scholarly journals Constant Threshold Correction to Electrically Charged Dilatonic Black Holes

1997 ◽  
Vol 12 (22) ◽  
pp. 1597-1603 ◽  
Author(s):  
Kwan-Leung Chan

We investigate the effect of a constant threshold correction to a general non-extreme, static, spherically symmetric, electrically charged black hole solution of the dilatonic Einstein–Maxwell Lagrangian, with an arbitrary coupling β between the electromagnetic tensor and the dilaton field. For a small β, an exact analytical solution is obtained. For an arbitrary β, a close form solution, up to first-order in the constant threshold correction, of the metric and the dilaton are presented. In the extremal limit, the close form solution is reduced to an exact analytical form.

2015 ◽  
Vol 2015 ◽  
pp. 1-6
Author(s):  
Boxiang Zhang ◽  
Yang Yu ◽  
Weiguo Wang

We study the numerical solution of the Greeks of Asian options. In particular, we derive a close form solution ofΔof Asian geometric option and use this analytical form as a control to numerically calculateΔof Asian arithmetic option, which is known to have no explicit close form solution. We implement our proposed numerical method and compare the standard error with other classical variance reduction methods. Our method provides an efficient solution to the hedging strategy with Asian options.


2011 ◽  
Vol 21 (10) ◽  
pp. 2853-2860 ◽  
Author(s):  
MADELEINE PASCAL

Two examples of nonsmooth systems are considered. The first one is a two degrees of freedom oscillator in the presence of a stop. A discontinuity appears when the system position reaches a critical value. The second example consists of coupled oscillators excited by dry friction. In this case, the discontinuity occurs when the system's velocities take a critical value. For both examples, the dynamical system can be partitioned into different configurations limited by a set of boundaries. Within each configuration, the dynamical model is linear and the close form solution is known. Periodic orbits, including several transitions between the various configurations of the system, are found in analytical form. The stability of these orbits is investigated by using the Poincaré map modeling.


1999 ◽  
Vol 21 (5) ◽  
pp. 466-476 ◽  
Author(s):  
Dinggang Shen ◽  
H.H.S. Ip ◽  
K.K.T. Cheung ◽  
Eam Khwang Teoh

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