepine treated group. T₃, T₄, TSH levels were group, T₃, T₄, TSH levels were 162.06 ±26.78ng/dl, 9.66 ±4.18㎍/dl 2.01 ±0.78 μU/ml respectively. Although the levels of T₃, T₄, TSH were within normal range, they were relatively decreased compared to the control group. The carbamazepine treated group was revield lower T₃, T₄ levels compared to those treated with valproic acid, but we couldn't find out statistical significance. Conclusion: In our study we found out long-term treatment with anticonvulsants including carbamzepine and valproic acid had effects on thyroid function and follow-up test with larger group of patients should be proceeded.
增損五積丸(碑積方)이 사람의 各種 癌細胞株의 成長沮碍에 미치는 效果
李竝求,元秦喜,文錫哉,金東雄,元京淑,文九 한국전통의학연구소 2002 한국전통의학지 Vol.12 No.1
chemosensitivity test of Geungsonojukwhan-Bijukbang was performed on the three different human cancer cell lines originated from liver, cervix and colon tissue, namely Hep 3B, Hela and HCT-15, which have similar doubling times. Semiautomated sulforhodamine B(SRB) assay appears to offer an valuable tool for chemosensitivity of unknown compounds, since it is a simple, valid and inexpensive method of assessing drug monitoring for large samples in a short time. The results obtained in this study were as follows 1. Good correlations were shown from the results of SRB assay and those of clogenetic assay. 2. As a result of exposure to Geungsonojukwhan, the proliferation of Hela cell and Hep 3B cell was slightly decreased in Geungsonojukwhan-Bijukbang(GIP), Geungsonojukwhan-Pejukbang(LUP) and Geungsonojukwhan-Sinjukbang(RTP). 3. As a result of exposure to Geungsonojukwhan, GIP showed better anticancer effect to HCT-15 cell lines than those of LUP and RTP. 4. The extract of Geungsonojukwhan-Bijukbang in 40℃ were more effective in cytotoxic response than those in 100℃. 5. The research showed that the higher concentration the more effective in the inhibition of proliferation of the cancer cell lines, however, the cytotoxic effect of Geungsonojukwhan-Bijukbang in the concentration of 1.60mg/㎖ and 3.20mg/㎖ showed the most effective inhibition rate according to the increase of concentration.
박히준,채윤병,차웅석,박종배,이혜정,이향숙,인창식,고형균,김수영,최일환,김강식,문정배,배기태,유경환,육근영,정병주,손인철,임사비나 WHO COLLABORATING CENTRE FOR TRADITIONAL MEDICINE 2004 東西醫學硏究所 論文集 Vol.2004 No.-
Background : The cun measurement System, an essential and convenient method in locating acupoints, has been widely used in the practice of acupuncture. However, traditional cun measurement has been criticized for its lack of reliability. Objectives : The purposes of this study are to determine if one cun measured by the directional methods have a consistency with that of proportional methods and to investigate which factors are related with these differences, especially in forearm. Methods : The distance between the elbow crease and the wrist crease of forearm was compared to a reference value of one cun obtained by the directional method. In this method, one cun is one third of the distance between index finger and Small finger of a subject, measured at proximal interphalangeal joint. In addition, to investigate the factors influencing the differences between these two methods, we measured the height and body weight and calculated body mass index (BMI). Finally we analyzed the factors correlated with these lengths by linear regression test. Results : The results showed that one cun obtained by the directional methods were significantly different from one cun by the proportional methods in forearm. It was demonstrated that the length acquired with the directional method was more correlated with body weight and body mass index, while the length obtained by the proportional method was more correlated with the height.
COMPARISON OF STOCHASTIC VOLATILITY MODELS
Kyoung-Sook MOON,Jung-Yon SEON,Choongseok YOON,In-Suk WEE 한국산업응용수학회 2007 한국산업응용수학회 학술대회 논문집 Vol.3 No.2
We present a unified approach of calculating the closed form solutions of stock options under stochastic volatility models using stochastic calculus and the Fourier inversion formula. In particular, we review and derive systematically the option pricing formulas under Heston and correlated Stein-Stein models. We compare the empirical performances of option prices between the two stochastic volatility models and the Black-Scholes model in KOSPI 200 settings. We also address the calibration problem for the two stochastic volatility models.
An Improved Binomial Method using Cell Averages for Option Pricing
Kyoung-Sook Moon,Hongjoong Kim 대한산업공학회 2011 Industrial Engineeering & Management Systems Vol.10 No.2
We present an improved binomial method for pricing financial deriva-tives by using cell averages. After non-overlapping cells are introduced around each node in the binomial tree, the proposed method calculates cell averages of payoffs at expiry and then performs the backward valuation process. The price of the derivative and its hedging parameters such as Greeks on the valuation date are then computed using the compact scheme and Richardson extrapolation. The simulation results for European and American barrier options show that the pro-posed method gives much more accurate price and Greeks than other recent lattice methods with less computational effort.
Adaptive Binomial Tree Methods for Two-Asset Options
Kyoung-Sook Moon,Won-Jung Kim,Hongjoong Kim 한국산업응용수학회 2007 한국산업응용수학회 학술대회 논문집 Vol.2 No.1
Adaptive binomial tree methods are developed to compute the price of exotic options with two underlying assets. A simple coordinate representation is used to extend one dimensional binomial method to multivariate asset models. Two algorithms are proposed, one performing several levels of refinements for t ∈[T-△t, T] and the other performing one level of refinement for λ% of a given domain [0, T], where T is the time to maturity, △t is the time step size and λ > 0 is a constant. Both adaptive algorithms are numerically proven to improve efficiency over methods with uniform time step for a given level of accuracy.
A COST-EFFECTIVE MODIFICATION OF THE TRINOMIAL METHOD FOR OPTION PRICING
KYOUNG-SOOK MOON,HONGJOONG KIM 한국산업응용수학회 2011 Journal of the Korean Society for Industrial and A Vol.15 No.1
A new method for option pricing based on the trinomial tree method is introduced. The new method calculates the local average of option prices around a node at each time, instead of computing prices at each node of the trinomial tree. Local averaging has a smoothing effect to reduce oscillations of the tree method and to speed up the convergence. The option price and the hedging parameters are then obtained by the compact scheme and the Richardson extrapolation. Computational results for the valuation of European and American vanilla and barrier options show superiority of the proposed scheme to several existing tree methods.
An Improved Binomial Method using Cell Averages for Option Pricing
Moon, Kyoung-Sook,Kim, Hong-Joong Korean Institute of Industrial Engineers 2011 Industrial Engineeering & Management Systems Vol.10 No.2
We present an improved binomial method for pricing financial deriva-tives by using cell averages. After non-overlapping cells are introduced around each node in the binomial tree, the proposed method calculates cell averages of payoffs at expiry and then performs the backward valuation process. The price of the derivative and its hedging parameters such as Greeks on the valuation date are then computed using the compact scheme and Richardson extrapolation. The simulation results for European and American barrier options show that the pro-posed method gives much more accurate price and Greeks than other recent lattice methods with less computational effort.