Barrier options are path-dependent options, and their return depends not only on the price of the underlying asset on the expiry date but also on whether the underlying asset reaches the prescribed barrier level during the contract's validity period. This paper mainly studies the barrier option pricing problem under the Ornstein–Uhlenbeck equa-tion model under an uncertain environment. Assuming that the stock price obeys the Ornstein–Uhlenbeck equation model, the pricing formulas of four European barrier options are derived. Finally, several numerical examples are used to verify the effectiveness of the model.

This paper unveils the strong competition in container cargo between Hong Kong Port which has been emerging as an international maritime center since the 1970s and Shenzhen Port which has recently gained remarkable achievements in the Pearl River Delta region. Among various competing strategies, the study focuses on the long-term one in which two ports will decide to compete by investing in capacity. The purpose of this research is to examine their decision, making process and to suggest future strategic actions in the current situation. Within its scope, only economic profit brought back from the investment is considered. For this reason, an uncertain payoff two-person game model is developed where an uncertain factor of demand is involved. In applying Uncertainty theory (Liu, 2013), the two methods to solve the game are introduced, including uncertain statistics and the expected Nash Equilibrium strategy. The results obtained from this research generate meaningful suggestions for future competition plan for the two selected ports, which conclude that Shenzhen is the dominant port in this long-term strategy. Compared to existing works on the same topic, the paper shows its distinctiveness by studying the latest competitive situation with regard to the uncertain demand in the game model.

본 연구의 목적은 유역에서의 강우-유출 과정 모의를 위해 GIS에 기반을 둔 2차원 강우-유출 해석모형의 개발이다. 본 연구가 추구하는 세부 목표는 첫째, 강우--유출해석을 위한 2차원 모형을 개발하고, 둘째, 개발된 모형과 GIS를 연계하는 것이다. 모형에 포함된 수식화 과정은 다음의 네 가지로 요약학 수 있다. 시공간적으로 분포하는 강우의 처리과정과 침투과성, 유역의 유출을 추적하기 위한 1, 4, 8방향 흐름 추적과정, 그리고 하도 추적을 위한 1