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explicit formula

Simple Explicit Formula for Near-Optimal Stochastic Lifestyling

Simple Explicit Formula for Near-Optimal Stochastic Lifestyling

... Since the computation of the fully optimal strategy is prohibitively technical for prac- titioners, we have put forward a near-optimal strategy involving only a static constrained quadratic programme (CQP), easily ...

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The Explicit Formula for the Hodrick-Prescott Filter in Finite Sample

The Explicit Formula for the Hodrick-Prescott Filter in Finite Sample

... This paper is organized as follows. In Section 2, we derive the formula for the exact weights of the HP filter for finite sample without making assumptions about the data generating process. In Section 3 we ...

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Explicit Formula for Average Run Length of Double Moving Control Chart for INAR(1) Processes

Explicit Formula for Average Run Length of Double Moving Control Chart for INAR(1) Processes

... approximate formula for the ARL of EWMA chart by using a finite-state Markov Chain Approach ...derived explicit formulas for ARL of Exponentially Weighted Moving Average control ...studied explicit ...

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Partial Hedging Using Malliavin Calculus

Partial Hedging Using Malliavin Calculus

... an explicit formula for the optimal terminal ...the explicit expression for the admissible replicating portfolio that generates the optimal terminal ...claim. Explicit worked-out examples ...

11

Further  observations  on  SIMON   and  SPECK  families  of  block  ciphers

Further observations on SIMON and SPECK families of block ciphers

... SIMON and SPECK families of block ciphers are well-known lightweight ciphers, which have widely attracted the attention of researchers. In this note, based on the previous studies on SIMON, an explicit ...

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The SL_3 colored Jones polynomial of the trefoil

The SL_3 colored Jones polynomial of the trefoil

... a formula for the colored Jones polynomial of a torus knot, colored by an irreducible representation of a simple Lie ...Rosso-Jones formula involves a plethysm function, unknown in ...an explicit ...

12

Estimation for Constantinides-Ingersol Model with Small L´evy Noises from Discrete Observations

Estimation for Constantinides-Ingersol Model with Small L´evy Noises from Discrete Observations

... Abstract—This paper is concerned with the parameter esti- mation problem for Constantinides-Ingersol model with small L´evy noises from discrete observations. The least squares method is used to obtain the parameter ...

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The Mellin Transform Method as an Alternative Analytic Solution for the Valuation of Geometric Asian Option

The Mellin Transform Method as an Alternative Analytic Solution for the Valuation of Geometric Asian Option

... Abstract: This paper presents the Mellin transform method as an alternative analytic solution for the valuation of geometric Asian option. Asian options are options in which the variable is the average price over a ...

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Faber Polynomial Coefficient Estimates for Subclass of Analytic Bi-Bazilevic Functions Defined by Differential Operator

Faber Polynomial Coefficient Estimates for Subclass of Analytic Bi-Bazilevic Functions Defined by Differential Operator

... an explicit formula for a class of Bi-Bazilevic univalent functions involving differential operator is given, as well as the determination of upper bounds for the general Taylor-Maclaurin coefficient 𝑁 − 𝑡ℎ ...

6

On Multi-Order Logarithmic Polynomials and their Explicit Formulas, Recurrence Relations, and Inequalities

On Multi-Order Logarithmic Polynomials and their Explicit Formulas, Recurrence Relations, and Inequalities

... an explicit formula, an identity, and two recurrence relations by virtue of the Fa` a di Bruno formula and two identities of the Bell polynomials of the sec- ond kind in terms of the Stirling numbers ...

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Matchings in hexagonal cacti

Matchings in hexagonal cacti

... Hence by using the standard technique illustrated above in establishing Theorem 13, we obtain the following theorem which gives an explicit formula for the total number of matchings in a[r] ...

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Vol 2017

Vol 2017

... an explicit formula for computing it can be useful for characterizing Finsler ...an explicit formula for the flag curvature is very computational because of computation in local ...

15

Dynamics of drainage under stochastic rainfall in river networks

Dynamics of drainage under stochastic rainfall in river networks

... an explicit formula for the Laplace transform of the invariant density of streamflow in terms of the geophysical parameters of the river network and the statistical properties of the precipitation ...

16

K Bessel functions in two variables

K Bessel functions in two variables

... The Bessel-Muirhead hypergeometric system (or 0 F 1 -system) in two variables (and three variables) is solved using symmetric series, with an explicit formula for co- efficients, in order to express the ...

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Bonds futures and their options: more than the cheapest to deliver; quality option and marginning

Bonds futures and their options: more than the cheapest to deliver; quality option and marginning

... an explicit formula. The formula would be similar to the one for swaption or bond option described in Henrard ...an explicit or implicit description of the interval ...

16

Equivariant GW Theory of Stacky Curves

Equivariant GW Theory of Stacky Curves

... an explicit formula for the C ∗ -equivariant Gromov- Witten theory of P 1 as a vacuum expectation on the infinite ...ELSV formula to reduce everything to the combinatorics of the symmetric ...

52

Explicit solution for an infinite dimensional generalized inverse eigenvalue problem

Explicit solution for an infinite dimensional generalized inverse eigenvalue problem

... positive definite sequence given by Ahiezer and Krein [1], we establish an explicit formula for recovering the Jacobi matrix A via a given set of spectral data and a di- agonal matrix B. We use the usual ...

11

Additive units of product systems

Additive units of product systems

... an explicit formula for the amalgamated product of pointed Arveson systems which provides another proof of its independence of the reference units, and thus also of the fact that, up to cocycle conjugacy, ...

25

Dimensions of equilibrium measures on a class of planar self affine sets

Dimensions of equilibrium measures on a class of planar self affine sets

... self-affine carpets introduced by Bedford-McMullen and developed by several others [Be, Mc, B, GL, FW]. In general, carpets refer to planar self-affine sets generated by diagonal matrices. The key difference in the sets ...

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A Short Review on Prime Number Theorem

A Short Review on Prime Number Theorem

... Riemann‟s explicit formula for the number of primes less than a given number in terms of a sum over zeros of Riemann zeta function says that the magnitude of the oscillations of primes around their expected ...

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