We propose a fault-tolerant broadcasting algorithm for hypercubes with link faults. This algorithm is based on an extended spanning binomial tree structure that still keeps the simplicity of conventional binomial-tree-based broadcasting. In addition, it is optimal in the sense that exactly n steps are required to complete a broadcast in an n-dimensional injured hypercube with up to n 2 faulty l...

We present an algorithm and its software implementation that computes implied volatilities for exchangetraded stock options. The LR (Leisen-Reimer) binomial tree is used for the underlying option pricing, which is adjusted for dollar cash dividends. The Brent’s method is used as the root-finding procedure. The option pricing procedure that is at the core of the root-finding is optimised to maxi...

This paper proposes an envelope rejection method for computer sampling from the negative binomial distribution, with index parameter α and probability parameter p, based on a simple probability distribution inequality. Comparative timings with existing methods of generating NB variates show that the proposed method is comparable or faster when α is not too large (α < 11), and it is fastest for ...

nowadays, the significant increase in the banks&apos; non- performing loans is one of the main disturbances for authorities because of its bad effects on the macroeconomic index in our country such as increasing credit risk, liquidity risk and finally bankruptcy risk. social gap in welfare programs, deviation in monetary policies, etc. are the other bad results of this phenomenon. meanwhile, du...

This article discusses a grant-funded occu~ational therapy independent living skills transition program for adoiesccnts with develo~mental disabilities on a non-mainstreamed high school campus. The Options Program was designed to provide intensive transition services through its emphasis on exploring and broadening the range of individuals' choices' about employment, living arrangements, and so...

Background: Electronic transactions are another form of transactions that are done through electronic tools such as mobile phones, computers, tablets, etc. Considering the synchronization of Iranchr('39')s economic system with the world and meeting the needs of the day, ensuring the correct conclusion of electronic transactions with the correct and ethical use of options is explored. The presen...

Modeling a nonlinear pay o¤ generating instrument is a challenging work. The models that are commonly used for pricing derivative might divided into two main classes; analytical and iterative models. This paper compares the Black-Scholes and binomial tree models.