Results 21 to 30 of about 507,473 (299)
A New Approach to Discrete Integration and Its Implications for Delta Integrable Functions
Mathematics, 2023 This research aims to develop discrete fundamental theorems using a new strategy, known as delta integration method, on a class of delta integrable functions. The νth-fractional sum of a function f has two forms; closed form and summation form.
Mohammed M. Al-Shamiri +8 more
doaj +1 more source
A General Closed-Form Spread Option Pricing Formula [PDF]
SSRN Electronic Journal, 2013 We propose a new accurate method for pricing European spread options by extending the lower bound approximation of Bjerksund and Stensland (2011) beyond the classical Black–Scholes framework. This is possible via a procedure requiring a univariate Fourier inversion. In addition, we are also able to obtain a new tight upper bound.
CALDANA, RUGGERO, FUSAI, Gianluca
openaire +3 more sources
Integration of a Generalized Ratio of Polynomials
Mathematics, 2021 This paper provides a closed-form solution to the indefinite integral of a ratio of generalized polynomials where the denominator polynomial is raised to the general order r∈Z+.
Matthew J. Brandsema, Donovan E. Brocker
doaj +1 more source
IEEE Access, 2023 The closed-form solution of each rotation joint angle is the most direct and convenient method for humanoid robot arms to imitate the real-time motion of the human arm.
Feifei Zhong +5 more
doaj +1 more source
A GN/EGN-model real-time closed-form formula tested over 7,000 virtual links [PDF]
European Conference on Optical Communication, 2019 We derived a fully-closed-form GN-model formula and tested its accuracy of over 7,000 highly randomized Cband system scenarios. By further applying a correction that leverages the large system test-set, we were able to substantially improve it and obtain
M. Zefreh +4 more
semanticscholar +1 more source
A Mathematical Model for the Analysis of Jet Engine Fuel Consumption during Aircraft Cruise
Energies, 2021 In this paper we propose a mathematical model for the fuel consumption analysis during aircraft cruise. A closed-form formula that expresses the aircraft’s weight variation over time, and hence, the fuel flow rate, is obtained as a result. Furthermore, a
Francisco Velásquez-SanMartín +3 more
doaj +1 more source
Accurate Closed-Form Real-Time EGN Model Formula Leveraging Machine-Learning Over 8500 Thoroughly Randomized Full C-Band Systems [PDF]
Journal of Lightwave Technology, 2020 We derived an approximate non-linear interference (NLI) closed-form model (CFM), capable of handling a very broad range of optical WDM system scenarios.
M. Ranjbar Zefreh +3 more
semanticscholar +1 more source
Note on constructing a family of solvable sine-type difference equations
Advances in Difference Equations, 2021 We obtain a family of first order sine-type difference equations solvable in closed form in a constructive way, and we present a general solution to each of the equations.
Ahmed El-Sayed Ahmed +4 more
doaj +1 more source
Closed-Form Formula for the Conditional Moments of Log Prices under the Inhomogeneous Heston Model
Computation, 2022 Several financial instruments have been thoroughly calculated via the price of an underlying asset, which can be regarded as a solution of a stochastic differential equation (SDE), for example the moment swap and its exotic types that encourage investors
Kittisak Chumpong +1 more
doaj +1 more source
Bartlett's formulae?Closed forms and recurrent equations [PDF]
Annals of the Institute of Statistical Mathematics, 1996 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +5 more sources