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Derivation of the Closed-Form Solution to the Mori Formula
Journal of the Physical Society of Japan, 1997Summary: The closed-form solution to the memory function in the generalized Langevin equation (Mori formula), obtained as a series expansion in terms of the projection operator, is rederived without use of the expansion method. The procedure for approximation of the closed-form solution is briefly mentioned.
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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 Formulae for European Options Under Three-Factor Models
Communications in Mathematics and Statistics, 2019The author derives new closed-form valuations to European options under three-factor hybrid models that include stochastic interest rates and stochastic volatility and incorporate a nonzero covariance structure between factors. The idea is to cleverly use the empirically proven 3/2 stochastic volatility model with a time-dependent drift in which one is
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Mwanaute's Closed-Form Formula for RSA đ
This resource presents a closed-form formula, referred to as âMwanauteâs Closed-Form Formula,â for computing the RSA private exponent ddd given the public exponent eee and prime factors ppp and qqq. Unlike standard methods that require the Extended Euclidean Algorithm, this formula allows direct computation in constant time using basic arithmetic ...openaire +1 more source
A Simple Closed-Form Formula for Pricing Basket Options
The Journal of Derivatives, 2017Options involving more than one underlying, often called basket options , are quite common, but valuation presents a mathematical problem. Although returns for a single stock can be assumed to follow a lognormal diffusion, leading to a variety of possible standard pricing models, sums, averages, or differences among lognormals are not lognormal.
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Mathematics and Financial Economics, 2020
XinâJiang He, Wenting Chen
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XinâJiang He, Wenting Chen
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BUDDY: molecular formula discovery via bottom-up MS/MS interrogation
Nature Methods, 2023Tao Huan
exaly
A Closed-Form Formula for the RBF-Based Approximation of the LaplaceâBeltrami Operator
Journal of Scientific Computing, 2018Diego Ălvarez +2 more
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