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Successful introduction of modified dorsolumbar epidural anesthesia in a bovine referral cent
Inhyung Lee,Miho Hiraoka,Toshiharu Miyagawa,Hayato Kobayashi,Toshihiko Takahashi,Hiroaki Kishi,Hiroshi Kobayashi 대한수의학회 2007 Journal of Veterinary Science Vol.8 No.2
This study describes the successful use of modified dorsolumbar epidural anesthesia with a fixed volume of anesthetic in a bovine referral center. Among the 130 Holstein cattle scheduled for flank surgery, 90 cattle received a mixed anesthetic consisting of 1 ml of xylazine hydrochloride and 3 ml of lidocaine hydrochloride by modified dorsolumbar epidural anesthesia. Eighteen cattle with dehydration and/or lameness received a mixed anesthetic containing 0.5 ml of xylazine and 3 ml of lidocaine. Infiltration anesthesia was performed in 22 cattle whose epidural space could not be reached in order to perform the flank surgery. The surgeries began about 12 min after the administration of the anesthetic and lasted for about 36 min. The modified method using a fixed volume of anesthetic was successfully introduced and effectively used in a bovine referral center. This modified method will allow veterinarians to save time and effort, thus lowering the cost of each surgery.
뉴럴 네트워크를 활용한 가상현실 아바타의 전신 동작 생성 방법의 연구 소개 및 비교
정인형(Inhyung Jung),박경주(Kyoungju Park) 한국HCI학회 2024 한국HCI학회 학술대회 Vol.2024 No.1
본 논문은 VR 환경에서 헤드셋과 콘트롤러 센서 정보와 뉴럴 네트워크를 이용하여 아바타의 전신 자세를 생성하는 최신 연구 동향에 대한 소개와 각 연구들의 특징과 결과를 비교하였다.
이인형 水原大學校 2002 論文集 Vol.20 No.-
This paper tries to extract the implied probability distribution of the KOSPI 200 Index as implied by the market prices in the KOSP200 Index options market. A trinomial path movement of the discrete time approximation of the index is utilized along with the market implied volatility form the market prices. The prices of options which were not available were linearly interpolated from the implied volatilities. Pearson system of density estimation methodology was employed to estimate the state price density applying up to the fourth moment of the data.
李寅炯 水原大學校 2003 論文集 Vol.21 No.-
This article introduces a framework for option replication within a binomial tree methodology and applies it to the hedging of a barrier option. Traditional delta hedging methodology can be difficult and costly to apply in the case of a discrete payoff scheme such as the barrier option which can have a high gamma. Rather a single static hedge can reduce potential risks over long periods of time and large ranges of stock prices.
인터넷 포털회사의 가치평가를 위한 변동성 선택의 문제 : 실물옵션의 응용
李寅炳 水原大學校 2001 論文集 Vol.19 No.-
Real option analysis can be applied to valuing a start up internet company. However, one of the issues surrounding the methodology is the calculation of volatility of the internet company based on the project it is undertaking. If the internet company's value is derived more or less from a major project it is initiating, then the volatility of the project itself can be used as the volatility input in the option valuation. Here, Monte Carlo simulation is used to project the volatility where the underlying source of the volatility is derived from the price ad quantity volatility.