Results 241 to 250 of about 71,077 (260)

A Closed-Form Formula for Calculating Bond Duration

Financial Analysts Journal, 1984
(1984). A Closed-Form Formula for Calculating Bond Duration. Financial Analysts Journal: Vol. 40, No. 3, pp. 76-78.
openaire   +1 more source

Convergence of Conjugate Gradient Methods with a Closed-Form Stepsize Formula

Journal of Optimization Theory and Applications, 2007
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Labat, Christian, Idier, Jérôme
openaire   +4 more sources

Closed‐form option pricing formulas with extreme events

Journal of Futures Markets, 2008
AbstractThis paper explores the effect of extreme events or big jumps downwards and upwards on the jump‐diffusion option pricing model of Merton (1976). It starts by obtaining a special case of the jump‐diffusion model where there is a positive probability of a big jump downwards.
António Câmara, Steven L. Heston
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Proof of the Closed-Form Solution to the Mori Formula for Transport Coefficients

Journal of the Physical Society of Japan, 1996
Summary: Three decades ago, the quantum Langevin-like equation (Mori formula) was used to reformulate the linear response theory (Kubo formula) in the continued fraction formalism. Since then, the Mori formula has often been used to evaluate transport coefficients, but only within the Born approximation.
openaire   +2 more sources

Pricing the American options: A closed-form, simple formula

Physica A: Statistical Mechanics and Its Applications, 2020
Moawia Alghalith
exaly  

Closed-form formula for conditional moments of generalized nonlinear drift CEV process

Applied Mathematics and Computation, 2022
Khamron Mekchay, Sanae Rujivan, Phiraphat Sutthimat   +2 more
exaly  

Closed-Form Formulas for the nth Derivative of the Power-Exponential Function xx

Symmetry, 2023
Feng Qi, Wei-Shih Du, Jian Cao
exaly  

A Closed-Form Formula for Calculating Bond Convexity

The Journal of Fixed Income, 1996
David Blake, J. Michael Orszag
openaire   +1 more source

Pricing options under simultaneous stochastic volatility and jumps: A simple closed-form formula without numerical/computational methods

Physica A: Statistical Mechanics and Its Applications, 2020
Moawia Alghalith
exaly  

Accurate Closed-Form GN/EGN-Model Formula Leveraging a Large QAM-System Test-Set

IEEE Photonics Technology Letters, 2019
Andrea Carena, Pierluigi Poggiolini, F Forghieri   +2 more
exaly