Linkage Equilibrium and a Closed Form Approximation
A Closed Form Approximation for Pricing Temperature Based Weather Derivatives
... 7. Conclusions This paper has derived closed-form expressions for ap- proximating the distribution of temperature indices. The major practical use for these approximations is in esti- mating the payoffs to ...
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A tractable closed form approximation of the ergodic rate in Poisson cellular networks
... accurate closed form expressions for the DL rate of coordinating BSs [11], providing a figure of merit for the investigation of coordination schemes among ...of closed form expressions for the ...
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A closed-form formula for the RBF-based approximation of the Laplace-Beltrami operator
... Analytical solutions to PDEs on surfaces are usually not possible and, hence, there is a great interest in developing numerical methods for these problems. Surface finite elements, for example, use a polyhedral ...
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A General Closed Form Approximation Pricing Formula for Basket and Multi Asset Spread Options
... general closed form approximation pricing formula, which can be used for real-time pricing of mul- ti-asset spread options, even under a non-Gaussian ...general closed form ...
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Closed Form Approximation of Timer Option Prices under General Stochastic Volatility Models
... Black-Scholes-like form, greeks such as delta and gamma are given in very simple ...The approximation is fast and ...The approximation respects put-call parity, meaning that the approximate prices ...
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Closed-Form Approximation of Timer Option Prices under General Stochastic Volatility Models
... Black-Scholes-like form, greeks such as delta and gamma are given in very simple ...The approximation is fast and ...The approximation respects put-call parity, meaning that the approximate prices ...
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A Closed-Form Approximation of the Gaussian Noise Model in the Presence of Inter-Channel Stimulated Raman Scattering
... the closed-form expression is compared to numerical integration of the ISRS Gaussian noise model and split-step simu- lations in a point-to-point transmission, as well as in a mesh optical network ...
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Approximation of equilibrium measures by discrete measures
... a simple form. For these basic concepts see Chapter 2. Luckily, it is possible to approximate equilibrium measures by discrete mea- sures. They can be approximated in the weak-star sense which is the ...
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A Unified Closed-form Expression of Logit and Weibit and its Application to a Transportation Network Equilibrium Assignment
... single closed-form ...network equilibrium model as a route choice model. The network equilibrium model with the generalized logit route choice is formulated as an optimization problem under ...
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MAXIMUM LIKELIHOODESTIMATION OF DISCRETELY SAMPLED DIFFUSIONS: A CLOSED-FORM APPROXIMATION APPROACH. By Yacine Aït-Sahalia 1
... 1 I am grateful to David Bates, René Carmona, Freddy Delbaen, Ron Gallant, Lars Hansen, Bjarke Jensen, Per Mykland, Peter C. B. Phillips, Rolf Poulsen, Peter Robinson, Chris Rogers, Angel Ser- rat, Chris Sims, George ...
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A closed-form approximation of correlated multiuser MIMO ergodic capacity with antenna selection and imperfect channel estimation
... our closed-form expressions over different channel conditions and ...capacity approximation extends the state-of-the-art and enables efficient performance evaluation of varied multiantenna ...
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Unemployment and Inheritance Linkage: A Dynamic General Equilibrium Analysis
... are there firms in this sector, looking for workers to commence production. This “trade in the labor market ” 7 is uncoordinated. So this may well be the case that some of the vacant posts fail to get a worker, on the ...
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Entropic approximation for mathematical programs with robust equilibrium constraints
... stage equilibrium y(ξ) with a polynomial function of ...functional form of the decision variable at the second stage to a class of polynomial functions rather than measurable functions as it’s supposed to ...
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A Handy Approximation Technique for Closed- form and Approximate Solutions of Time- Fractional Heat and Heat-Like Equations with Variable Coefficients
... handy approximation technique as a modified DTM (MDTM) for the solutions of time-fractional heat and heat-like ...both closed-form and approximate solutions were ...
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Closed-Form Expression of A CVA on A Bond
... 2 contract by varying a certain amount of money put aside: the Credit Valuation Adjustment. The CVA can be seen as unilateral or bilateral. From either end of the contract, the counterparty risk is not the same. In the ...
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Closed form spread option valuation
... 7 Numerical results In the following, we compare the accuracy of the Kirk approximation in Eqs.(5)- (8), our formula in Eqs.(15)-(21) above, and the optimal lower bound following from maximizing the formula with ...
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Existence and continuity for the ε approximation equilibrium problems in Hadamard spaces
... spaces, the closed convex hull of a finite number of points might not be compact. In order to extend []’s results to Hadamard spaces, Niculescu and Roventa [] first introduced the famous KKM lemma and proved the ...
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Approximation of solutions to an equilibrium problem in a nonuniformly smooth Banach space
... As we all know, if C is a nonempty closed convex subset of a Hilbert space H and P C : H → C is the metric projection of H onto C, then P C is nonexpansive. This fact ac- tually characterizes Hilbert spaces and ...
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Closed form solution for dynamic of sustainable tourism
... The attention to environmental conditions of the planet drives many scientists to study and to analyze the externalities of the economic activities and their relapses on nature. The issue is quite complex because of the ...
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Optimal Mortgage Refinancing: A Closed Form Solution
... second-order approximation match those of the exact ...order approximation also goes to zero, while the exact solution goes to the NPV ...better approximation to the optimal threshold than is the ...
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