## Abstract In this paper, we investigate the computation of the firstโorder derivatives of complex eigenvectors for general nonโdefective eigensystems. A new normalization condition is proposed, with which we can compute unique firstโorder derivatives of arbitrary differentiable eigenvectors of sy
โฆ LIBER โฆ
A note on computing eigenvector derivatives with distinct and repeated eigenvalues
โ Scribed by Wu, Baisheng ;Xu, Zhonghai ;Li, Zhengguang
- Publisher
- John Wiley and Sons
- Year
- 2006
- Tongue
- English
- Weight
- 129 KB
- Volume
- 23
- Category
- Article
- ISSN
- 1069-8299
- DOI
- 10.1002/cnm.895
No coin nor oath required. For personal study only.
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A general expression is derived for the price of a European-style Asian contingent claim in which the terminal value depends on both the underlying asset price and the continuous geometric average of the price of the underlying asset over the life of the claim. Specific formulas are derived for Asia