Commodity Asian Options: A Closed-Form Formula

2007 ◽  
Author(s):  
Gianluca Fusai ◽  
Marina Marena ◽  
Andrea Roncoroni
Keyword(s):  
Closed Form ◽  
Asian Options ◽  
Closed Form Formula

scholarly journals ON THE REPRESENTATION OF THE NESTED LOGIT MODEL

2021 ◽  
pp. 1-11
Author(s):  
Alfred Galichon
Keyword(s):  
Closed Form ◽  
Logit Model ◽  
Random Variables ◽  
Nested Logit ◽  
Random Utility ◽  
Nested Logit Model ◽  
Utility Representation ◽  
Phd Thesis ◽  
Closed Form Formula

In this paper, we give a two-line proof of a long-standing conjecture of Ben-Akiva in his 1973 PhD thesis regarding the random utility representation of the nested logit model, thus providing a renewed and straightforward textbook treatment of that model. As an application, we provide a closed-form formula for the correlation between two Fréchet random variables coupled by a Gumbel copula.

A Closed-Form Formula of Radiation and Total Efficiency for Lossy Multiport Antennas

2019 ◽  
Vol 18 (12) ◽  
pp. 2468-2472
Author(s):  
Min Wang ◽  
Tian-Hong Loh ◽  
Yongjiu Zhao ◽  
Qian Xu
Keyword(s):  
Closed Form ◽  
Total Efficiency ◽  
Closed Form Formula ◽  
Multiport Antennas
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