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Binomial Lattice for equity, with CRR formulae Tree for an bond option returning the OAS (black vs red): the short rate is the top value; the development of the bond value shows pull-to-par clearly . In quantitative finance, a lattice model [1] is a numerical approach to the valuation of derivatives in situations requiring a discrete time model.
The trinomial tree is a lattice-based computational model used in financial mathematics to price options. It was developed by Phelim Boyle in 1986. It is an extension of the binomial options pricing model, and is conceptually similar. It can also be shown that the approach is equivalent to the explicit finite difference method for option ...
The Vortex lattice method, (VLM), is a numerical method used in computational fluid dynamics, mainly in the early stages of aircraft design and in aerodynamic education at university level. The VLM models the lifting surfaces, such as a wing , of an aircraft as an infinitely thin sheet of discrete vortices to compute lift and induced drag .
Magma as the functions LLL and LLLGram (taking a gram matrix) Maple as the function IntegerRelations[LLL] Mathematica as the function LatticeReduce; Number Theory Library (NTL) as the function LLL; PARI/GP as the function qflll; Pymatgen as the function analysis.get_lll_reduced_lattice; SageMath as the method LLL driven by fpLLL and NTL
This is about lattice theory.For other similarly named results, see Birkhoff's theorem (disambiguation).. In mathematics, Birkhoff's representation theorem for distributive lattices states that the elements of any finite distributive lattice can be represented as finite sets, in such a way that the lattice operations correspond to unions and intersections of sets.
For matrix-matrix exponentials, there is a distinction between the left exponential Y X and the right exponential X Y, because the multiplication operator for matrix-to-matrix is not commutative. Moreover, If X is normal and non-singular, then X Y and Y X have the same set of eigenvalues. If X is normal and non-singular, Y is normal, and XY ...
In complex analysis, Gauss's continued fraction is a particular class of continued fractions derived from hypergeometric functions. It was one of the first analytic continued fractions known to mathematics, and it can be used to represent several important elementary functions , as well as some of the more complicated transcendental functions .
In mathematics, the Smith–Minkowski–Siegel mass formula (or Minkowski–Siegel mass formula) is a formula for the sum of the weights of the lattices (quadratic forms) in a genus, weighted by the reciprocals of the orders of their automorphism groups. The mass formula is often given for integral quadratic forms, though it can be generalized ...