We introduce a simple, explicit formula for pricing the arithmetic Asian options. The pricing formula is as simple as the classical Black-Scholes formula. Our method is applicable to both discrete and ...

Abstract: This paper presents an algorithm for solving explicit arithmetic word problems by using and fusing new and effective methods. The proposed algorithm is based two novel ideas. First, it bases ...

Abstract: The article considers arithmetic-averageAsian power options whose underlying follows geometric Brownian motion. Integral representations and consequent explicit methods for valuation are ...

In this paper, we present for the first time efficient explicit formulas for arithmetic in the degree 0 divisor class group of a real hyperelliptic curve. Hereby, we consider real hyperelliptic curves ...

Le but de cet article est de donner quelques formules explicites faisant intervenir des fonctions de Möbius. De telles formules explicites peuvent être prouvées sous l’hypothèse de Riemann généralisée ...

In this paper we use the Mellin convolution theorem, which is related to Perron's formula. Also we introduce new explicit formulae for arithmetic function which generalize the explicit formulae of ...

The imageAtomic<Op> functions added by GL_NV_shader_atomic_fp16_vector require the argument to be cast to f16vec4, however by default that throws the following error: error: 'built-in function: ...