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  • Search: subject:"Exact formula"
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Subject
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Exact formula 2 Boundary effect 1 Critical phenomena 1 Derivat 1 Derivative 1 Distribution of maximum 1 Hypergeometric function 1 Ising model 1 Option pricing theory 1 Optionspreistheorie 1 Path-dependent options 1 Spontaneous symmetry braking 1 Stochastic process 1 Stochastischer Prozess 1 Variance gamma process 1
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1 Undetermined 1
Author
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Ivanov, Roman V. 1 Suzuki, Hidenori 1 Suzuki, Masuo 1
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Finance and stochastics 1 Physica A: Statistical Mechanics and its Applications 1
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ECONIS (ZBW) 1 RePEc 1
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The distribution of the maximum of a variance gamma process and path-dependent option pricing
Ivanov, Roman V. - In: Finance and stochastics 19 (2015) 4, pp. 979-993
Persistent link: https://www.econbiz.de/10011421382
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Exact oblique boundary–boundary correlation functions of the two-dimensional ising model
Suzuki, Hidenori; Suzuki, Masuo - In: Physica A: Statistical Mechanics and its Applications 353 (2005) C, pp. 309-322
The boundary–boundary correlation in an arbitrary oblique direction for the two-dimensional Ising model is calculated exactly using the topological interaction method. It is shown that these correlation functions satisfy Morita's sum rule not only for TTc but also for T⩽Tc. The asymptotic...
Persistent link: https://www.econbiz.de/10011057479
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