Results 51 to 60 of about 800,939 (248)
"An Asymptotic Expansion Scheme for the Optimal Investment Problems" [PDF]
We shall propose a new computational scheme for the evaluation of the optimal portfolio for investment.Our method is based on an extension of the asymptotic expansion approach which has been recently developed for pricing problems of the contingent ...
Nakahiro Yoshida, Akihiko Takahashi
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A Scalable and Resource‐Efficient Pipelined p‐Computer for Probabilistic Ising Machines
Advanced Intelligent Systems, EarlyView.(a) Block diagram of the portfolio optimization problem: given M assets, the goal is to determine the optimal weights w that maximize the expected return (based on the mean historical assets return u), while minimizing the risk, quantified by the assets covariance matrix S.
Deborah Volpe +9 more
wiley +1 more source
On a q—Analog of a Singularly Perturbed Problem of Irregular Type with Two Complex Time Variables
Mathematics, 2019 The analytic solutions of a family of singularly perturbed q-difference-differential equations in the complex domain are constructed and studied from an asymptotic point of view with respect to the perturbation parameter.
Alberto Lastra, Stéphane Malek
doaj +1 more source
Multidimensional asymptotic spectral analysis and applications [PDF]
This article adresses questions on localization and microlocalization in the framework of the so called (C,E,P)–algebras of generalized functions. We give new results on nonlinear properties of the asymptotic singular spectrum in the multi-parameter case,
Jean-André Marti +2 more
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An asymptotic formula for the Koornwinder polynomials [PDF]
, 2005 van Diejen JF,(reprint author). Instituto de Matemática y Física, Universidad de Talca, Casilla 747, Talca, Chile.A formula for the large-degree asymptotics of Koomwinder's multivariate Askey-Wilson polynomials is presented.
Van Diejen, J.F.
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American Journal of Agricultural Economics, EarlyView.Abstract Crop insurance is undoubtedly an extremely valuable element in protecting agricultural businesses, but in many cases standard indemnity‐based products have had very low uptake due to high transaction costs elevating premiums to unaffordable levels.
Amogh Prakasha Kumar +2 more
wiley +1 more source
"An Asymptotic Expansion with Malliavin Weights: An Application to Pricing Discrete Barrier Options" [PDF]
This paper proposes a new approximation method for pricing barrier options with discrete monitoring under stochastic volatility environment. In particular, the integration-by-parts formula in Malliavin calculus is effectively applied in an asymptotic ...
Akihiko Takahashi, Toshihiro Yamada
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A note on the exact formulas for certain $2$-color partitions
Comptes Rendus. MathématiqueLet $p\le 23$ be a prime and $a_p(n)$ count the number of partitions of $n$ where parts that are multiple of $p$ come up with $2$ colors. Using a result of Sussman, we derive the exact formula for $a_p(n)$ and obtain an asymptotic formula for $\log a_p(n)
Guadalupe, Russelle
doaj +1 more source
Asymptotic Behaviors of Intermediate Points in the Remainder of the Euler-Maclaurin Formula
Abstract and Applied Analysis, 2010 The Euler-Maclaurin formula is a very useful tool in calculus and numerical analysis. This paper is devoted to asymptotic expansion of the intermediate points in the remainder of the generalized Euler-Maclaurin formula when the length of the integral ...
Aimin Xu, Zhongdi Cen
doaj +1 more source
"Applications of the Asymptotic Expansion Approach based on Malliavin-Watanabe Calculus in Financial Problems" [PDF]
This paper reviews the asymptotic expansion approach based on Malliavin-Watanabe Calculus in Mathematical Finance. We give the basic formulation of the asymptotic expansion approach and discuss its power and usefulness to solve important problems arised ...
Naoto Kunitomo, Akihiko Takahashi
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