نتایج جستجو برای: geometric average
تعداد نتایج: 462279 فیلتر نتایج به سال:
Desertification refers to land degradation phenomenon in arid, semi-arid and dry sub-humid areas, resulting from various factors including climate variation and human activities. For evaluation and mapping of desertification many research have been conducted leading to regional and local models. In this research, among different existing methods IMDPA was selected and desertification intensity...
This paper derives semi-analytical pricing formulae for geometric average options (GAO) within a stochastic volatility framework. Assuming a general mean reverting process for the underlying asset and a square-root process for the volatility, the cross-moment generating function is derived and the cumulative probabilities are recovered using the Gauss-Laguerre quadrature rule. Fixed and floatin...
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Let G be a geometric graph whose vertex set S is a set of n points in R. The stretch factor of two distinct points p and q in S is the ratio of their shortest-path distance in G and their Euclidean distance. We consider the problem of approximating the sum of all ( n 2 ) stretch factors determined by all pairs of points in S. We show that for paths, cycles, and trees, this sum can be approximat...
A derivative(or derivative security) is a financial instrument whose value depends on the value of other, more basic underlying variables, such as bonds or stocks. A stock option is a right to buy or sell a stock by a certain date for a certain price. The price in the contract is known as the exercise price or strike price; the date in the contract is known as the expiration date or maturity. S...
xxx Working notes. Three main things remain to do. (1) Either include Tamar’s argument [now in separate document] for Theorem 5, or replace by some better construction for worst-case upper bound. (2) Put in the average-case lower bound calculus calculations needed in section 6. (3) General version of the worst-case lower bound method in section 7.3. A fourth thing one might contemplate: (4) Is ...
We evaluate the effectiveness of statistical gate sizing to minimize circuit power. We develop reliable posynomial models for delay and power that are accurate to within 5-10% of 130nm library data. We formulate statistical sizing as a geometric program, accounting for randomness in gate delays. For various ISCAS-85 circuits, statistical sizing at a 99.8% target yield provides 25% power reducti...
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