Sentence examples for analytical price from inspiring English sources

Using only 160 spatial grid points, the high-order scheme yields a numerical solution that agrees to eight-digits with the analytical price.

His research interests include analytical pricing, stochastic modeling, and operations management.

Numerical results and analytical prices when we vary the strike price K and the time-to-maturity T o of the option are given in Table 11.

and A 0, t) and B 0, t) are expressions which can be obtained from the A t, T) and B t, T) terms in the CIR analytical bond price.

The derived LMP change equation based on an analytical congestion price formula is expressed in terms of local information such as marginal costs and GSFs, which are only related to the congested line without requiring information of an entire power system.

3, LMP change expressions with respect to topology errors are formulated based on the analytical congestion price equation, and a performance index using these expressions is proposed.

To this end, we start with our prior result, a simple and analytical congestion price equation, which can be applied to any single line congestion scenario.

In addition, the analytical congestion price formula can be extended to the LMP change equation that explains the relationship between LMP and the substation configuration error from bus splitting/merging.

The computed bond prices by Jain's scheme shown in Table 16 are close to the CIR analytical bond prices.

These models include the negative damping model based on the Connors equation, fluid force coefficient-based models (Chen; Tanaka and Takahara), and two semi-analytical models (Price and Païdoussis; and Lever and Weaver).

This figure shows the computed and the analytical bond prices under the Hull-White model when T=1 using the parameters in Table 14.