Binomial trees are graceful

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Modular Edge-Graceful Trees

Ryan Jones, Western Michigan University We introduce a modular edge-graceful labeling of a graph a dual concept to the common graceful labeling. A 1991 conjecture known as the Modular Edge-Graceful Tree Conjecture states that every tree of order n where n 6≡ 2 (mod 4) is modular edge-graceful. We show that this conjecture is true. More general results and questions on this topic are presented.

متن کامل

A Survey of Graceful Trees

A tree of order n is said to be graceful if the vertices can be assigned the labels {0, . . . , n−1} such that the absolute value of the differences in vertex labels between adjacent vertices generate the set {1, . . . , n− 1}. The Graceful Tree Conjecture is the unproven claim that all trees are graceful. We present major results known on graceful trees from those dating from the problem’s ori...

متن کامل

Relaxed Graceful Labellings of Trees

A graph G on m edges is considered graceful if there is a labelling f of the vertices of G with distinct integers in the set {0, 1, . . . ,m} such that the induced edge labelling g defined by g(uv) = |f(u) − f(v)| is a bijection to {1, . . . ,m}. We here consider some relaxations of these conditions as applied to tree labellings: 1. Edge-relaxed graceful labellings, in which repeated edge label...

متن کامل

Implied Binomial Trees

Despite its success, the Black-Scholes formula has become increasingly unreliable over time in the very markets where one would expect it to be most accurate. In addition, attempts by financial economists to extract probabilistic information from option prices have been puny in comparison to what is clearly possible. This paper develops a new method for inferring risk-neutral probabilities (or ...

متن کامل

Edgeworth Binomial Trees

This paper develops a simple technique for valuing European and American derivatives with underlying asset risk-neutral returns that depart from lognormal in terms of prespecified non-zero skewness and greater-than-three kurtosis. Instead of specifying the entire risk-neutral distribution by the riskless return and volatility (as in the Black-Scholes case), this distribution is specified by its...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: AKCE International Journal of Graphs and Combinatorics

سال: 2020

ISSN: 0972-8600,2543-3474

DOI: 10.1016/j.akcej.2018.06.005