Results 31 to 40 of about 919,859 (183)
The well-known first-order nonlinear difference equation y n + 1 = 2 y n − x y n 2 , n ∈ N 0 , $$ y_{n+1}=2y_{n}-xy_{n}^{2}, \quad n\in {\mathbb {N}}_{0}, $$ naturally appeared in the problem of computing the reciprocal value of a given nonzero real ...
Stevo Stević
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A Delayed Black and Scholes Formula I [PDF]
In this article we develop an explicit formula for pricing European options when the underlying stock price follows a non-linear stochastic differential delay equation (sdde). We believe that the proposed model is sufficiently flexible to fit real market
Bachelier L. +21 more
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Explicitly Invertible Approximations of the Gaussian Q-Function: A Survey
Communications and information theory use the Gaussian $Q$ -function, a positive and decreasing function, across the literature. Its approximations were created to simplify mathematical study of the Gaussian $Q$ -function expressions. This is important
Alessandro Soranzo +4 more
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An asymptotic sampling formula for the coalescent with Recombination
Ewens sampling formula (ESF) is a one-parameter family of probability distributions with a number of intriguing combinatorial connections. This elegant closed-form formula first arose in biology as the stationary probability distribution of a sample ...
Jenkins, Paul A., Song, Yun S.
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Euler characteristic of the configuration space of a complex
A closed form formula (generating function) for the Euler characteristic of the configuration space of $\scriptstyle n$ particles in a simplicial complex is given.Comment: 6 pages, no ...
Gal, S. R.
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Closed-form formula on quantum factorization effectiveness [PDF]
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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We derive analytically an exact closed-form formula for the standard minimax Average Run Length (ARL) to false alarm delivered by the Generalized Shiryaev-Roberts (GSR) change-point detection procedure devised to detect a shift in the baseline mean of a ...
A Novikov +37 more
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In this article, by virtue of expansions of two finite products of finitely many square sums, with the aid of series expansions of composite functions of (hyperbolic) sine and cosine functions with inverse sine and cosine functions, and in the light of ...
Qi Feng
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On the Chi square and higher-order Chi distances for approximating f-divergences
We report closed-form formula for calculating the Chi square and higher-order Chi distances between statistical distributions belonging to the same exponential family with affine natural space, and instantiate those formula for the Poisson and isotropic ...
Nielsen, Frank, Nock, Richard
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Closed-Form Formula of the Transverse Dynamic Stiffness of a Shallowly Inclined Taut Cable
The segmented vibration-governed equations and their general solutions for cables acted upon by intermediate transverse forces are derived by applying Hamilton’s principle. Including the effects of sagging, flexible stiffness, clamped boundary conditions,
Dan-hui Dan, Zu-he Chen, Xing-fei Yan
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