共查询到18条相似文献,搜索用时 125 毫秒
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本文研究具有浮动执行价的远期生效幂亚式期权的定价问题.利用鞅方法,首先推导出浮动执行价的远期生效幂亚式几何平均看涨期权价格的显示公式.随后,利用方差减少技术,以此幂亚式几何看涨期权价格公式作为控制变量建立浮动执行价的远期生效幂亚式算术平均看涨期权价格计算的蒙特卡罗模拟算法,获得浮动执行价的远期生效幂亚式期权的定价结果.最后,应用数值实例,分析模型主要参数,时间窗框和幂因子等因素异动时对该类期权价格的影响.计算结果,带控制变量的模拟方法能有效地解决幂亚式期权的定价,以及幂因子对期权价格的影响有显著性作用. 相似文献
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自然数幂和公式的另一种计算机实现方法 总被引:1,自引:0,他引:1
龚飞兵 《数学的实践与认识》2006,36(8):364-366
自然数幂和问题,许多文献给出不同算法,借助M ATLAB系统,利用自然数幂和的矩阵算法,给出可计算所有小于任意指定自然数m的自然数幂和公式的计算机实现方法. 相似文献
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利用三个线性方程组与M athem atica4.0软件,给出求解古典自然数幂和公式Sk(n)(k 0,n∈N+)与现代自然数幂和公式Tk(n)(k 0,n∈N+)的若干新的机械计算方法. 相似文献
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用三个关系式与Mathematica软件求第二类自然数幂和公式 总被引:1,自引:1,他引:0
首先介绍三个第二类自然数幂和关系式并对其中的两式给出证明,接着利用这些关系式与数学软件M athem atica4.0,给出求解第二类自然数幂和公式的若干机械计算方法. 相似文献
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利用待定系数法求∑nk=1km,通过建立一个组合公式,得到了一个确定各级自然数幂和公式系数的方法,并结合Matlab软件加以实现. 相似文献
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利用待定系数法求∑nk=1km,通过建立一个组合公式,得到了一个确定各级自然数幂和公式系数的方法,并结合Matlab软件加以实现. 相似文献
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华蘅芳数在幂和问题中的新应用 总被引:8,自引:0,他引:8
自然效的幂和问题具有悠久的历史,亦不乏现代的兴趣.一般学者不了解清代数学家华蘅芳的成果.本文改进了华氏数的定义;针对该问题建立了新的取盒-放球模型,给出幂和的组合解释;应用华氏数获得了简捷的幂和公式.文末介绍了华氏数的历史来源. 相似文献
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In this paper we introduce a method to find the sum of powers on arithmetic progressions by using Cauchy’s equation and obtain a general formula. Then we apply our results to show how to determine some other sums of powers and sums of products. Our results are more general than those in [9]. Finally we discuss the sum of powers on arithmetic progressions in commmutative rings with characteristic 2 and find ‘full polynomials’. 相似文献
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Kevin J. McGown 《Journal of Mathematical Analysis and Applications》2007,330(1):571-575
A formula for the sum of any positive-integral power of the first N positive integers was published by Johann Faulhaber in the 1600s. In this paper, we generalize Faulhaber's formula to non-integral complex powers with real part greater than −1. 相似文献
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§1. IntroductionTofindthegeneraltermformulaofcalculatingwasanoldestprobleminNumberTheory.Earlyin300B.C.,Archimedo,themathematicianofancientGreece,workedouttheformula∑nk=1k=n(n+1)2and∑nk=1k2=n(n+1)(2n+1)6.Sofar,peoplehavegotmanyformsofepressionofthege… 相似文献
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P. Z. Rakhmonov 《Mathematical Notes》2016,100(3-4):438-447
An asymptotic formula in the generalized Estermann ternary problem for noninteger powers with almost equal summands dealing with the representation of a sufficiently large natural number as the sum of two primes and the integer part of a noninteger power of a natural number is proved. 相似文献
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Periodica Mathematica Hungarica - To better understand the distribution of gaps between k-free numbers, Erd?s posed the problem of establishing an asymptotic formula for the sum of the powers... 相似文献
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Harold R Parks 《Journal of Mathematical Analysis and Applications》2004,297(1):343-349
We give an approximation to the sum of non-integral powers of positive integers which is a natural generalization of Faulhaber's formula for the sum of integral powers of positive integers. 相似文献
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A. O. Bagapsh 《Computational Mathematics and Mathematical Physics》2016,56(12):2035-2042
For a strongly elliptic system of second-order equations of a special form, formulas for the Poisson integral and Green’s function in a circle and an ellipse are obtained. The operator under consideration is represented by the sum of the Laplacian and a residual part with a small parameter, and the solution to the Dirichlet problem is found in the form of a series in powers of this parameter. The Poisson formula is obtained by the summation of this series. 相似文献
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Jiachang SUN Dingsheng WANG Murong JIANG Zhijie YANG RDCPS Institute of Software Chinese Academy of Sciences Beijing China e-mail: sun@mail.rdcps.ac.cn Institute of Physics Chinese Academy of Sciences Beijing China Department o 《Communications in Nonlinear Science & Numerical Simulation》2001,6(2)
Introduction Nonlinear differential eigenvalue problems are the basic ones in taledating energy function for multi-particled in Physics, chemistry and malarial science. ESpedally in computingbyronic stab~ and energy hial in the 8~ of multi-p~, "eder Of problems aretO get the panal sam Of the dedsied and energies by bang "Fact p~le". The ordinary~d, the srvcailed sdsconsistenCy aPP~, ned to ~e all or ~ of the eigenndues and eigenhations out. As the nUmber Of atoms inCreee, the computing pr… 相似文献