Displaying 2 results from an estimated 2 matches for "cassimon".
2008 Nov 30
4
Sweex 1000VA UPS (Lakeview Research)
...jected
chunks. I've tried to ./configure with type lakeview and then a make, but
the make
command fails.
Does anybody has any experience with getting this type of UPS working with
nut?
In the latest version of nut I don't find any reference to this lakeview
driver.
Regards,
Tom Cassimon
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2008 Feb 19
1
recursive function help
...value
All the pieces work outside of the function, and the integrand is finite
as far as I can see.
[Yes, this is a recursive function for multivariate cumulative normal.
It seems to match (so far for k=2 without recursion) the existing R
functions from packages mvtnorm and mnormt.
It is from D. Cassimon, et al. Closed-form valuation of American call
options on stocks paying multiple dividends. Finance Research Letters 4
(2007) 33-48.]
Thank you to anyone who can shed some light on this.
David L. Reiner, PhD
Rho Trading Securities, LLC