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排序方式: 共有1631条查询结果,搜索用时 31 毫秒
31.
陈宇龙 《数学的实践与认识》2014,(20)
为了更加精确的计算期权价格,将结合随机波动和跳扩散模型(以下简称SVJ模型)以更好的描述期权标的资产价格过程,然而这样的价格过程无法得到概率密度函数的封闭形式,而只能得到包含特殊函数和无限求和的复杂的表达式.不过它们的特征函数都是封闭且是唯一的,因而可以通过它们的特征函数,并运用两种傅立叶变换的方法来求出期权价格.其中FFT算法计算的结果将与Monte Carlo模拟得出的结果进行比较,然后再将SVJ模型的计算结果和Black-Scholes模型进行比较. 相似文献
32.
We extend the concept of the difference dimension polynomial of a difference field extension to difference local algebras. The main theorem of the paper establishes the existence and form of the dimension polynomial associated with the localization of a finitely generated well-mixed difference algebra at a prime reflexive difference ideal. 相似文献
33.
34.
Matteo Cepale 《Journal of Difference Equations and Applications》2017,23(10):1707-1736
A Liouville–Green (or WKB) asymptotic approximation theory is developed for a class of almost-diagonal (‘asymptotically diagonal’) linear second-order matrix difference equations. Rigorous and explicitly computable bounds for the error terms are obtained, the asymptotics being made with respect to both, the index and some parameter affecting the equation. The case of the associated inhomogeneous equations is also considered in detail. Some examples and a number of applications are presented for the purpose of illustration. 相似文献
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36.
In this paper, sufficient conditions have been obtained for oscillation/nonoscillation of a class of homogeneous/nonhomogeneous linear difference equations of third order. 相似文献
37.
William F. Trench 《Journal of Difference Equations and Applications》2013,19(9):811-821
We consider the functional difference system ( A ) j x i ( n )= f i ( n ; X ), 1 h i h k , where X =( x 1 ,…, x k ) and f 1 (·; X ),…, f k (·; X ) are real-valued functionals of X , which may depend quite arbitrarily on values of X ( l ) for multiple values of l ] Z . We give sufficient conditions for ( A ) to have solutions that approach specified constant vectors as n M X . Some of the results guarantee only that the solutions are defined for n sufficiently large, while others are global. The proof of the main theorem is based on the Schauder-Tychonoff theorem. Applications to specific quasi-linear systems are included. 相似文献
38.
Ronald E. Mickens 《Journal of Difference Equations and Applications》2013,19(9):823-847
This paper gives an introduction to nonstandard finite difference methods useful for the construction of discrete models of differential equations when numerical solutions are required. While the general rules for such schemes are not precisely known at the present time, several important criterion have been found. We provide an explanation of their significance and apply them to several model ordinary and partial differential equations. The paper ends with a discussion of several outstanding problems in this area and other related issues. 相似文献
39.
Yoshihiro Hamaya 《Journal of Difference Equations and Applications》2013,19(9):805-817
We introduce the concept of the second Liapunov differences in difference equations and show that, in the autonomous case, the second variations can guarantee the existence of solutions tending to zero while others starting arbitrarily near 0 go to ∞. These are based on Yorke's results for ordinary differential equations. 相似文献
40.
We investigate the existence of unbounded solutions and the period-two convergence of solutions of the equation in the title with the parameter γ positive, the remaining parameters nonnegative, and with nonnegative initial conditions. 相似文献