This article considers a new approximation to the log-likelihood surface in mixture models. This approximation is based on both the mean and variance of the full-data log-likelihood over imputations ...

One of the formulas in calculus is Newton’s Method Approximation Formula. This technique tries to find the root of an equation. It is a trial-and-erro ...

Mathematics of Computation, Vol. 26, No. 117 (Jan., 1972), pp. 145-166 (22 pages) The Davidon formula and others of the "quasi-Newton" class, which are used in the unconstrained minimization of a ...

The variational inequality formulation provides a mechanism for determining both the option value and the early exercise curve implicitly (Jaillet, Lamberton and Lapeyre, 1990). Standard ...