Results 81 to 90 of about 23,859 (259)
Asymptotic unboundedness of the norms of delayed matrix sine and cosine
Electronic Journal of Qualitative Theory of Differential Equations, 2017 In the paper, the asymptotic properties of recently defined special matrix functions called delayed matrix sine and delayed matrix cosine are studied. The asymptotic unboundedness of their norms is proved.
Zdenek Svoboda
doaj +1 more source
Closed forms for European options in a local volatility model [PDF]
Because of its very general formulation, the local volatility model does not have an analytical solution for European options. In this article, we present a new methodology to derive closed form solutions for the price of any European options.
Emmanuel Gobet +2 more
core
Note on an Asymptotic Formula for a Class of Digraphs
, 1978 Self-complementary digraphs, and oriented type of these were counted by Read [4] and Sridharan [5] respectively. In [3] Palmer obtained an asymptotic formula for the number of self-complementary digraphs following a method of Oberschelp [2].
M. R. Sridharan
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Jackknife bias‐corrected variance estimation for the generalized regression estimator
Canadian Journal of Statistics, EarlyView.Abstract Commonly used variance estimators for the generalized regression estimator (GREG) are based on Taylor linearization and jackknife. Traditionally, a jackknife GREG variance estimator is obtained by jackknifing GREG, which consists of computing GREG from each of several subsamples of the parent sample, and estimating the variance of the parent ...
Marius Stefan, J.N.K Rao
wiley +1 more source
Asymptotic formula in simultaneous approximation for certain Ismail-May-Baskakov operators
Journal of Numerical Analysis and Approximation Theory, 2021 In the present paper, we introduce a modification of Ismail-May operators having weights of Baskakov basis functions. We estimate weighted Korovkin's theorem and difference estimates between two operators and establish a Voronovskaja type asymptotic ...
Vijay Gupta, Michael Th. Rassias
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A series transformation formula and related polynomials
International Journal of Mathematics and Mathematical Sciences, 2005 We present a formula that turns power series into series of functions. This formula serves two purposes: first, it helps to evaluate some power series in a closed form; second, it transforms certain power series into asymptotic series.
Khristo N. Boyadzhiev
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Nonlinear permuted Granger causality
Canadian Journal of Statistics, EarlyView.Abstract Granger causality is an established, contentious method that seeks causal temporal connections via association and precedence. While not true causal inference, it assists in mapping networks of information flow that may warrant further study.
Noah D. Gade, Jordan Rodu
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Asymptotic formula for detecting inclusions via boundary measurements
Electronic Journal of Differential Equations, 2018 In this article, we are concerned with a geometric inverse problem related to the Laplace operator in a three-dimensional domain. The aim is to derive an asymptotic formula for detecting an inclusion via boundary measurement.
Khalifa Khelifi +3 more
doaj
Fourier Transform Method with an Asymptotic Expansion Approach: an Application to Currency Options ( Revised in December 2008; subsequently published in "International Journal of Theoretical and Applied Finance", Vol.11-4,pp.381-401. ) [PDF]
This paper develops a Fourier transform method with an asymptotic expansion approach for option pricing.The method is applied to European currency options with a libor market model of interest rates and jump-diffusion stochastic volatility models of spot
Kohta Takehara, Akihiko Takahashi
core
Communications on Pure and Applied Mathematics, EarlyView.ABSTRACT The leading‐order asymptotic behavior of the solution of the Cauchy initial‐value problem for the Benjamin–Ono equation in L2(R)$L^2(\mathbb {R})$ is obtained explicitly for generic rational initial data u0$u_0$. An explicit asymptotic wave profile uZD(t,x;ε)$u^\mathrm{ZD}(t,x;\epsilon)$ is given, in terms of the branches of the multivalued ...
Elliot Blackstone +3 more
wiley +1 more source