نتایج جستجو برای: double jump
تعداد نتایج: 259509 فیلتر نتایج به سال:
BM (Boyer-Moore) string matching algorithm and its enhanced versions like BMH and BMHS are a standard benchmark for single pattern string matching. Based on BMH and BMHS algorithms we have developed improved algorithms EBMH(Enhanced BMH)and EBMHS(Enhanced BMHS). These algorithms uses the newly introduced PDJ (possible double jump) and MValue(Match Value) concepts. While searching these concepts...
We obtain a closed-form solution for the double-Laplace transform of Asian options under the hyper-exponential jump diffusion model (HEM). Similar results are only available previously in the special case of Black-Scholes model (BSM). Even in the case of BSM, our approach is simpler as we essentially use only the Ito's formula and do not need more advanced results such as those of Bessel proces...
In credit risk modelling, jump processes are widely used to describe both default and rating migration events. This work is mainly a review of some basic definitions and properties of the jump processes intended for a preliminary step before more advanced lectures on credit risk modelling. We focus on the Poisson process and some generalisations, like the compounded and the double stochastic Po...
We prove that a set is K-trivial if and only if it is not weakly ML-cuppable. Further, we show that a set below zero jump is K-trivial if and only if it is not ML-cuppable. These results settle a question of Kučera, who introduced both cuppability notions.
The purpose of this study was to analyze the effect depth jump rimp dan box exercise method on shoot result, difference between influence limbs are long and short against results interaction methods length legs shoot. This research uses experimental with a 2 x factorial design. population in atlet basket University Tadulako 30 people. Technique data analysis using SPSS program 20.0. there is ri...
Various studies have shown that the external focus of attention is better than the internal focus of attention. But, so far no study has been investigated the level of electrical activity of the rectus abdominus muscle as a trunk stabilizer muscle. Therefore, the purpose of this study was to investigate the effect of focus of attention on electromyography activity of the rectus abdominus muscle...
We propose a new computational method for the valuation of options in jump-diffusion models. The option value function for European and barrier options satisfies a partial integrodifferential equation (PIDE). This PIDE is commonly integrated in time by implicit-explicit (IMEX) time discretization schemes, where the differential (diffusion) term is treated implicitly, while the integral (jump) t...
In this paper, we are concerned with the construction and analysis of a new class methods obtained as double jump compositions complex coefficients projection on real axis. It is shown in particular that integrators symmetric symplectic up to high orders if one uses basic method. terms efficiency, aforementioned technique requires fewer stages than standard same thus expected lead faster methods.
This paper treats the risk-averse optimal portfolio problem with consumption in continuous time with a stochastic-volatility, jump-diffusion (SVJD) model of the underlying risky asset and the volatility. The new developments are the use of the SVJD model with double-uniform jumpamplitude distributions and time-varying market parameters for the optimal portfolio problem. Although unlimited borro...
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