Results 1  10
of
5,496
A closed formula for the derivatives of e f(x)
, 2005
"... We give a closed formula for the derivative of arbitrary order of the function g(x) = exp(f(x)). 1 ..."
Abstract
 Add to MetaCart
We give a closed formula for the derivative of arbitrary order of the function g(x) = exp(f(x)). 1
Some closed formulas for canonical bases of Fock spaces
, 2001
"... We give some closed formulas for certain vectors of the canonical bases of the Fock space representation of Uv ( ̂ sln). As a result, a combinatorial description of certain parabolic KazhdanLusztig polynomials for affine type A is obtained. ..."
Abstract

Cited by 17 (1 self)
 Add to MetaCart
We give some closed formulas for certain vectors of the canonical bases of the Fock space representation of Uv ( ̂ sln). As a result, a combinatorial description of certain parabolic KazhdanLusztig polynomials for affine type A is obtained.
Closed Formula for Options with Discrete Dividends and its Derivatives
, 2008
"... ∗The author wishes to thank Millennium bcp investimento, S.A. for the financial support being provided during the course of his PhD. studies. 1 We present a closed pricing formula for European options under the Black–Scholes model and formulas for its partial derivatives. The formulas are developed ..."
Abstract

Cited by 1 (1 self)
 Add to MetaCart
∗The author wishes to thank Millennium bcp investimento, S.A. for the financial support being provided during the course of his PhD. studies. 1 We present a closed pricing formula for European options under the Black–Scholes model and formulas for its partial derivatives. The formulas are developed
A Closed Formula for the Riemann Normal Coordinate Expansion
, 1997
"... We derive an integral representation which encodes all coefficients of the Riemann normal coordinate expansion and also a closed formula for those coefficients. In gauge theory, one often uses FockSchwinger gauge [1, 2] to achieve manifest covariance in the calculation of effective actions, anomaly ..."
Abstract

Cited by 1 (0 self)
 Add to MetaCart
We derive an integral representation which encodes all coefficients of the Riemann normal coordinate expansion and also a closed formula for those coefficients. In gauge theory, one often uses FockSchwinger gauge [1, 2] to achieve manifest covariance in the calculation of effective actions
Deodhar’s Closed Formula for KazhdanLusztig Polynomials
"... LetW be a Coxeter group. In [5], Kazhdan and Lusztig introduced the socalled KazhdanLusztig polynomials Px,y indexed by a pair of elements x and y inW, and showed that these polynomials are related to a number of problems in representation theory. The original definition of the KazhdanLusztig pol ..."
Abstract
 Add to MetaCart
group G of type E8. The result consists sixty gigabytes of files [6]. It is then natural to ask what if one uses other formulas to compute the KazhdanLusztig polynomials. To the best of my knowledge, the first norecursive general formula was given by Deodhar [2]. Later, another closed formula
Closed formula for the metric in the Hilbert space of a PTsymmetric model
 J. Phys. A39
, 2006
"... We introduce a very simple, exactly solvable PTsymmetric nonHermitian model with real spectrum, and derive a closed formula for the metric operator which relates the problem to a Hermitian one. 1 ..."
Abstract

Cited by 21 (2 self)
 Add to MetaCart
We introduce a very simple, exactly solvable PTsymmetric nonHermitian model with real spectrum, and derive a closed formula for the metric operator which relates the problem to a Hermitian one. 1
A closedform solution for options with stochastic volatility with applications to bond and currency options
 Review of Financial Studies
, 1993
"... I use a new technique to derive a closedform solution for the price of a European call option on an asset with stochastic volatility. The model allows arbitrary correlation between volatility and spotasset returns. I introduce stochastic interest rates and show how to apply the model to bond option ..."
Abstract

Cited by 1512 (6 self)
 Add to MetaCart
I use a new technique to derive a closedform solution for the price of a European call option on an asset with stochastic volatility. The model allows arbitrary correlation between volatility and spotasset returns. I introduce stochastic interest rates and show how to apply the model to bond
Results 1  10
of
5,496