• Title/Summary/Keyword: Formula education

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A RECURSIVE METHOD FOR DISCRETELY MONITORED GEOMETRIC ASIAN OPTION PRICES

  • Kim, Bara;Kim, Jeongsim;Kim, Jerim;Wee, In-Suk
    • Bulletin of the Korean Mathematical Society
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    • v.53 no.3
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    • pp.733-749
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    • 2016
  • We aim to compute discretely monitored geometric Asian option prices under the Heston model. This method involves explicit formula for multivariate generalized Fourier transform of volatility process and their integrals over different time intervals using a recursive method. As numerical results, we illustrate efficiency and accuracy of our method. In addition, we simulate scenarios which show evidently practical importance of our work.

A RECURRENCE RELATION FOR THE JONES POLYNOMIAL

  • Berceanu, Barbu;Nizami, Abdul Rauf
    • Journal of the Korean Mathematical Society
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    • v.51 no.3
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    • pp.443-462
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    • 2014
  • Using a simple recurrence relation, we give a new method to compute the Jones polynomials of closed braids: we find a general expansion formula and a rational generating function for the Jones polynomials. The method is used to estimate the degree of the Jones polynomials for some families of braids and to obtain general qualitative results.

A FAMILY RESOLVENT COCYCLE AND HIGHER SPECTRAL FLOW

  • Sun, Aihui;Wang, Jian;Wang, Yong
    • Bulletin of the Korean Mathematical Society
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    • v.54 no.4
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    • pp.1387-1407
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    • 2017
  • In this paper, we introduce a family resolvent cocycle and express the Chern Character of Dai-Zhang higher spectral flow as a pairing of a family resolvent cocycle and the odd Chern character of a unitary matrix, which generalize the odd index formula of Carey et al. to the family case.

AN APPROXIMATION FOR THE QUEUE LENGTH DISTRIBUTION IN A MULTI-SERVER RETRIAL QUEUE

  • Kim, Jeongsim
    • Journal of the Chungcheong Mathematical Society
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    • v.29 no.1
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    • pp.95-102
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    • 2016
  • Multi-server queueing systems with retrials are widely used to model problems in a call center. We present an explicit formula for an approximation of the queue length distribution in a multi-server retrial queue, by using the Lerch transcendent. Accuracy of our approximation is shown in the numerical examples.

EMBEDDING OF THE TEICHMULLER SPACE INTO THE GOLDMAN SPACE

  • Kim, Hong-Chan
    • Journal of the Korean Mathematical Society
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    • v.43 no.6
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    • pp.1231-1252
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    • 2006
  • In this paper we shall explicitly calculate the formula of the algebraic presentation of an embedding of the Teichmiiller space ${\Im}(M)$ into the Goldman space g(M). From this algebraic presentation, we shall show that the Goldman's length parameter on g(M) is an isometric extension of the Fenchel-Nielsen's length parameter on ${\Im}(M)$.

HAUSDORFF DISTANCE BETWEEN THE OFFSET CURVE OF QUADRATIC BEZIER CURVE AND ITS QUADRATIC APPROXIMATION

  • Ahn, Young-Joon
    • Communications of the Korean Mathematical Society
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    • v.22 no.4
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    • pp.641-648
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    • 2007
  • In this paper, we present the exact Hausdorff distance between the offset curve of quadratic $B\'{e}zier$ curve and its quadratic $GC^1$ approximation. To illustrate the formula for the Hausdorff distance, we give an example of the quadratic $GC^1$ approximation of the offset curve of a quadratic $B\'{e}zier$ curve.

REPRESENTING SEQUENCES ON PARABOLIC BERGMAN SPACES

  • Hishikawa, Yosuke
    • Journal of the Korean Mathematical Society
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    • v.48 no.5
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    • pp.1017-1041
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    • 2011
  • The parabolic Bergman space is the set of $L^p(\lambda)$-solution of the parabolic operator $L^{(\alpha)}$. In this paper, we study representin sequences on parabolic Bergman spaces. We establish a discrete version of the reproducing formula on parabolic Bergman spaces by using fractional derivatives of the fundamental solution of the parabolic operator.

The search of the direction for the professional enhancement of mathematics teacher (수학 교사의 전문성 신장 방안 탐색)

  • 이대현
    • Journal of Educational Research in Mathematics
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    • v.9 no.1
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    • pp.239-244
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    • 1999
  • This study aims to present the necessity of 'mathematics for teacher' and advices for enhancing professionalism of mathematics teacher. Many mathematics teachers don't know formula giving roots of cubic and quartic equation which is presented as a example of mathematics for teacher, but they feel the necessity of professional knowledge like mathematics for teacher. As the role of mathematics teachers changes, professionalism in various fields is required. That is, they must be equipped with the belief and attitude as a professional and understand the content of mathematics for teacher and mathematics education theory. After all, loaming mathematics depends on the quality of mathematics teacher.

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피타고라스 세 수를 구하는 다양한 문제해결 방법 탐구

  • Kim, Dong-Keun;Yoon, Dae-Won
    • East Asian mathematical journal
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    • v.28 no.4
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    • pp.419-433
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    • 2012
  • In this paper, by using the inductive method, recurrence relation, the unit circle, circle to inscribe a right-angled triangle, formula of multiple angles, solution of quadratic equation and Fibonacci numbers, we study various problem solving methods to find pythagorean triple.