Arbitrarily accurate analytical approximations for the error function
RM Howard - Mathematical and Computational Applications, 2022 - mdpi.com
A spline-based integral approximation is utilized to define a sequence of approximations to
the error function that converge at a significantly faster manner than the default Taylor series …
the error function that converge at a significantly faster manner than the default Taylor series …
[PDF][PDF] A new very simply explicitly invertible approximation for the standard normal cumulative distribution function
This paper proposes a new very simply explicitly invertible function to approximate the
standard normal cumulative distribution function (CDF). The new function was fit to the …
standard normal cumulative distribution function (CDF). The new function was fit to the …
An explicit implied volatility formula
We show that an explicit approximate implied volatility formula can be obtained from a Black–
Scholes formula approximation that is 2% accurate. The relative error of the approximate …
Scholes formula approximation that is 2% accurate. The relative error of the approximate …
Generation of normal distributions revisited
T Umeda - Computational Statistics, 2024 - Springer
Normally distributed random numbers are commonly used in scientific computing in various
fields. It is important to generate a set of random numbers as close to a normal distribution …
fields. It is important to generate a set of random numbers as close to a normal distribution …
Predictive Modeling of Sleep Slow Oscillation Emergence on the electrode manifold: Toward Personalized Closed-Loop Brain Stimulation
Background: Sleep slow oscillations (SOs), characteristic of NREM sleep, are causally tied
to cognitive outcomes and the health-promoting homeostatic functions of sleep. Due to these …
to cognitive outcomes and the health-promoting homeostatic functions of sleep. Due to these …
Tighter bounds for implied volatility
We establish bounds on Black–Scholes implied volatility that improve on the uniform bounds
previously derived by Tehranchi. Our upper bound is uniform, while the lower bound holds …
previously derived by Tehranchi. Our upper bound is uniform, while the lower bound holds …
Pólya-based approximation for the ATM-forward implied volatility
We introduce a closed form approximation for the implied volatility of ATM-forward options.
The relative error of this approximation is uniformly bounded for all option maturities and …
The relative error of this approximation is uniformly bounded for all option maturities and …
Using Small Angle Neutron Scattering (SANS) for a systematic understanding of the pore structure of mudrocks of different origin
A Rezaeyan - 2021 - ros.hw.ac.uk
Technologies utilising the subsurface are impacted by the presence and properties of
mudrocks. This includes the petroleum industry evaluating top seals and shale reservoirs, as …
mudrocks. This includes the petroleum industry evaluating top seals and shale reservoirs, as …
[PDF][PDF] A new high accuracy mathematical approximation to the cumulative normal density function
This paper develops two approximations to the normal cumulative distribution function.
Although the literature is rich in approximation functions for the normal distribution, they are …
Although the literature is rich in approximation functions for the normal distribution, they are …
The pliant probability distribution family
In this chapter, a new four-parameter probability distribution function is introduced and some
of its applications are discussed. As the novel distribution function is so flexible that it may be …
of its applications are discussed. As the novel distribution function is so flexible that it may be …