Tools
Sorted by:
Try your query at:
 |
 |
 |
 |
 |
 |
Results 1 - 10
of
2,194
Closed Form Formula for the Price of the Options on the 1 Day Brazilian
"... This article derives a closed form formula for the arbitrage free price of the options on the One day Brazilian Interfinancial Deposits Index (IDI) using some results from modern theory of finance. 1 The authors would like to acknowledge the financial support from CNPq and the second author also fro ..."
Abstract
- Add to MetaCart
This article derives a closed form formula for the arbitrage free price of the options on the One day Brazilian Interfinancial Deposits Index (IDI) using some results from modern theory of finance. 1 The authors would like to acknowledge the financial support from CNPq and the second author also
Closed Form Formula for WENO Smoothness Indicators with Arbitrary Order
, 2010
"... In this article, we present a general closed form formula for computing lower order local smoothness indicators used in forming nonlinear WENO weights of arbitrary orders 2r − 1. The closed form formula of the smoothness indicators is given in a convenient matrix form. The smoothness indicators can ..."
Abstract
- Add to MetaCart
In this article, we present a general closed form formula for computing lower order local smoothness indicators used in forming nonlinear WENO weights of arbitrary orders 2r − 1. The closed form formula of the smoothness indicators is given in a convenient matrix form. The smoothness indicators can
Closed-Form Formulae for Time-Difference-of-Arrival Estimation
, 2008
"... For a positioning system with Lsensors, a maximum of L(L-1)/2 distinct time-difference-of-arrival (TDOA) measurements, which are referred to as the full TDOA set, can be obtained. In this paper, closed-form expressions regarding optimum conversion of the full TDOA set to the nonredundant TDOA set, ..."
Abstract
-
Cited by 11 (1 self)
- Add to MetaCart
For a positioning system with Lsensors, a maximum of L(L-1)/2 distinct time-difference-of-arrival (TDOA) measurements, which are referred to as the full TDOA set, can be obtained. In this paper, closed-form expressions regarding optimum conversion of the full TDOA set to the nonredundant TDOA set
Outstanding Principal as Prepayment Value: A Closed-Form Formula for Mortgage Pricing
"... Abstract — Mortgage is one of the most popular instruments in the financial markets. In this study, we consider three actions, i.e., to default, to prepay, and to maintain the mortgage, that a borrower may have in mortgage horizon. We provide an effective pricing formula, which not only considers th ..."
Abstract
- Add to MetaCart
of the mortgage. We present a new closed-form pricing formula of risky mortgage and also derive its yield to maturity, duration and convexity to provide a framework for risk management.
Policy search in a space of simple closed-form formulas: Towards interpretability of reinforcement learning
- in Discovery Science (DS 2012
, 2012
"... Abstract. In this paper, we address the problem of computing interpretable solutions to reinforcement learning (RL) problems. To this end, we propose a search algorithm over a space of simple closed-form formulas that are used to rank actions. We formalize the search for a high-performance policy a ..."
Abstract
-
Cited by 3 (2 self)
- Add to MetaCart
Abstract. In this paper, we address the problem of computing interpretable solutions to reinforcement learning (RL) problems. To this end, we propose a search algorithm over a space of simple closed-form formulas that are used to rank actions. We formalize the search for a high-performance policy
Closed-form formulas for the Zhang-Zhang polynomials of benzenoid structures: Chevrons and Generalized Chevrons
, 2014
"... Closed-form, general formulas for the Zhang-Zhang (ZZ) polynomials for two important classes of benzenoid structures, chevrons ܥ݄ሺ݇ǡ݉ǡ ݊ ሻ and generalized chevrons ܥ݄ሺ݇ǡ݉ǡ ݊ଵǡ ݊ଶሻ, are formally derived. The derivations rely on a new and important theorem, which states that the ZZ polynomial of two ..."
Abstract
-
Cited by 1 (0 self)
- Add to MetaCart
Closed-form, general formulas for the Zhang-Zhang (ZZ) polynomials for two important classes of benzenoid structures, chevrons ܥ݄ሺ݇ǡ݉ǡ ݊ ሻ and generalized chevrons ܥ݄ሺ݇ǡ݉ǡ ݊ଵǡ ݊ଶሻ, are formally derived. The derivations rely on a new and important theorem, which states that the ZZ polynomial of two
Closed-Form Formulas for Private Watermarking Capacities of Laplacian Sources with the Magnitude-Error Distortion Measure and under Additive Attacks
- Lecture Notes on Computer Science 3710
"... Abstract. Calculation of watermarking capacities of private Laplacian watermarking systems with the magnitude-error distortion measure under fixed attacks is addressed. First, in the case of an additive Laplacian attack, a nice closed-form formula for the watermarking capacities is derived, which in ..."
Abstract
-
Cited by 1 (1 self)
- Add to MetaCart
Abstract. Calculation of watermarking capacities of private Laplacian watermarking systems with the magnitude-error distortion measure under fixed attacks is addressed. First, in the case of an additive Laplacian attack, a nice closed-form formula for the watermarking capacities is derived, which
Exact Closed Form Formula for Partial Mutual Inductance of On-Chip Interconnects
- Proceedings of the 2002 IEEE International Conference on Computer Design: VLSI in Computers and Processors, ICCD
, 2002
"... In this paper, we propose a new exact closed form mutual inductance equation for on-chip interconnects. We express the mutual inductance between two parallel rectangular conductors as a weighted sum of self-inductances. We do not place any restrictions on the alignment of the two parallel rectangula ..."
Abstract
-
Cited by 7 (0 self)
- Add to MetaCart
In this paper, we propose a new exact closed form mutual inductance equation for on-chip interconnects. We express the mutual inductance between two parallel rectangular conductors as a weighted sum of self-inductances. We do not place any restrictions on the alignment of the two parallel
Stability of Surface Contacts for Humanoid Robots: Closed-Form Formulae of the Contact Wrench Cone for Rectangular Support Areas
"... Abstract — Humanoids locomote by making and breaking contacts with their environment. Thus, a crucial question for them is to anticipate whether a contact will hold or break under effort. For rigid surface contacts, existing methods usually consider several point-contact forces, which has some drawb ..."
Abstract
-
Cited by 1 (1 self)
- Add to MetaCart
drawbacks due to the underlying redundancy. We derive a criterion, the Contact Wrench Cone (CWC), which is equivalent to any number of applied forces on the contact surface, and for which we provide a closed-form formula. It turns out that the CWC can be decomposed into three conditions: (i) Coulomb
Results 1 - 10
of
2,194
