简介:ThepurposeofthispaperistoinvestigatethepricingEuropeancalloptionvaluationproblemsundertheexerciseprice,maturity,risk-freeinterestrate,andthevolatilityfunction.Anadvancemethodology,Chebyshevsimulatedannealingneuralnetwork(ChSANN),isenforcedfortheBlack-Scholes(B-S)modelwithboundaryconditions.OurschemeisstableandeasytoimplementonB-Sequation,forarbitraryvolatilityandarbitraryinterestratevalues.Also,thecomparativeresultsdemonstratethattheattainedapproximatesolutionsareconvergingtowardstheexactsolution.ThegraphicalresultsshowthattheincreasingflowoftheEuropeancalloptionastheexponentialincreasetakesplaceinassets.Thepresentedalgorithmcanbefurtherappliedtootherfinancialmodelswithcertainboundaryconditions.Thealgorithmofthemethodshowsthattheapproachcanalsobeeasilyemployedontime-fractionalB-Sequation.
简介:LetFbeafieldofcharacteristiczero.Wn=F[t(+1/2),t(+1/2),...,t(+1/n)]δ/δt1+...+F[t(+1/2),t(+1/2),...,t(+1/n)]δ/δtnistheWittalgebraoverF,Wn+=F[t1,t2...,tn]δ/δt+...+F[t1,t2...,tn]δ/δtnisLieshbalgebraofWn.ItiswellknownbothWnandWn+aresimpleinfinitedimensionalLiealgebra.InZhao'spaper,itwasconjecturedthatEnd(Wn^+)-{0}=Aut(Wn^+)anditwasprovedthatthevalidityofthisconjectureimpliesthevalidityofthewell-knownJacobianconjecture.Inthisshortnote,wechecktheconjectureaboveforn=1.WeshowEnd(W1^+)-{0}=Aut(W1^+).
简介:SIGN-REVERSALPROPERTYFORF-MATRICESANDN-MATRICESXUSong(GraduateSchool,ChinaAcademyofRailwaySciences,Beijing100081,China)Abstra...
简介:这份报纸为基于F统计数值在高维的部分线性的模型测试回归系数建议一个测试过程。在部分线性的模型,作者首先由一些nonparametric方法估计未知非线性的部件然后概括F统计数值在一些常规条件下面测试回归系数。在这个过程期间,非线性的部件的评价带许多挑战探索概括F-test的性质。作者在更一般的盒子中获得概括F-test的一些asymptotic性质,包括asymptotic规度和有p/n的这测试的力量(0,1)没有规度假设。asymptotic结果是一般的,由增加一些限制条件,我们能在高维的线性模型获得类似的结论。通过模拟研究,作者与理论结果比较表明建议测试的好有限样品的性能。我们的方法的实际用途被一个真实数据例子说明。
简介:Thetraditionaluser-optimalassignmentmodelassumedthatthetrafficinformationisperfect,howerver,thelinktravelcostisAlwaysuncertainorfuzzyinrealsituations.ThepapergivesamodifiedFrank-Wolfemethodforfuzzyuser-optimalroutechoiceproblem.Theshortest-pathalgorithminF-Wissolvedbyanorderrelation(FSA)methodbetweenfuzzytravelcosts.Theresultsofasimpleexampleshowthatthemethodispractical.