Results 81 to 90 of about 919,859 (183)

Some results on Denault's capital allocation rule. [PDF]

Denault (2001) introduces a capital allocation principle where the capital allocated to any risk unit is expressed in terms of the contribution of that risk to the aggregate conditional tail expectation. Panjer (2002) derives a closed-form expression for
Dhaene, Jan, Vanduffel, Steven
core  

On the relation of closed forms and Trotter's product formula

Journal of Functional Analysis, 2003
The aim of this paper is to give a characterization in Hilbert spaces of the generators of $C_0$-semigroups associated with closed, sectorial forms in terms of the convergence of a generalized Trotter's product formula. In the course of the proof of the main result we also present a similarity result which can be of independent interest: for any ...
openaire   +3 more sources

Closed forms for European options in a local volatility model [PDF]

Because of its very general formulation, the local volatility model does not have an analytical solution for European options. In this article, we present a new methodology to derive closed form solutions for the price of any European options.
Emmanuel Gobet, Eric Benhamou, Mohammed Miri   +2 more
core  

Nonregenerative Dual-Hop Cooperative Links with Selection Diversity

EURASIP Journal on Wireless Communications and Networking, 2006
The end-to-end performance of dual-hop cooperative diversity systems equipped with nonregenerative relays and a selection combining receiver at the destination terminal over independent and nonidentical Nakagami- fading channels is studied. Closed-form
Karagiannidis George K, Mathiopoulos P Takis, Tsiftsis Theodoros A, Kotsopoulos Stavros A   +3 more
doaj  

Bit error rate analysis model of M-APSK based on total probability formula

Tongxin xuebao
To efficiently evaluate the performance of M-APSK modulation scheme over an additive white Gaussian noise channel, a theoretical bit error rate analysis model was proposed based on total probability formula.
HUAN Hao, REN Kexue
doaj   +2 more sources

Mathematical Analysis of a Modified Closed-Form Formula for Design a Uniform Leaky-Wave Antenna With Ultra-Low SLL. [PDF]

Sci Rep, 2019
Kiani A, Geran F, Hashemi SM, Forooraghi K.   +3 more
europepmc   +1 more source

Closed-form formulas in number-conserved pairing theory

In this work, I present closed-form formulas for the norm and many-body density matrices between general wave functions with exact particle numbers in pairing theory, using properties of the generalized Kronecker delta. These formulas, expressed as sums of minors and Pfaffians, apply to both even and odd particle-number systems and accommodate pair ...
openaire   +2 more sources

Exact Kolmogorov and total variation distances between some familiar discrete distributions

Journal of Inequalities and Applications, 2006
We give exact closed-form expressions for the Kolmogorov and the total variation distances between Poisson, binomial, and negative binomial distributions with different parameters.
Adell José A, Jodrá P
doaj  

Molecular dynamics simulations of solar-wind induced H₂O formation and retention in vesicles of lunar soil. [PDF]

Sci Rep
Shoji D.
europepmc   +1 more source

Axial Hysteretic Mechanical Characteristics of Wire Rope Isolators and Parameter Identification with a Novel Algebraic Closed-Form Model. [PDF]

Materials (Basel)
Mei G, He Y, Dai M, Zhou L, Yao X, Shen J, Li C.   +6 more
europepmc   +1 more source