نتایج جستجو برای: integration by parts
تعداد نتایج: 7206371 فیلتر نتایج به سال:
Using the Malliavin calculus in time inhomogeneous jump-diffusion models, we obtain an expression for the sensitivity Theta of an option price (with respect to maturity) as the expectation of the option payoff multiplied by a stochastic weight. This expression is used to design efficient numerical algorithms that are compared to traditional finite difference methods for the computation of Theta...
In this paper, we establish a probabilistic representation as well some integration by parts formulae for the marginal law at given time maturity of stochastic volatility model with unbounded drift. Relying on perturbation technique Markov semigroups, our are based simple chain evolving random grid which develop tailor-made Malliavin calculus. Among other applications, an unbiased Monte Carlo p...
the history of plant’s used for mankind is as old as the start of humankind. initially, people used plants for their nutritional proposes but after the discovery of medicinal properties, this natural ?ora became a useful source of disease cure and health improvement across various human communities. berberis vulgaris is one of the medicinal plants used in iranian traditional medicine. berberis ...
Homologous recombination (HR) in Saccharomyces cerevisiae has been harnessed for both plasmid construction and chromosomal integration of foreign DNA. Still, native HR machinery is not efficient enough for complex and marker-free genome engineering required for modern metabolic engineering. Here, we present a method for marker-free multiloci integration of in vivo assembled DNA parts. By the us...
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