This brief presents a new structure of active inductors. These synthetic inductors are designed using current controlled voltage sources. The signal flow graph method is used for this purpose. For the practical realization, ...

This research monograph concerns the design and analysis of discrete-time approximations for stochastic differential equations (SDEs) driven by ·Wiener processes and Poisson processes or Poisson jump measures, In financial ...

There are many Fibonacci identities to be found in short informal articles in the early editions of The Fibonacci Quarterly. See, for example, [1] and [2]. The aim of the authors was to gather Fibonacci identities from ...

Many organizational decision problems can be formulated by multi-objective linear programming (MOLP) models. Referring to the imprecision inherent in human judgments, uncertainty may be incorporated in the parameters of ...

We discuss a simple new approach to calculating expectations of a specific form used for the pricing of derivative assets in financial mathematics. We show that in the 'vanilla case' , the expectations can be found by ...

The paper deals with the problem of finding an optimal one-time rebalancing strategy assuming that in the Blackâ¿¿Scholes model the drift term of the stock may change its value spontaneously at some random non-observable ...

In this paper, we report on our investigations of mathematics students' ideas about working as professionals in the mathematical sciences, and the impact that these ideas have on their learning of mathematics. Our ...

Sufficient conditions for the exponential boundedness of first passage times of autoregressive (AR(1)) sequences are derived in this paper. An identity involving the mean of the first passage time is obtained. Further, ...