Results 251 to 260 of about 507,473 (299)
Some of the next articles are maybe not open access.
Close form pricing formulas for Coupon Cancellable CoCos
Journal of Banking & Finance, 2014Abstract Contingent 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 ...
Corcuera, Jose Manuel +5 more
openaire +2 more sources
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.
openaire +1 more source
Novel closed-form resistance formulae for rectangular interconnects
Journal of Semiconductors, 2011Two closed-form formulae for the frequency-dependent resistance of rectangular cross-sectional inter- connects are presented. The frequency-dependent resistance R.f / of a rectangular interconnect line or a intercon- nect line with a ground plane structure is first obtained by a numerical method.
Baojun Chen, Zhen'an Tang, Tiejun Yu
openaire +1 more source
Closed‐form option pricing formulas with extreme events
Journal of Futures Markets, 2008AbstractThis 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
openaire +1 more source
Accurate Closed-Form GN/EGN-Model Formula Leveraging a Large QAM-System Test-Set
IEEE Photonics Technology Letters, 2019We tested the accuracy of a fully-closed-form approximate GN-model formula over 3000 different $C$ -band fully-loaded WDM-QAM system scenarios and 1200 partially-loaded ones.
M. Ranjbar Zefreh +4 more
semanticscholar +1 more source
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 ...
openaire +1 more source
A Closed-Form Formula for Pricing Variance Swaps on Commodities
Vietnam Journal of Mathematics, 2016zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Weraprasertsakun, Anurak, Rujivan, Sanae
openaire +1 more source
On formulas in closed form for van vleck expansions
International Journal of Quantum Chemistry, 1972AbstractCanonical transformations have been widely used to simplify Hamiltonians and other operators. In molecular and in solid state theory, the so‐called Van Vieck expansion is usually employed for this purpose while in theories of particles interacting with fields a combination of canonical transformations in closed form with Van Vleck type ...
openaire +1 more source
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
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
openaire +2 more sources