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A Closed-Form Formula for Queueing Delays in Disk Arrays
1994 International Conference on Parallel Processing (ICPP'94), 1994Disk arrays have become increasingly popular as a means of improving performance of secondary storage systems. In making design decisions, it is essential to understand the performances of different configurations as well as effects of system parameters on their performance.
Yang, Tao, Hu, Shengbin, Yang, Qing
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Pricing the American options: A closed-form, simple formula
Physica A: Statistical Mechanics and its Applications, 2019zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Commodity Asian Options: A Closed-Form Formula
SSRN Electronic Journal, 2007We compute an analytical expression for the moment generating function of the joint random vector consisting of a spot price and its discretely monitored average for a large class of square-root price dynamics. This result, combined with the Fourier transform pricing method proposed by Carr and Madan (1999) [Carr, P., Madan D., 1999.
Gianluca Fusai +2 more
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Macaulay and closed form duration formulas
The British Accounting Review, 1990Abstract This paper draws attention to Macaulay's closed form formula for duration and demonstrates its simple links to alternative closed form formulas for duration presented in recent years.
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Closed-Form Summation Formulae
2017Closed-form summation formulae provide a compact means of describing different types of spectra. By combining a limited number of sinusoids, we can generate complex waveforms with many harmonic or inharmonic partials. In this chapter, we will look at various formulae, and their implementation and application, from band-limited pulse oscillators to ...
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Close Form Pricing Formulas for CoCa CoCos
SSRN Electronic Journal, 2013Contingent Convertibles ("CoCos") are contingent capital instruments which convert into shares, or have a principal write down, if a trigger event takes place. CoCos exhibit the undesirable so-called "death-spiral effect": by actively hedging the equity risk, investors can (unintentionally) force the conversion by making the share price deteriorate and
José Manuel Corcuera +4 more
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CLOSED FORM FORMULAS FOR EXOTIC OPTIONS AND THEIR LIFETIME DISTRIBUTION
International Journal of Theoretical and Applied Finance, 1999We first recall the well-known expression of the price of barrier options, and compute double barrier options by the mean of the iterated mirror principle. The formula for double barriers provides an intraday volatility estimator from the information of high-low-close prices. Then we give explicit formulas for the probability distribution function and
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Closed-form formulas for Kirchhoff index
International Journal of Quantum Chemistry, 2000We find closed-form expressions for the resistance, or Kirchhoff index, of certain connected graphs using Foster's theorems, random walks, and the superposition principle. © 2001 John Wiley & Sons, Inc.
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A closed form network connectivity formula one-dimensional MANETs
2004 IEEE International Conference on Communications (IEEE Cat. No.04CH37577), 2004In this paper, a closed form network connectivity formula for a one-dimensional mobile ad hoc network (MANET) is developed. Precisely, we derive the probability that a MANET is fully connected given a certain number of nodes randomly and uniformly placed along a path between a source and destination pair.
Foh, CH, Lee, B-S
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A closed-form formula for GPS GDOP computation
GPS Solutions, 2008Geometric dilution of precision (GDOP) is often used for selecting good satellites to meet the desired positioning precision. An efficient closed-form formula for GDOP has been developed when exactly four satellites are used. It has been proved that increasing the number of satellites for positioning will always reduce the GDOP.
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