2012 ◽  
Vol 23 (3) ◽  
pp. 395-415 ◽  
Author(s):  
S. SIYANKO

In this paper, we will show how to obtain asymptotic solutions for the problem of pricing Asian options. Under the assumption that the underlying follows geometric Brownian motion, we will derive Taylor expansion series for the fixed and floating strike Asian options. While there will be no analytical formulae for calculating expansion coefficients, we will provide relatively simple algorithms for calculating them. The methodology is particularly effective for the case of continuously sampled fixed-strike Asian calls where it takes only seconds to obtain constants for the Taylor expansion series that can converge beyond 10 significant digits. It is needless to say that we need to calculate Taylor expansion constants only once and the option price would be an analytical expression constructed from a cumulative normal distribution function, an exponential function and finite sums.


2013 ◽  
Vol 2013 ◽  
pp. 1-8
Author(s):  
Setareh Dabbaghchian ◽  
Reza Saffari

We have studied cosmological dynamics in gravity theory via cosmographic parameters. We have changed variables of field equations from time to red-shift and solved the achieved differential equation analytically for . Then we have used Taylor expansion to find general form of function around the present day value of scalar curvature. By introducing we would simplify our calculations; if we consider as a given function we would restrict our answers of . In this paper we offer a linear form of which leads us to a specific function, where is a constant which depends on the present day value of deceleration parameter. As an example, using Taylor expansion coefficients, we have compared our analytically calculated function with reconstructed function for Dark Energy models. To reconstruct action for Dark Energy models, we have used corresponding of each Dark Energy model for calculating Taylor expansion coefficients. As our function is linear, the Taylor expansion coefficients would be a function of present day value of deceleration parameter.


2019 ◽  
Vol 28 (05) ◽  
pp. 1950037 ◽  
Author(s):  
Levering Wolfe ◽  
Larry Zamick

We show some interesting properties of tridiagonal and pentadiagonal matrices in the weak coupling limits. In the former case of this limit, the ground state wave function amplitudes are identical to the Taylor expansion coefficients of the exponential function e[Formula: see text]. With regards to transition rates, a dip in the pentadiagonal case which is not present in the tridiagonal case is explained. An intimate connection between energy denominators and exponential behavior is demonstrated.


Open Physics ◽  
2012 ◽  
Vol 10 (6) ◽  
Author(s):  
Pasi Huovinen ◽  
Péter Petreczky ◽  
Christian Schmidt

AbstractWe employ the lattice QCD data on Taylor expansion coefficients to extend our previous parametrization of the equation of state to finite baryon density. When we take into account lattice spacing and quark mass dependence of the hadron masses, the Taylor coefficients at low temperature are equal to those of hadron resonance gas. Parametrized lattice equation of state can thus be smoothly connected to the hadron resonance gas equation of state at low temperatures.


Author(s):  
Karren L. More

Beta-SiC is an ideal candidate material for use in semiconductor device applications. Currently, monocrystalline β-SiC thin films are epitaxially grown on {100} Si substrates by chemical vapor deposition (CVD). These films, however, contain a high density of defects such as stacking faults, microtwins, and antiphase boundaries (APBs) as a result of the 20% lattice mismatch across the growth interface and an 8% difference in thermal expansion coefficients between Si and SiC. An ideal substrate material for the growth of β-SiC is α-SiC. Unfortunately, high purity, bulk α-SiC single crystals are very difficult to grow. The major source of SiC suitable for use as a substrate material is the random growth of {0001} 6H α-SiC crystals in an Acheson furnace used to make SiC grit for abrasive applications. To prepare clean, atomically smooth surfaces, the substrates are oxidized at 1473 K in flowing 02 for 1.5 h which removes ∽50 nm of the as-grown surface. The natural {0001} surface can terminate as either a Si (0001) layer or as a C (0001) layer.


Sensors ◽  
2021 ◽  
Vol 21 (15) ◽  
pp. 5027
Author(s):  
Je-An Kim ◽  
Joon-Ho Lee

Cross-eye gain in cross-eye jamming systems is highly dependent on amplitude ratio and the phase difference between jammer antennas. It is well known that cross-eye jamming is most effective for the amplitude ratio of unity and phase difference of 180 degrees. It is assumed that the instabilities in the amplitude ratio and phase difference can be modeled as zero-mean Gaussian random variables. In this paper, we not only quantitatively analyze the effect of amplitude ratio instability and phase difference instability on performance degradation in terms of reduction in cross-eye gain but also proceed with analytical performance analysis based on the first order and second-order Taylor expansion.


Sign in / Sign up

Export Citation Format

Share Document