• Title/Summary/Keyword: explicit formulas

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CONFORMAL MAPPING AND CLASSICAL KERNEL FUNCTIONS

  • CHUNG, YOUNG-BOK
    • Honam Mathematical Journal
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    • v.27 no.2
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    • pp.195-203
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    • 2005
  • We show that the exact Bergman kernel function associated to a $C^{\infty}$ bounded domain in the plane relates the derivatives of the Ahlfors map in an explicit way. And we find several formulas relating the exact Bergman kernel to classical kernel functions in potential theory.

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LOCAL VOLATILITIES FOR QUANTO OPTION PRICES WITH VARIOUS TYPES OF PAYOFFS

  • Lee, Youngrok
    • Communications of the Korean Mathematical Society
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    • v.32 no.2
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    • pp.467-477
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    • 2017
  • This paper is about the derivations of local volatilities for European quanto call option prices according to various types of payoffs. We derive the explicit formulas of local volatilities with constant foreign and domestic interest rates by adapting the method of Derman-Kani.

Pricing Outside Barrier Options

  • Lee Hangsuck
    • Proceedings of the Korean Statistical Society Conference
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    • 2004.11a
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    • pp.165-170
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    • 2004
  • This paper will derive explicit unified pricing formulas for eight types of outside barrier options, respectively. The monitoring periods of these options start at an arbitrary date and end at another arbitrary date before maturity. The eight types of barrier options are up-and-in, up-and-out, down-and-in and down-and-out call (or put) options.

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INFINITUDE OF MINIMALLY SUPPORTED TOTALLY INTERPOLATING BIORTHOGONAL MULTIWAVELET SYSTEMS WITH LOW APPROXIMATION ORDERS

  • Choi, Youngwoo;Jung, Jaewon
    • Korean Journal of Mathematics
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    • v.21 no.3
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    • pp.247-263
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    • 2013
  • By analyzing one-parameter families of totally interpolating multiwavelet systems of minimal total length with low approximation orders, whose explicit formulas were obtained with the aid of well-known relations of filters, we demonstrate the infinitude of such systems.

FIBONACCI LENGTHS INVOLVING THE WALL NUMBER k(n)

  • DOOSTIE H.;HASHEMI M.
    • Journal of applied mathematics & informatics
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    • v.20 no.1_2
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    • pp.171-180
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    • 2006
  • Two infinite classes of special finite groups considered (The group G is special, if G' and Z(G) coincide). Using certain sequences of numbers we give explicit formulas for the Fibonacci lenghts of these classes which involve the well-known Wall numbers k(n).

SOME PROPERTIES OF A CERTAIN PATTERNED MATRIX

  • Park, Jong-Tae
    • Journal of applied mathematics & informatics
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    • v.15 no.1_2
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    • pp.485-493
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    • 2004
  • This paper presents the interesting properties of a certain patterned matrix that plays an significant role in the statistical analysis. The necessary and sufficient condition on the existence of the inverse of the patterned matrix and its determinant are derived. In special cases of the patterned matrix, explicit formulas for its inverse, determinant and the characteristic equation are obtained.

Bi-Hermite polynomials and matchings in complete graphs

  • Kim, Dong-Su
    • Communications of the Korean Mathematical Society
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    • v.11 no.1
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    • pp.43-55
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    • 1996
  • Explicit formulas for bi-Hermite polynomials are found and their combinatorial model is considered. This combinatorial model is a generalization of the combinatorial model of Hermite polynomials as matching polynomials.

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