Taylor’s series expansions for real powers of two functions containing squares of inverse cosine function, closed-form formula for specific partial Bell polynomials, and series representations for real powers of Pi [PDF]
Demonstratio Mathematica, 2022 In this article, by virtue of expansions of two finite products of finitely many square sums, with the aid of series expansions of composite functions of (hyperbolic) sine and cosine functions with inverse sine and cosine functions, and in the light of ...
Qi Feng
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Closed-form pricing formula for foreign equity option with credit risk
Advances in Difference Equations, 2021 Since credit risk in the over-the-counter (OTC) market has undoubtedly become very important issue, credit risk has to be considered when the options in the OTC market are priced.
Donghyun Kim, Ji-Hun Yoon, Geonwoo Kim
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A closed-form pricing formula for European options in an illiquid asset market
Financial Innovation, 2022 This article addresses the problem of pricing European options when the underlying asset is not perfectly liquid. A liquidity discounting factor as a function of market-wide liquidity governed by a mean-reverting stochastic process and the sensitivity of
Puneet Pasricha +2 more
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A New Closed-Form Formula of the Gauss Hypergeometric Function at Specific Arguments
AxiomsIn this paper, the authors briefly review some closed-form formulas of the Gauss hypergeometric function at specific arguments, alternatively prove four of these formulas, newly extend a closed-form formula of the Gauss hypergeometric function at some ...
Yue-Wu Li, Feng Qi
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A closed-form formula characterization of the Epps effect
Quantitative Finance, 2020 In this study we provide an analytical characterization of the impact of zero returns on the popular realized covariance estimator of Barndorff-Nielsen and Shephard [Econometric analysis of realized covariation: High frequency based covariance ...
G. Buccheri +3 more
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Closed-Form Formula of the Transverse Dynamic Stiffness of a Shallowly Inclined Taut Cable
Shock and Vibration, 2014 The segmented vibration-governed equations and their general solutions for cables acted upon by intermediate transverse forces are derived by applying Hamilton’s principle. Including the effects of sagging, flexible stiffness, clamped boundary conditions,
Dan-hui Dan, Zu-he Chen, Xing-fei Yan
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Reply to comment regarding ‘special-case closed form of the Baker–Campbell–Hausdorff formula’ [PDF]
Journal of Physics A: Mathematical and Theoretical, 2015 The Baker-Campbell-Hausdorff formula is a general result for the quantity $Z(X,Y)=\ln( e^X e^Y )$, where $X$ and $Y$ are not necessarily commuting. For completely general commutation relations between $X$ and $Y$, (the free Lie algebra), the general ...
Alexander Van-Brunt, M. Visser
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An optical method for deriving the anterior and posterior curvatures of intraocular lenses using dual back-vertex power measurements. [PDF]
PLoS ONEWe present a theoretical framework to estimate the anterior and posterior radii of curvature of a thick intraocular lens (IOL) by measuring its back-vertex power in two orientations.
Damien Gatinel
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MacLaurin’s series expansions for positive integer powers of inverse (hyperbolic) sine and tangent functions, closed-form formula of specific partial Bell polynomials, and series representation of generalized logsine function [PDF]
Applicable Analysis and Discrete Mathematics, 2021 In the paper, the authors find series expansions and identities for positive integer powers of inverse (hyperbolic) sine and tangent, for composite of incomplete gamma function with inverse hyperbolic sine, in terms of the first kind Stirling numbers,
Bai-Ni Guo (郭白妮) +2 more
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Weighted Model Counting in FO2 with Cardinality Constraints and Counting Quantifiers: A Closed Form Formula [PDF]
AAAI Conference on Artificial Intelligence, 2021 Weighted First-Order Model Counting (WFOMC) computes the weighted sum of the models of a first-order logic theory on a given finite domain. First-Order Logic theories that admit polynomial-time WFOMC w.r.t domain cardinality are called domain liftable ...
Sagar Malhotra, L. Serafini
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