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An exact analytical solution for discrete barrier options
Finance and Stochastics, 2006In the present paper we provide an analytical solution for pricing discrete barrier options in the Black-Scholes framework. We reduce the valuation problem to a Wiener-Hopf equation that can be solved analytically. We are able to give explicit expressions for the Greeks of the contract.
Gianluca Fusai +2 more
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Exact analytic solitary wave solutions for the RKL model
Mathematics and Computers in Simulation, 2009zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Thiab Taha, Houria Triki
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An exact analytical solution of Kepler's equation
Celestial Mechanics, 1972Complex-variable analysis is used to develop an exact solution to Kepler's equation, for both elliptic and hyperbolic orbits. The method is based on basic properties of canonical solutions to appropriately posed Riemann problems, and the final results are expressed in terms of elementary quadratures.
Siewert, C. E., Burniston, E. E.
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SOME EXACT ANALYTICAL SOLUTIONS OF PLANETARY ENTRY
AIAA Journal, 1963Approximate analytical solutions of entry into a planetary atmosphere at constant lift-drag ratio have been presented by Gazley, Chapman, Alien and Eggers, and Loh. Constant liftdrag ratio entry dictates variable angles of inclination. On the other hand, variable lift-drag ratio entry has been discussed by Lees, Grant, and Loh.
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Dynamic modes of quasispherical vesicles: Exact analytical solutions
Physical Review E, 2012In this paper we introduce a simple mathematical analysis to reexamine vesicle dynamics in the quasispherical limit (small deformation) under a shear flow. In this context, a recent paper [Misbah, Phys. Rev. Lett. 96, 028104 (2006)] revealed a dynamic referred to as the vacillating-breathing (VB) mode where the vesicle main axis oscillates about the ...
Guedda, M. +3 more
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Exact Analytical Solution of Coupled Landau Equations
ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik, 1992Summary: This paper gives an exact analytical solution of coupled Landau equations for the nonlinear evolution of perturbations in a Taylor-Couette flow. This solution predicts a supercritical stable behavior and a subcritical unstable behavior under suitable conditions.
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Exact analytic solutions of Schrödinger linear and nonlinear equations
Applied Mathematics and Computation, 2010zbMATH Open Web Interface contents unavailable due to conflicting licenses.
I. E. Kougias, Spiros Louvros
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Exact analytical solutions to the nonlinear Schrödinger equation model
Proceedings of the 2005 international symposium on Symbolic and algebraic computation, 2005A method is developed for constructing a series of exact analytical solutions of the nonlinear Schrodinger equation model (NLSE) with varying dispersion, nonlinearity, and gain or absorption. With the help of symbolic computation, a broad class of analytical solutions of NLSE are obtained.
Biao Li, Yong Chen, Qi Wang
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Distribution functions of binary solutions (exact analytic solution)
Theoretical and Mathematical Physics, 2000zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Exact analytical solutions basic to a class of two-body orbits
Celestial Mechanics, 1973The theory of complex variables is used to establish exact analytical solutions to a class of two-body problems. In view of Lambert's theorem, two points on the conic, the chord-distance between the two points, and the time interval are considered given, and subsequently the solutions for the semi-major axis required to define the orbit are developed ...
Burniston, E. E., Siewert, C. E.
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