Exact moment matching model of transmission lines and application to interconnect delay estimation

1995 ◽  
Vol 3 (2) ◽  
pp. 311-322 ◽  
Author(s):  
Qingjian Yu ◽  
E.S. Kuh
Keyword(s):  
Transmission Lines ◽  
Delay Estimation ◽  
Moment Matching ◽  
Matching Model ◽  
Interconnect Delay ◽  
Exact Moment

A General Accurate Approximation for Pricing and Hedging Basket Options with Exact Moment Matching

2019 ◽  
Keyword(s):  
Normal Distribution ◽  
Moment Matching ◽  
Option Prices ◽  
Accurate Approximation ◽  
Basket Options ◽  
Basket Option ◽  
Analytical Formulas ◽  
Exact Moment ◽  
Log Normal ◽  
Log Normal Distribution

This article provides a new methodology for pricing and hedging basket options. The authors approximate the basket by using the shifted log-normal distribution with the polynomial expansion, which can match exactly any required m moments of the basket, to give quasi-analytical formulas for the prices and hedging parameters of basket options. Numerical simulations show that the methodology provides superior results for basket option prices and hedging parameters. This methodology works well not only for regular baskets but also for negative-weight baskets and negative-value baskets. Compared with the best available methods, the authors’ methodology appears to perform better.

Moment matching model reduction for multiratc linear systems

1990 ◽  
Vol 52 (6) ◽  
pp. 1279-1294 ◽  
Author(s):  
D. WILLIAMSON ◽  
R. E. SKELTON ◽  
G. ZHU
Keyword(s):  
Model Reduction ◽  
Linear Systems ◽  
Moment Matching ◽  
Matching Model

Accurate Shielded Interconnect Delay Estimation by Reconfigurable Ring Oscillator

2018 ◽  
Vol 65 (10) ◽  
pp. 3435-3444 ◽  
Author(s):  
Eyal Sarfati ◽  
Binyamin Frankel ◽  
Yitzhak Birk ◽  
Shmuel Wimer
Keyword(s):  
Ring Oscillator ◽  
Delay Estimation ◽  
Interconnect Delay

scholarly journals Pricing and Hedging Basket Options with Exact Moment Matching

2013 ◽  
Author(s):  
Tommaso Paletta ◽  
Arturo Leccadito ◽  
Radu Tunaru
Keyword(s):  
Moment Matching ◽  
Basket Options ◽  
Exact Moment
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