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This is unfounded because that law has relativistic corrections. For example, the meaning of "r" is physical distance in that classical law, and merely a coordinate in General Relativity.] The Schwarzschild metric can also be derived using the known physics for a circular orbit and a temporarily stationary point mass. [1]
The approach arises since the evolution of the option value can be modelled via a partial differential equation (PDE), as a function of (at least) time and price of underlying; see for example the Black–Scholes PDE. Once in this form, a finite difference model can be derived, and the valuation obtained. [2]
Popular languages for input by humans and interpretation by computers include TeX [1] /LaTeX [2] and eqn. [3] Computer algebra systems such as Macsyma, Mathematica (Wolfram Language), Maple, and MATLAB each have their own syntax. When the purpose is informal communication with other humans, syntax is often ad hoc, sometimes called "ASCII math ...
Use of LaTeX for separately displayed formulas and more complicated inline formulas; Use of LaTeX for formulas involving symbols that are not regularly rendered in Unicode (see MOS:BBB) Avoid formulas in section headings, and when this is necessary, use raw HTML (see Finite field for an example)
The Schwarzschild solution, taken to be valid for all r > 0, is called a Schwarzschild black hole. It is a perfectly valid solution of the Einstein field equations, although (like other black holes) it has rather bizarre properties. For r < r s the Schwarzschild radial coordinate r becomes timelike and the time coordinate t becomes spacelike. [22]
In an isotropic chart (on a static spherically symmetric spacetime), the metric (aka line element) takes the form = + (+ (+ ())), < <, < <, < <, < < Depending on context, it may be appropriate to regard , as undetermined functions of the radial coordinate (for example, in deriving an exact static spherically symmetric solution of the Einstein field equation).
A local volatility model, in mathematical finance and financial engineering, is an option pricing model that treats volatility as a function of both the current asset level and of time . As such, it is a generalisation of the Black–Scholes model , where the volatility is a constant (i.e. a trivial function of S t {\displaystyle S_{t}} and t ...
The linear map h → J(x) ⋅ h is known as the derivative or the differential of f at x. When m = n, the Jacobian matrix is square, so its determinant is a well-defined function of x, known as the Jacobian determinant of f. It carries important information about the local behavior of f.