Pricing the Bermudan Options: A Closed-Form, Simple Formula

2019 ◽  
Author(s):  
Moawia Alghalith
Keyword(s):  
Closed Form ◽  
Simple Formula ◽  
Bermudan Options

Pricing the American Options: A Closed-Form, Simple Formula

2019 ◽  
Author(s):  
Moawia Alghalith
Keyword(s):  
Closed Form ◽  
Simple Formula ◽  
American Options

scholarly journals Predictive mathematical models for the number of individuals infected with COVID-19

2020 ◽  
Author(s):  
A.S. Fokas ◽  
N. Dikaios ◽  
G.A. Kastis
Keyword(s):  
Lower Bound ◽  
Mathematical Models ◽  
Closed Form ◽  
Upper Bound ◽  
Logistic Model ◽  
Simple Formula ◽  
Time Dependent ◽  
Sigmoidal Curve ◽  
Specific Virus ◽  
Number Of Individuals

AbstractWe model the time-evolution of the number N(t) of individuals reported to be infected in a given country with a specific virus, in terms of a Riccati equation. Although this equation is nonlinear and it contains time-dependent coefficients, it can be solved in closed form, yielding an expression for N(t) that depends on a function α(t). For the particular case that α(t) is constant, this expression reduces to the well-known logistic formula, giving rise to a sigmoidal curve suitable for modelling usual epidemics. However, for the case of the COVID-19 pandemic, the long series of available data shows that the use of this simple formula for predictions underestimates N(t); thus, the logistic formula only provides a lower bound of N(t). After experimenting with more than 50 different forms of α(t), we introduce two novel models that will be referred to as “rational” and “birational”. The parameters specifying these models (as well as those of the logistic model), are determined from the available data using an error-minimizing algorithm. The analysis of the applicability of the above models to the cases of China and South Korea suggest that they yield more accurate predictions, and importantly that they may provide an upper bound of the actual N(t). Results are presented for Italy, Spain, and France.

Optimal Isolation of a Single-Degree-of-Freedom System With Quadratic-Velocity Damping

1981 ◽  
Vol 48 (3) ◽  
pp. 676-678 ◽  
Author(s):  
T. L. Alley
Keyword(s):  
Closed Form ◽  
Simple Formula ◽  
Degree Of Freedom ◽  
Isolation System ◽  
Single Degree Of Freedom ◽  
Single Degree ◽  
Linear Spring ◽  
Velocity Input

The response of a mass isolated by a linear spring and a quadratic-velocity damper subjected to a step-and-decay velocity input at the base is found in closed form. This solution leads immediately to the optimal isolation system for this input. The parameters of the optimal isolation system are given by a simple formula.

Pricing the American options: A closed-form, simple formula

2020 ◽  
Vol 548 ◽  
pp. 123873 ◽  
Author(s):  
Moawia Alghalith
Keyword(s):  
Closed Form ◽  
Simple Formula ◽  
American Options

Closed Form Solutions of Joint Water-Filling for Coordinated Transmission

2010 ◽  
Vol E93-B (12) ◽  
pp. 3461-3468 ◽  
Author(s):  
Bing LUO ◽  
Qimei CUI ◽  
Hui WANG ◽  
Xiaofeng TAO ◽  
Ping ZHANG
Keyword(s):  
Closed Form ◽  
Closed Form Solutions ◽  
Water Filling

A Simple Formula for Noncoherent Capacity in Highly Underspread WSSUS Channel

2018 ◽  
Vol E101.B (5) ◽  
pp. 1262-1269
Author(s):  
Yoshio KARASAWA
Keyword(s):  
Simple Formula
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