We develop accurate analytical pricing formulae for discretely and continuously monitored arithmetic Asian options under general stochastic asset models, including exponential Lévy models, stochastic volatility models, and the constant elasticity of variance diffusion. The payoff of the arithmetic Asian option depends on the arithmetic average price of the underlying asset monitored over a pre-...

let $f$ be a finite extension of $bbb q$‎, ‎${bbb q}_p$ or a global‎ ‎field of positive characteristic‎, ‎and let $e/f$ be a galois extension‎. ‎we study the realization fields of‎ ‎finite subgroups $g$ of $gl_n(e)$ stable under the natural‎ ‎operation of the galois group of $e/f$‎. ‎though for sufficiently large $n$ and a fixed‎ algebraic number field $f$ every its finite extension $e$ is‎ ‎re...

The present paper is an exposition on heights and their importance in the modern study of algebraic dynamics. We will explain the idea of canonical height and its surprising relation to algebraic dynamics, invariant measures, arithmetic intersection theory, equidistribution and p-adic analytic geometry. AMS Classification 2000: Primary: 14G40; Secondary: 11G50, 28C10, 14C17.

the concept of geometric-arithmetic indices (ga) was put forward in chemical graph theoryvery recently. in spite of this, several works have already appeared dealing with these indices.in this paper we present lower and upper bounds on the second geometric-arithmetic index(ga2) and characterize the extremal graphs. moreover, we establish nordhaus-gaddum-typeresults for ga2.

continuing the work k. c. das, i. gutman, b. furtula, on second geometric-arithmetic indexof graphs, iran. j. math chem., 1(2) (2010) 17-28, in this paper we present lower and upperbounds on the third geometric-arithmetic index ga3 and characterize the extremal graphs.moreover, we give nordhaus-gaddum-type result for ga3.

The quantization of linear automorphisms of the torus, is an arithmetic model for a quantum system with underlying chaotic classical dynamics. This model was studied over the last three decades, in an attempt to gain better understanding of phenomena in quantum chaos. In this thesis, we study a multidimensional analogue of this model. This multidimensional model exhibits some new phenomena that...

In this project we explore the capability and flexibility of FPGA solutions in a sense to accelerate scientific computing applications which require very high precision arithmetic, based on IEEE 754 standard 128-bit floating-point number representations. Field Programmable Gate Arrays (FPGA) is increasingly being used to design high end computationally intense microprocessors capable of handlin...

By Grothedieck's Anabelian conjectures, Galois representations landing in outer automorphism group of the algebraic fundamental group which are associated to hyperbolic smooth curves defined over number fields encode all arithmetic information of these curves. The goal of this paper is to develope and arithmetic teichmuller theory, by which we mean, introducing arithmetic objects summarizing th...

We show that large classes of non-arithmetic hyperbolic $n$-manifolds, including the hybrids introduced by Gromov and Piatetski-Shapiro many their generalizations, have only finitely finite-volume immersed totally geodesic hypersurfaces. In higher codimension, we prove finiteness for submanifolds dimension at least $2$ are maximal, i.e., not properly contained in a proper submanifold ambient $n...