For the Barndorff-Nielsen and Shephard model, we present approximate expressions of call option prices based on decomposition formula developed by Arai (2021). Besides, some numerical experiments are also implemented to make sure how effective our approximations are.

This paper describes the application of approximate methods to invert airborne magnetic data as well as helicopter-borne frequency domain electromagnetic data in order to retrieve a joint model of magnetic susceptibility and electrical resistivity. The study area located in Semnan province of Iran consists of an arc-shaped porphyry andesite covered by sedimentary units which may have potential ...

a simple mathematical model of steady state  oxygen distribution subject to diffusive transport and non- linear uptake in a retinal cylinder has been developed. the approximate analytical solution to a reaction- diffusion equation are obtained by using series expansions. the computational results for the scaled variables are presented through graphs. the effect of the important parameters (1) d...

Introduction Conclusions References

Explicit piecewise linear state feedback solutions to the constrained linear model predictive control problem has recently been characterized and computed numerically using multiparametric quadratic programming. The piecewise linear state feedback is defined on a polyhedral partitioning of the state space, which may be quite complex. Here we suggest an approximate multi-parametric quadratic pro...

We investigate the maximal approximate flavor symmetry in the framework of generic minimal supersymmetric standard model. We consider the low energy effective theory of the flavor physics with all the possible operators included. Spontaneous flavor symmetry breaking leads to the approximate flavor symmetry in Yukawa sector and the supersymmetry breaking sector. Fermion mass and mixing hierachie...

In earlier work we have introduced and explored a variety of different probabilistic models for the problem of answering selectivity queries posed to large sparse binary data sets. These models can be directly scaled to hundreds or thousands of dimensions, in contrast to other approximate querying techniques (such as histograms or wavelets) that are inherently limited to relatively small number...

In this article,we present a wavelet method for solving stochastic Volterra integral equations based on Haar wavelets. First, we approximate all functions involved in the problem by Haar Wavelets then, by substituting the obtained approximations in the problem, using the It^{o} integral formula and collocation points then, the main problem changes into a system of linear or nonlinear equation w...

A method for approximate model checking of stochastic hybrid systems with provable approximation guarantees is proposed. We focus on the probabilistic invariance problem for discrete time stochastic hybrid systems and propose a two-step scheme. The stochastic hybrid system is first approximated by a finite state Markov chain. The approximating chain is thenmodel checked for probabilistic invari...