Second-order expansion for the expected regret risk in classification of one-parametric distributions

1999 ◽  
Vol 39 (2) ◽  
pp. 173-181
Author(s):  
K. Dučinskas
Keyword(s):  
Second Order ◽  
Order Expansion

scholarly journals Application of group analysis to classification of systems of three second-order ordinary differential equations

2015 ◽  
Vol 38 (18) ◽  
pp. 5097-5113 ◽  
Author(s):  
S. Suksern ◽  
S. Moyo ◽  
S. V. Meleshko
Keyword(s):  
Differential Equations ◽  
Ordinary Differential Equations ◽  
Group Analysis ◽  
Second Order

On a second-order expansion of the truncated singular subspace decomposition

2016 ◽  
Vol 23 (3) ◽  
pp. 519-534
Author(s):  
S. Gratton ◽  
J. Tshimanga-Ilunga
Keyword(s):  
Second Order ◽  
Singular Subspace ◽  
Subspace Decomposition ◽  
Order Expansion

scholarly journals Limit-point / limit-circle classification of second-order differential operators arising in PT quantum mechanics

PAMM ◽  
2016 ◽  
Vol 16 (1) ◽  
pp. 871-872 ◽  
Author(s):  
Florian Büttner ◽  
Carsten Trunk
Keyword(s):  
Quantum Mechanics ◽  
Limit Point ◽  
Differential Operators ◽  
Second Order ◽  
Limit Circle ◽  
Pt Quantum Mechanics

PRICING TIMER OPTIONS: SECOND-ORDER MULTISCALE STOCHASTIC VOLATILITY ASYMPTOTICS

2021 ◽  
pp. 1-19
Author(s):  
XUHUI WANG ◽  
SHENG-JHIH WU ◽  
XINGYE YUE
Keyword(s):  
Stochastic Volatility ◽  
Implied Volatility ◽  
Option Price ◽  
Second Order ◽  
Approximation Formula ◽  
Stochastic Volatility Models ◽  
Regular Perturbation ◽  
Volatility Models ◽  
Order Expansion ◽  
High Level

Abstract We study the pricing of timer options in a class of stochastic volatility models, where the volatility is driven by two diffusions—one fast mean-reverting and the other slowly varying. Employing singular and regular perturbation techniques, full second-order asymptotics of the option price are established. In addition, we investigate an implied volatility in terms of effective maturity for the timer options, and derive its second-order expansion based on our pricing asymptotics. A numerical experiment shows that the price approximation formula has a high level of accuracy, and the implied volatility in terms of its effective maturity is illustrated.

SATANIC AND THELEMIC CIRCLES ON KNOTS

2013 ◽  
Vol 22 (05) ◽  
pp. 1350017 ◽  
Author(s):  
G. FLOWERS
Keyword(s):  
Geometric Interpretation ◽  
Second Order ◽  
Geometric Properties ◽  
Vassiliev Invariants ◽  
Vassiliev Invariant ◽  
Knot Diagrams

While Vassiliev invariants have proved to be a useful tool in the classification of knots, they are frequently defined through knot diagrams, and fail to illuminate any significant geometric properties the knots themselves may possess. Here, we provide a geometric interpretation of the second-order Vassiliev invariant by examining five-point cocircularities of knots, extending some of the results obtained in [R. Budney, J. Conant, K. P. Scannell and D. Sinha, New perspectives on self-linking, Adv. Math. 191(1) (2005) 78–113]. Additionally, an analysis on the behavior of other cocircularities on knots is given.

A classification of second-order technical progress operators

1984 ◽  
Vol 14 (2-3) ◽  
pp. 269-274 ◽  
Author(s):  
Joel D. Scheraga
Keyword(s):  
Technical Progress ◽  
Second Order

Lie group classification of second-order ordinary difference equations

2000 ◽  
Vol 41 (1) ◽  
pp. 480-504 ◽  
Author(s):  
Vladimir Dorodnitsyn ◽  
Roman Kozlov ◽  
Pavel Winternitz
Keyword(s):  
Lie Group ◽  
Difference Equations ◽  
Group Classification ◽  
Second Order ◽  
Lie Group Classification

On the classification of rational second-order Bézier curves

2008 ◽  
Vol 41 (2) ◽  
pp. 176-181
Author(s):  
M. I. Grigor’ev ◽  
V. N. Malozemov ◽  
A. N. Sergeev
Keyword(s):  
Second Order ◽  
Bezier Curves ◽  
Bézier Curves
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