Exact calculations of network coherence in weighted ring-trees networks and recursive trees

2021 ◽  
Author(s):  
Ting Jing ◽  
Lei Yang ◽  
Weigang Sun
2021 ◽  
Vol 14 (3) ◽  
pp. 130
Author(s):  
Jonas Al-Hadad ◽  
Zbigniew Palmowski

The main objective of this paper is to present an algorithm of pricing perpetual American put options with asset-dependent discounting. The value function of such an instrument can be described as VAPutω(s)=supτ∈TEs[e−∫0τω(Sw)dw(K−Sτ)+], where T is a family of stopping times, ω is a discount function and E is an expectation taken with respect to a martingale measure. Moreover, we assume that the asset price process St is a geometric Lévy process with negative exponential jumps, i.e., St=seζt+σBt−∑i=1NtYi. The asset-dependent discounting is reflected in the ω function, so this approach is a generalisation of the classic case when ω is constant. It turns out that under certain conditions on the ω function, the value function VAPutω(s) is convex and can be represented in a closed form. We provide an option pricing algorithm in this scenario and we present exact calculations for the particular choices of ω such that VAPutω(s) takes a simplified form.


Author(s):  
Dennis R. Bukenberger ◽  
Hendrik P. A. Lensch

Abstract We propose concepts to utilize basic mathematical principles for computing the exact mass properties of objects with varying densities. For objects given as 3D triangle meshes, the method is analytically accurate and at the same time faster than any established approximation method. Our concept is based on tetrahedra as underlying primitives, which allows for the object’s actual mesh surface to be incorporated in the computation. The density within a tetrahedron is allowed to vary linearly, i.e., arbitrary density fields can be approximated by specifying the density at all vertices of a tetrahedral mesh. Involved integrals are formulated in closed form and can be evaluated by simple, easily parallelized, vector-matrix multiplications. The ability to compute exact masses and centroids for objects of varying density enables novel or more exact solutions to several interesting problems: besides the accurate analysis of objects under given density fields, this includes the synthesis of parameterized density functions for the make-it-stand challenge or manufacturing of objects with controlled rotational inertia. In addition, based on the tetrahedralization of Voronoi cells we introduce a precise method to solve $$L_{2|\infty }$$ L 2 | ∞ Lloyd relaxations by exact integration of the Chebyshev norm. In the context of additive manufacturing research, objects of varying density are a prominent topic. However, current state-of-the-art algorithms are still based on voxelizations, which produce rather crude approximations of masses and mass centers of 3D objects. Many existing frameworks will benefit by replacing approximations with fast and exact calculations. Graphic abstract


2008 ◽  
Vol 76 (3) ◽  
pp. 258-280 ◽  
Author(s):  
Markus Kuba ◽  
Alois Panholzer
Keyword(s):  

2021 ◽  
Vol 47 (7) ◽  
pp. 577-583
Author(s):  
Z. Shvaika ◽  
P. Sapriianchuk ◽  
A. Rovenchak
Keyword(s):  

1966 ◽  
Vol 86 (2) ◽  
pp. 457-470 ◽  
Author(s):  
Ricardo A. Broglia ◽  
Ernesto E. Maqueda

2021 ◽  
Vol 13 (2) ◽  
pp. 413-426
Author(s):  
S. Naderi ◽  
R. Kazemi ◽  
M. H. Behzadi

Abstract The bucket recursive tree is a natural multivariate structure. In this paper, we apply a trivariate generating function approach for studying of the depth and distance quantities in this tree model with variable bucket capacities and give a closed formula for the probability distribution, the expectation and the variance. We show as j → ∞, lim-iting distributions are Gaussian. The results are obtained by presenting partial differential equations for moment generating functions and solving them.


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