Abstract. Here we develop an option pricing method for European options based on the Fourier-cosine series, and call it the COS method. The key insight is in the close relation of the characteristic function with the series coefficients of the Fourier-cosine expansion of the density function. In most cases, the convergence rate of the COS method is exponential and the computational complexity i...

The boundary-value problem for the linear horizontally-forced sloshing problem can be solved using two different classes of eigenfunction expansions. The first will be referred to as the ”cosine” expansion since the organizing centre is a cosine series in the x−direction (the horizontal direction), and the second is called the “vertical eigenfunction expansion” since the organizing centre is a ...

In this letter, we established a traveling wave solution by using cosine function algorithm for Gardnerequation and (2+1)-dimensional breaking soliton system. The cosine method is used to obtain theexact solution.

Jung-Hun Oh et al. 177 Multicarrier DS-CDMA is an effective approach to combat fading and various kinds of interference. In this paper, we present an overlapped multicarrier DS-CDMA system, wherein each of the rate M / 1 convolutionally-encoded symbols is also repetition coded and transmitted using overlapped multicarriers. However, since the frequency spectrums of successive carriers are allow...

This article introduces the notion of uncoded, partially overlapped, staggered quadrature raised-cosine modulation (SQORC-P) as well as that of a trellis-coded form that is implemented as a specific embodiment of the recently introduced crosscorrelated trellis-coded quadrature modulation (XTCQM). Consideration is given to the power spectral density (PSD) of the scheme over both linear and nonli...

Generically, the gravitational-wave or tensor-mode contribution to the primordial curvature spectrum of inflation is tiny if the field range of the inflaton is much smaller than the Planck scale. We show that this pessimistic conclusion is naturally avoided in a rather broad class of small-field models. More specifically, we consider models where an axionlike shift symmetry keeps the inflaton p...

The problem of inter-carrier interference (ICI) in orthogonal frequency-division multiplexing (OFDM) systems has a dramatic impact on their overall performance and robustness. For this reason, various techniques have been proposed in order to eliminate this undesired phenomenon with the most common being the use of transmitter pulse-shaping. Capitalizing on some previous investigations, we here...

This paper presents the resolution of sine and cosine as an infinite product from Schlomilch method. It also discusses convergence products sin θ cos θ. Some important Series Infinite Product has been evaluated.

This paper proposes the Field Programmable Gate Array (FPGA) architecture implementation of reconfigurable RootRaised Cosine (RRC), Finite Impulse Response (FIR) filter in which all the adders present in the designed filter are replaced by the modified Carry-Select Adders (CSLA), which is mostly used in Digital Up Converter (DUC). The proposed filter can be reconfigured with one of three differ...