σ is the volatility, s is the corresponding spot price, k is the strike price, r is the risk-free interest rate, c is the price of the call option, t is the time of maturity, and Φ ( ⋅ ) is the cumulative distribution function of standard normal distribution up to x i.e....
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This problem arises naturally when considering many stress tests and appears in the calculation of the interest rate module of the standard formula for the SCR. We obtain theoretical convergence results that complements the recent work of Giles and Goda and gives some additional tractability through ...
They have the general formula k*2^n+1. We further specialize by searching for numbers where k is prime in k*2^n+1. Further more it has been proven that there exists an infinite number of prime k’s such that k*2^n+1 can never be prime. These k’s are called ...
According to the BPR formula, the average driving speed of the road segment el is: sl=slfree/(1+α(ψlcapl)β), (2) where, ψl represents the number of vehicles on the road segment el, slfree defines the free-flow speed of road segment el, capl is the capacity of the road ...
Let 0≤k≤l be an integer such that |gt|/∥gt∥∈[p/l,(p+1)/l], then(5)κ(gt,l)≜{p/l,w.pp−|gt|s·l+1(p+1)/l,otherwiseA concrete explanation of the above formula is from [36]. TernGrad compresses gradients into ternary values {−1,0,1} with a stochastic ...
Note that if such elements are added then they contribute to the sum in the distance formula and the distance measure increases. This wrongly signals an increase in the information processing ability of the device. In principle, such parallel copies of non-interacting elements should not add any...
You have 500 events per second coming into your system and you need to update approximately 10,000,000 positions per each event based on some predefined formula. For obvious performance considerations all data must reside and be processed in memory with possible overflow to disk, when necessary....
p) technique when p=1 as Nr and the number of backward steps to investigate the historical location data of mobile object ok as pok, then the number of resource blocks to model and predict the trajectory of ok will be cpokNr, where c is a coefficient to adjust and smooth the formula....
The following formula is used to calculate the current temperature of CPU Eq. (18).(18)Tcu=PR+Tempinlet+Tinitial×e−RCwhere CRAC model is used to calculate inlet temperature (Tempinlet) and RC model is used to calculate CPU temperature (TempCPU) and P is the dynamic power of host. ...