A Close Form Solution for the Product Acceptance Determination Based on the Popular Index Cpk

2012 ◽  
Vol 29 (5) ◽  
pp. 719-723 ◽  
Author(s):  
W. L. Pearn ◽  
C. H. Wu
Keyword(s):  
Form Solution ◽  
Close Form Solution ◽  
Close Form

Symmetry detection by generalized complex (GC) moments: a close-form solution

1999 ◽  
Vol 21 (5) ◽  
pp. 466-476 ◽  
Author(s):  
Dinggang Shen ◽  
H.H.S. Ip ◽  
K.K.T. Cheung ◽  
Eam Khwang Teoh
Keyword(s):  
Form Solution ◽  
Symmetry Detection ◽  
Close Form Solution ◽  
Generalized Complex ◽  
Close Form

scholarly journals Constant Threshold Correction to Electrically Charged Dilatonic Black Holes

1997 ◽  
Vol 12 (22) ◽  
pp. 1597-1603 ◽  
Author(s):  
Kwan-Leung Chan
Keyword(s):  
Black Hole Solution ◽  
Exact Analytical Solution ◽  
Analytical Form ◽  
Form Solution ◽  
Close Form Solution ◽  
Threshold Correction ◽  
Extremal Limit ◽  
Electromagnetic Tensor ◽  
Close Form ◽  
Electrically Charged

We investigate the effect of a constant threshold correction to a general non-extreme, static, spherically symmetric, electrically charged black hole solution of the dilatonic Einstein–Maxwell Lagrangian, with an arbitrary coupling β between the electromagnetic tensor and the dilaton field. For a small β, an exact analytical solution is obtained. For an arbitrary β, a close form solution, up to first-order in the constant threshold correction, of the metric and the dilaton are presented. In the extremal limit, the close form solution is reduced to an exact analytical form.

scholarly journals Numerical Algorithm for Delta of Asian Option

2015 ◽  
Vol 2015 ◽  
pp. 1-6
Author(s):  
Boxiang Zhang ◽  
Yang Yu ◽  
Weiguo Wang
Keyword(s):  
Efficient Solution ◽  
Variance Reduction ◽  
Analytical Form ◽  
Form Solution ◽  
Asian Option ◽  
Asian Options ◽  
Hedging Strategy ◽  
Close Form Solution ◽  
Reduction Methods ◽  
Close Form

We study the numerical solution of the Greeks of Asian options. In particular, we derive a close form solution ofΔof Asian geometric option and use this analytical form as a control to numerically calculateΔof Asian arithmetic option, which is known to have no explicit close form solution. We implement our proposed numerical method and compare the standard error with other classical variance reduction methods. Our method provides an efficient solution to the hedging strategy with Asian options.

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