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In this paper, the commonly concerned issue of synchronization regions of complex dynamical networks is investigated, for the case when the synchronous state is an equilibrium point. Some simple sufficient conditions for a network to have or have no unbounded synchronization regions of the form...
Persistent link: https://www.econbiz.de/10011058150
In this paper, using path integral techniques, we derive a formula for a propagator arising in the study of occupation time derivatives. Using this result we derive a fair price for the case of the cumulative Parisian option. After confirming the validity of the derived result using Monte Carlo...
Persistent link: https://www.econbiz.de/10010906968
Using the path-integral framework to cast the pricing problem of the outside barrier Asian option into a Wiener functional integral form, we show that, after the introduction of a law-equivalent process and transformation of the new system, the deviation from the Monte Carlo price is seen to be...
Persistent link: https://www.econbiz.de/10010719734