Keywords: Multiasset options Option sensitivities or Greeks Malliavin calculus Monte Carlo and quasi-Monte Carlo methods a b s t r a c t This paper discusses simulation of sensitivities or Greeks of multiasset European and Asian style options by Malliavin calculus combined with Monte Carlo and quasi-Monte Carlo methods. By using the Malliavin calculus, we are able to express Greeks of both Euro...

in this paper we introduce the notions of uniformly quasi-primary ideals and uniformly classical quasi-primary submodules that generalize the concepts of uniformly primary ideals and uniformly classical primary submodules; respectively. several characterizations of classical quasi-primary and uniformly classical quasi-primary submodules are given. then we investigate for a ring $r$, when any fi...

The best current methods for exactly computing the number of satisfying assignments, or the satisfying probability, of Boolean formulas can be seen, either directly or indirectly, as building decision-DNNF (decision decomposable negation normal form) representations of the input Boolean formulas. Decision-DNNFs are a special case of dDNNFs where d stands for deterministic. We show that any deci...

The work concerns a type of backward multivalued McKean-Vlasov stochastic differential equations. First, we prove the existence and uniqueness solutions for equation. Then, it is presented that first components their depend continuously on terminal values. Finally, give probabilistic interpretation viscosity nonlocal quasi-linear parabolic variational inequalities.

Setting of this paper is Bishop's constructive mathematics. For a relation σ on a set with apartness is called quasi-antiorder if it is consistent and cotransitive. The quasi-antiorder σ is complete if holds . 0 1 / = σ σ − ∩ In this paper the following assertion ‘A quasi-antiorder is the intersection of a collection of quasi-antiorders.’ is given.

In this paper, we propose self-supervised speaker representation learning strategies, which comprise of a bootstrap equilibrium in the front-end and an uncertainty-aware probabilistic embedding training back-end. stage, learn representations via scheme with uniformity regularization term. back-end embeddings are estimated by maximizing mutual likelihood score between speech samples belonging to...

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in this paper, a new enhanced version of the particle swarm optimization (pso) is presented. an important modification is made by adding probabilistic functions into pso, and it is named probabilistic particle swarm optimization (ppso). since the variation of the velocity of particles in pso constitutes its search engine, it should provide two phases of optimization process which are: explorati...