Results 241 to 250 of about 114,103 (278)

Derivative pricing using multivariate affine generalized hyperbolic distributions

Journal of Banking & Finance, 2010
Abstract In this paper we use multivariate affine generalized hyperbolic (MAGH) distributions, introduced by Schmidt et al. (2006) , to show how to price multidimensional derivatives when the underlying asset follows a MAGH distribution. We also illustrate the approach using market data from the BOVESPA (Sao Paulo Stock Exchange) and the exchange ...
Fajardo, José, Farias, Aquiles
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Second-Order Shape Derivative for Hyperbolic PDEs

2018
In this paper we study the second-order shape derivative for the solution to the wave equation with Dirichlet boundary conditions. We first prove the shape derivative exists for this problem. Specific complications arise when differentiating with respect to the domain hyperbolic PDEs; this requires an exclusive approach using the hidden regularity ...
J. Cagnol, J.-P. Zolésio
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Coefficients with unbounded derivatives in hyperbolic equations

Mathematische Nachrichten, 2004
AbstractWe are concerned with the problem of determining the sharp regularity of the coefficients with respect to the time variable t in order to have a well‐posed Cauchy problem in H∞ or in Gevrey classes for linear or quasilinear hyperbolic operators of higher order.
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DERIVATION OF HYPERBOLIC TURBULENT DIFFUSION EQUATION

1967
Abstract : A three dimensional hyperbolic differential equation based on finite correlated particle velocities is derived which is appropriate to modeling anisotropic turbulent diffusion in the atmosphere. Cauchy initial data, the mean wind, the Reynolds stress tensor, and a typical frequency of pulsation are required for complete solution.
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Complete hyperbolic lattices derived from tessellations of type {4g,4g}

Journal of Algebra and Its Applications, 2016
Regular tessellations of the hyperbolic plane play an important role in the design of signal constellations for digital communication systems. Self-dual tessellations of type [Formula: see text] with [Formula: see text], and [Formula: see text] have been considered where the corresponding arithmetic Fuchsian groups are derived from quaternion orders ...
Queiroz, Cátia Quilles, Benedito, Cintya W., Carmelo Interlando, J., Palazzo, Reginaldo   +3 more
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Hyperbolic Derivatives Determine a Function Uniquely

2013
The notion of hyperbolic derivative for functions from the unit disc to itself is well known. Recently, Rivard has proposed a definition for higher-order derivatives. We prove that the sequence of hyperbolic derivatives of order n (n=0,1,2,…) of a function f determines this function uniquely.
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Characteristic problems with normal derivatives for hyperbolic systems

Russian Mathematics, 2013
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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On hyperbolic polynomial-like functions and their derivatives

Proceedings of the Royal Society of Edinburgh: Section A Mathematics, 2007
A real polynomial $P$ of degree $n$ in one real variable is hyperbolic if its roots are all real. A real-valued function $P$ is called a hyperbolic polynomial-like function of degree $n$ if it has $n$ real zeros and $P^{(n)}$ vanishes nowhere. Denote by $x_k^{(i)}$ the roots of $P^{(i)}$ , $k=1,\dots,n-i$ , $i=0,\dots,n-1$ .
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Derivation of Circular Fixes in Hyperbolic Navigation Systems

Navigation, 1969
Relationships between positions determined by the intersections of hyperbolae defined by the differences in the times of arrival of pulses from three fixed transmitters and those determined by the intersections of circles centered at two of the transmitters provides the means of estimating the systematic errors in the radii of the circles due to clock ...
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A Simplified Derivation of Frei's Histogram Hyperbolization for Image Enhancement

IEEE Transactions on Pattern Analysis and Machine Intelligence, 1979
Frei has recently introduced a new technique (histogram hyperbolization) for image enhancement by the manipulation of the picture brightness levels. An alternative derivation of Frei's result, both simpler and more general, is presented.
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