• Study Resource
  • Explore
    • Arts & Humanities
    • Business
    • Engineering & Technology
    • Foreign Language
    • History
    • Math
    • Science
    • Social Science

    Top subcategories

    • Advanced Math
    • Algebra
    • Basic Math
    • Calculus
    • Geometry
    • Linear Algebra
    • Pre-Algebra
    • Pre-Calculus
    • Statistics And Probability
    • Trigonometry
    • other →

    Top subcategories

    • Astronomy
    • Astrophysics
    • Biology
    • Chemistry
    • Earth Science
    • Environmental Science
    • Health Science
    • Physics
    • other →

    Top subcategories

    • Anthropology
    • Law
    • Political Science
    • Psychology
    • Sociology
    • other →

    Top subcategories

    • Accounting
    • Economics
    • Finance
    • Management
    • other →

    Top subcategories

    • Aerospace Engineering
    • Bioengineering
    • Chemical Engineering
    • Civil Engineering
    • Computer Science
    • Electrical Engineering
    • Industrial Engineering
    • Mechanical Engineering
    • Web Design
    • other →

    Top subcategories

    • Architecture
    • Communications
    • English
    • Gender Studies
    • Music
    • Performing Arts
    • Philosophy
    • Religious Studies
    • Writing
    • other →

    Top subcategories

    • Ancient History
    • European History
    • US History
    • World History
    • other →

    Top subcategories

    • Croatian
    • Czech
    • Finnish
    • Greek
    • Hindi
    • Japanese
    • Korean
    • Persian
    • Swedish
    • Turkish
    • other →
 
Profile Documents Logout
Upload
kd Range Search with Binary Patricia Tries
kd Range Search with Binary Patricia Tries

2009: Changqing Chen
2009: Changqing Chen

... the binary notion, indexed objects either matches a query object or does not match it (i.e., query results in the Boolean model cannot be ranked [68]). As a result, indexes based on the Boolean model usually returns either too few or too many results when answering user queries. ...
ON-LINE PLANARITY TESTING*
ON-LINE PLANARITY TESTING*

... operations Test, Attach Vertex, and InsertVertex take worst-case time O(logn); and operation InsertEdge takes amortized time O(log n). The techniques developed in our work provide new insights on the topological properties of planar st-graphs and on the relationship between planarity and the decompo ...
Press release Stockholm, 7 October 2013
Press release Stockholm, 7 October 2013

Compound Interest: Future Value and Present Value chapter
Compound Interest: Future Value and Present Value chapter

Durable Goods, Inflation Risk and the Equilibrium Asset Prices
Durable Goods, Inflation Risk and the Equilibrium Asset Prices

Chapter 11: Priority Queues and Heaps
Chapter 11: Priority Queues and Heaps

... There are two choices in developing a new container such as the one described above. One choice is to simply add new functions, or extend the interface, for an existing data structure. Sometimes these can make use of functionality already needed for another purpose. The balanced binary tree, for exa ...
Practical Suffix Tree Construction
Practical Suffix Tree Construction

Practical Suffix Tree Construction
Practical Suffix Tree Construction

... suggested by Hunt et al. [18] where the authors drop the use of suffix links and use an O(n2 ) algorithm with a better locality of reference. In one pass over the string, they index all suffixes with the same prefix by inserting them into an on-disk subtree managed by PJama [3], a Java based object ...
Relative Wealth Concerns and Financial Bubbles
Relative Wealth Concerns and Financial Bubbles

... The model is presented in Section 2. It is standard with the following features. First, there is no information asymmetry and the horizon is finite. Second, agents are fully rational and maximize a constant relative risk aversion (CRRA) utility function over their own consumption. Third, agents trad ...
DdsLect99
DdsLect99

ABSTRACT The Binary Search Tree serves as an important
ABSTRACT The Binary Search Tree serves as an important

... The power of this pattern comes from making these “parent” slots just like any other slots; thus there can be more than one (which gives you multiple inheritance), and they can be assigned to. By assigning to a parent slot, an object can change the object it inherits from; this is called dynamic inh ...
Data Structures So Far
Data Structures So Far

Household Heterogeneity and Incomplete Financial Markets: Asset Return Implications in a
Household Heterogeneity and Incomplete Financial Markets: Asset Return Implications in a

... averse. In order to assess the effects of the two objectives independently of the financial market structure, the model is first solved under the assumption that households are identical in all respects. In this case, we are able to find conditions under which the two objectives have locally the same ...
Implied Expected Returns and the Choice of a Mean–Variance
Implied Expected Returns and the Choice of a Mean–Variance

... assets with known expected returns vector μ and covariance matrix Σ, then there exists a linear relation between the assets’ expected return μ and their covariance with that efficient portfolio, i.e., Σw . Hence, if a mean– variance efficient weight vector is known and a covariance matrix has been a ...
The following paper was originally published in the
The following paper was originally published in the

... does not agree with the corresponding value entered into the data structure. Blum et al. showed how to construct an online checker for RAMs using a variant of Merkle's hash-tree authentication scheme for digital signatures [17]. They used universal one way hash functions [19]. 1 Certi cate revocatio ...
Network capacity sharing with QoS as a financial derivative
Network capacity sharing with QoS as a financial derivative

... in which network services can be priced, and produced, so that complicated user demands can be compressed into simple price quotes. A number of requirements on the elements are necessary to achieve this vision. First, the network must support new services, such as sending traffic down the right path ...
Contents - myrvoll.it
Contents - myrvoll.it

Introduction to Algorithms CLRS Solution Collection
Introduction to Algorithms CLRS Solution Collection

... iteration ends, A[1..i] will not contain value v. Put differently, at the start of the (i+1)st iteration, A[1..i-1] will once again not contain value v. Termination: There are two possible ways the loop terminates: • If there exists an index i such that A[i] == v, then the while loop will terminate ...
ROW 1, COL 1 - WordPress.com
ROW 1, COL 1 - WordPress.com

... space available (for computer programs!) tends to be larger and larger time is still a problem for all of us 3-4GHz processors on the market researchers estimate that the computation of various transformations for 1 single DNA chain for one single protein on 1 TerraHZ computer would take about 1 yea ...
17 - Arizona Computer Science
17 - Arizona Computer Science

... one link from every node, this is a singly linked structure. (Other linked structures have more than one link to other nodes.) A search for an element begins at the node referenced by the external reference first. The second node can be reached through the link from the first node. Any node can be r ...
The Rainbow Skip Graph: A Fault-Tolerant Constant
The Rainbow Skip Graph: A Fault-Tolerant Constant

... be small. Ideally, each node should have constant size, including all of its pointers (which are pairs (x, a), where x is a host node and a is an address on that node). This property allows for efficient space usage, even when many virtual nodes are aggregated into single physical hosts. (We make th ...
Chapter 17 - University of Arizona
Chapter 17 - University of Arizona

Multidimensional Data Structures
Multidimensional Data Structures

... or RLINK) of N 's parent to NIL and return N to available storage.  Otherwise, either the subtree rooted at N:LLINK (which we will denote by T`) or the subtree rooted at N:RLINK (which we will denote by Tr ) is non-empty. (Step 1) Find a \candidate replacement" node R that occurs either in Ti for i ...
Multidimensional Data Structures
Multidimensional Data Structures

... or RLINK) of N 's parent to NIL and return N to available storage. Otherwise, either the subtree rooted at N:LLINK (which we will denote by T`) or the subtree rooted at N:RLINK (which we will denote by Tr ) is non-empty. (Step 1) Find a \candidate replacement" node R that occurs either in Ti for i 2 ...
< 1 ... 11 12 13 14 15 16 17 18 19 ... 166 >

Lattice model (finance)



For other meanings, see lattice model (disambiguation)In finance, a lattice model [1] is a technique applied to the valuation of derivatives, where, because of path dependence in the payoff, 1) a discretized model is required and 2) Monte Carlo methods fail to account for optimal decisions to terminate the derivative by early exercise. For equity options, a typical example would be pricing an American option, where a decision as to option exercise is required at ""all"" times (any time) before and including maturity. A continuous model, on the other hand, such as Black Scholes, would only allow for the valuation of European options, where exercise is on the option's maturity date. For interest rate derivatives lattices are additionally useful in that they address many of the issues encountered with continuous models, such as pull to par.
  • studyres.com © 2025
  • DMCA
  • Privacy
  • Terms
  • Report