Discrete Mathematics With Applications
5th Edition
ISBN: 9780357035283
Author: EPP
Publisher: Cengage
expand_more
expand_more
format_list_bulleted
Question
Chapter 10.5, Problem 4ES
To determine
Draw a graph with the given specifications or explain the reason if no such graph exists.
Expert Solution & Answer
Want to see the full answer?
Check out a sample textbook solution
Students have asked these similar questions
Construct a know-show table for each statement below that appears to be true.
Problem 3. Pricing a multi-stock option the Margrabe formula
The purpose of this problem is to price a swap option in a 2-stock model, similarly as
what we did in the example in the lectures. We consider a two-dimensional Brownian
motion given by W₁ = (W(¹), W(2)) on a probability space (Q, F,P). Two stock prices
are modeled by the following equations:
dX
=
dY₁ =
X₁ (rdt+
rdt+0₁dW!)
(²)),
Y₁ (rdt+dW+0zdW!"),
with Xo
xo and Yo =yo. This corresponds to the multi-stock model studied in class,
but with notation (X+, Y₁) instead of (S(1), S(2)). Given the model above, the measure
P is already the risk-neutral measure (Both stocks have rate of return r). We write
σ = 0₁+0%. We consider a swap option, which gives you the right, at time T, to
exchange one share of X for one share of Y. That is, the option has payoff
F=(Yr-XT).
(a) We first assume that r = 0 (for questions (a)-(f)). Write an explicit expression for
the process Xt.
Reminder before proceeding to question (b): Girsanov's theorem…
Problem 1. Multi-stock model
We consider a 2-stock model similar to the one studied in class. Namely, we consider
=
S(1)
S(2)
=
S(¹) exp (σ1B(1) + (M1 - 0/1 )
S(²) exp (02B(2) + (H₂-
M2
where (B(¹) ) +20 and (B(2) ) +≥o are two Brownian motions, with
t≥0
Cov (B(¹), B(2)) = p min{t, s}.
"
The purpose of this problem is to prove that there indeed exists a 2-dimensional Brownian
motion (W+)+20 (W(1), W(2))+20 such that
=
S(1)
S(2)
=
=
S(¹) exp (011W(¹) + (μ₁ - 01/1) t)
롱)
S(²) exp (021W (1) + 022W(2) + (112 - 03/01/12) t).
where σ11, 21, 22 are constants to be determined (as functions of σ1, σ2, p).
Hint: The constants will follow the formulas developed in the lectures.
(a) To show existence of (Ŵ+), first write the expression for both W. (¹) and W (2)
functions of (B(1), B(²)).
as
(b) Using the formulas obtained in (a), show that the process (WA) is actually a 2-
dimensional standard Brownian motion (i.e. show that each component is normal,
with mean 0, variance t, and that their…
Chapter 10 Solutions
Discrete Mathematics With Applications
Ch. 10.1 - Let G be a graph and let v and w be vertices in G....Ch. 10.1 - A graph is connected if, any only if, _____.Ch. 10.1 - Removing an edge from a circuit in a graph does...Ch. 10.1 - An Euler circuit in graph is _____.Ch. 10.1 - Prob. 5TYCh. 10.1 - Prob. 6TYCh. 10.1 - Prob. 7TYCh. 10.1 - If a graph G has a Hamiltonian circuit, then G has...Ch. 10.1 - A travelling salesman problem involves finding a...Ch. 10.1 - In the graph below, determine whether the...
Ch. 10.1 - In the graph below, determine whether the...Ch. 10.1 - Let G be the graph and consider the walk...Ch. 10.1 - Consider the following graph. How many paths are...Ch. 10.1 - Consider the following graph. How many paths are...Ch. 10.1 - An edge whose removal disconnects the graph of...Ch. 10.1 - Given any positive integer n, (a) find a connected...Ch. 10.1 - Find the number of connected components for each...Ch. 10.1 - Each of (a)—(c) describes a graph. In each case...Ch. 10.1 - Prob. 10ESCh. 10.1 - Is it possible for a citizen of Königsberg to make...Ch. 10.1 - Determine which of the graph in 12-17 have Euler...Ch. 10.1 - Determine which of the graph in 12-17 have Euler...Ch. 10.1 - Determine which of the graph in 12-17 have Euler...Ch. 10.1 - Determine which of the graph in 12-17 have Euler...Ch. 10.1 - Determine which of the graph in 12-17 have Euler...Ch. 10.1 - Determine which of the graph in 12-17 have Euler...Ch. 10.1 - Is it possible to take a walk around the city...Ch. 10.1 - For each of the graph in 19-21, determine whether...Ch. 10.1 - Prob. 20ESCh. 10.1 - Prob. 21ESCh. 10.1 - Prob. 22ESCh. 10.1 - Prob. 23ESCh. 10.1 - Find the complement of each of the following...Ch. 10.1 - Find the complement of the graph K4, the complete...Ch. 10.1 - Suppose that in a group of five people A,B,C,D,...Ch. 10.1 - Prob. 27ESCh. 10.1 - Show that at a party with at least two people,...Ch. 10.1 - Find Hamiltonian circuits for each of the graph in...Ch. 10.1 - Find Hamiltonian circuits for each of the graph in...Ch. 10.1 - Prob. 31ESCh. 10.1 - Show that none of graphs in 31-33 has a...Ch. 10.1 - Prob. 33ESCh. 10.1 - Prob. 34ESCh. 10.1 - Prob. 35ESCh. 10.1 - In 34-37, find Hamiltonian circuits for those...Ch. 10.1 - Prob. 37ESCh. 10.1 - Give two examples of graphs that have Euler...Ch. 10.1 - Prob. 39ESCh. 10.1 - Prob. 40ESCh. 10.1 - Give two examples of graphs that have Euler...Ch. 10.1 - A traveler in Europe wants to visit each of the...Ch. 10.1 - a. Prove that if a walk in a graph contains a...Ch. 10.1 - Prob. 44ESCh. 10.1 - Prob. 45ESCh. 10.1 - Prob. 46ESCh. 10.1 - Prove that if there is a trail in a graph G from a...Ch. 10.1 - If a graph contains a circuits that starts and...Ch. 10.1 - Prob. 49ESCh. 10.1 - Let G be a connected graph, and let C be any...Ch. 10.1 - Prob. 51ESCh. 10.1 - Prob. 52ESCh. 10.1 - For what values of n dies the complete graph Kn...Ch. 10.1 - For what values of m and n does the complete...Ch. 10.1 - What is the maximum number of edges a simple...Ch. 10.1 - Prob. 56ESCh. 10.1 - Prob. 57ESCh. 10.2 - In the adjacency matrix for a directed graph, the...Ch. 10.2 - Prob. 2TYCh. 10.2 - Prob. 3TYCh. 10.2 - Prob. 4TYCh. 10.2 - Prob. 5TYCh. 10.2 - Prob. 6TYCh. 10.2 - Find real numbers a, b, and c such that the...Ch. 10.2 - Find the adjacency matrices for the following...Ch. 10.2 - Find directed graphs that have the following...Ch. 10.2 - Find adjacency matrices for the following...Ch. 10.2 - Find graphs that have the following adjacency...Ch. 10.2 - Prob. 6ESCh. 10.2 - Prob. 7ESCh. 10.2 - Prob. 8ESCh. 10.2 - Prob. 9ESCh. 10.2 - Prob. 10ESCh. 10.2 - Prob. 11ESCh. 10.2 - Prob. 12ESCh. 10.2 - Let O denote the matrix [0000] . Find 2 × 2...Ch. 10.2 - Prob. 14ESCh. 10.2 - Prob. 15ESCh. 10.2 - In 14-18, assume the entries of all matrices are...Ch. 10.2 - Prob. 17ESCh. 10.2 - Prob. 18ESCh. 10.2 - Prob. 19ESCh. 10.2 - The following is an adjacency matrix for a graph:...Ch. 10.2 - Let A be the adjacency matrix for K3, the complete...Ch. 10.2 - Draw a graph that has [0001200011000211120021100]...Ch. 10.2 - Prob. 23ESCh. 10.3 - If G and G’ are graphs, then G is isomorphic to G’...Ch. 10.3 - A property P is an invariant for graph isomorphism...Ch. 10.3 - Prob. 3TYCh. 10.3 - For each pair of graphs G and G’ in 1-5, determine...Ch. 10.3 - For each pair of graphs G and G’ in 1-5, determine...Ch. 10.3 - For each pair of graphs G and G’ in 1-5, determine...Ch. 10.3 - For each pair of graphs G and G’ in 1-5, determine...Ch. 10.3 - For each pair of graphs G and G in 1—5, determine...Ch. 10.3 - For each pair of graphs G and G’ in 6-13,...Ch. 10.3 - For each pair of graphs G and G’ in 6-13,...Ch. 10.3 - For each pair of graphs G and G’ in 6-13,...Ch. 10.3 - Prob. 9ESCh. 10.3 - For each pair of graphs G and G’ in 6-13,...Ch. 10.3 - For each pair of graphs G and G’ in 6-13,...Ch. 10.3 - For each pair of simple graphs G and G in 6—13,...Ch. 10.3 - For each pair of graphs G and G’ in 6-13,...Ch. 10.3 - Draw all nonisomorphic simple graphs with three...Ch. 10.3 - Draw all nonisomorphic simple graphs with four...Ch. 10.3 - Prob. 16ESCh. 10.3 - Draw all nonisomorphic graphs with four vertices...Ch. 10.3 - Draw all nonisomorphic graphs with four vertices...Ch. 10.3 - Prob. 19ESCh. 10.3 - Draw four nonisomorphic graphs with six vertices,...Ch. 10.3 - Prob. 21ESCh. 10.3 - Prove that each of the properties in 21-29 is an...Ch. 10.3 - Prob. 23ESCh. 10.3 - Prove that each of the properties in 21-29 is an...Ch. 10.3 - Prob. 25ESCh. 10.3 - Prob. 26ESCh. 10.3 - Prob. 27ESCh. 10.3 - Prove that each of the properties in 21-29 is an...Ch. 10.3 - Prob. 29ESCh. 10.3 - Show that the following two graphs are not...Ch. 10.4 - A circuit-free graph is a graph with __________.Ch. 10.4 - Prob. 2TYCh. 10.4 - Prob. 3TYCh. 10.4 - Prob. 4TYCh. 10.4 - Prob. 5TYCh. 10.4 - Prob. 6TYCh. 10.4 - For any positive integer n, if G is a connected...Ch. 10.4 - Read the tree in Example 10.4.2 from left to right...Ch. 10.4 - Prob. 2ESCh. 10.4 - Prob. 3ESCh. 10.4 - Prob. 4ESCh. 10.4 - Prob. 5ESCh. 10.4 - Prob. 6ESCh. 10.4 - Prob. 7ESCh. 10.4 - In each of 8—21, either draw a graph with the...Ch. 10.4 - In each of 8—21, either draw a graph with the...Ch. 10.4 - In each of 8—21, either draw a graph with the...Ch. 10.4 - In each of 8—21, either draw a graph with the...Ch. 10.4 - In each of 8—21, either draw a graph with the...Ch. 10.4 - In each of 8—21, either draw a graph with the...Ch. 10.4 - Prob. 14ESCh. 10.4 - In each of 8—21, either draw a graph with the...Ch. 10.4 - In each of 8—21, either draw a graph with the...Ch. 10.4 - Prob. 17ESCh. 10.4 - In each of 8—21, either draw a graph with the...Ch. 10.4 - In each of 8—21, either draw a graph with the...Ch. 10.4 - In each of 8—21, either draw a graph with the...Ch. 10.4 - In each of 8—21, either draw a graph with the...Ch. 10.4 - A connected graph has twelve vertices and eleven...Ch. 10.4 - A connected graph has nine vertices and twelve...Ch. 10.4 - Prob. 24ESCh. 10.4 - Prob. 25ESCh. 10.4 - If a graph has n vertices and n2 or fewer can it...Ch. 10.4 - A circuit-free graph has ten vertices and nine...Ch. 10.4 - Is a circuit-free graph with n vertices and at...Ch. 10.4 - Prob. 29ESCh. 10.4 - Prob. 30ESCh. 10.4 - a. Prove that the following is an invariant for...Ch. 10.5 - Prob. 1TYCh. 10.5 - Prob. 2TYCh. 10.5 - Prob. 3TYCh. 10.5 - Prob. 4TYCh. 10.5 - Prob. 5TYCh. 10.5 - Prob. 1ESCh. 10.5 - Prob. 2ESCh. 10.5 - Draw binary trees to represent the following...Ch. 10.5 - Prob. 4ESCh. 10.5 - Prob. 5ESCh. 10.5 - Prob. 6ESCh. 10.5 - Prob. 7ESCh. 10.5 - Prob. 8ESCh. 10.5 - Prob. 9ESCh. 10.5 - Prob. 10ESCh. 10.5 - Prob. 11ESCh. 10.5 - Prob. 12ESCh. 10.5 - Prob. 13ESCh. 10.5 - Prob. 14ESCh. 10.5 - Prob. 15ESCh. 10.5 - Prob. 16ESCh. 10.5 - Prob. 17ESCh. 10.5 - Prob. 18ESCh. 10.5 - Prob. 19ESCh. 10.5 - Prob. 20ESCh. 10.5 - Prob. 21ESCh. 10.5 - Prob. 22ESCh. 10.5 - Prob. 23ESCh. 10.5 - Prob. 24ESCh. 10.5 - In 21-25, use the steps of Algorithm 10.5.1 to...Ch. 10.6 - Prob. 1TYCh. 10.6 - Prob. 2TYCh. 10.6 - Prob. 3TYCh. 10.6 - In Kruskal’s algorithm, the edges of a connected,...Ch. 10.6 - Prob. 5TYCh. 10.6 - Prob. 6TYCh. 10.6 - At each stage of Dijkstra’s algorithm, the vertex...Ch. 10.6 - Prob. 1ESCh. 10.6 - Prob. 2ESCh. 10.6 - Prob. 3ESCh. 10.6 - Prob. 4ESCh. 10.6 - Prob. 5ESCh. 10.6 - Prob. 6ESCh. 10.6 - Prob. 7ESCh. 10.6 - Prob. 8ESCh. 10.6 - Prob. 9ESCh. 10.6 - Prob. 10ESCh. 10.6 - A pipeline is to be built that will link six...Ch. 10.6 - Use Dijkstra’s algorithm for the airline route...Ch. 10.6 - Use Dijkstra’s algorithm to find the shortest path...Ch. 10.6 - Use Dijkstra’s algorithm to find the shortest path...Ch. 10.6 - Use Dijkstra’s algorithm to find the shortest path...Ch. 10.6 - Use Dijkstra’s algorithm to find the shortest path...Ch. 10.6 - Prob. 17ESCh. 10.6 - Prob. 18ESCh. 10.6 - Prob. 19ESCh. 10.6 - Prob. 20ESCh. 10.6 - Prob. 21ESCh. 10.6 - Prob. 22ESCh. 10.6 - Prob. 23ESCh. 10.6 - Prob. 24ESCh. 10.6 - Prob. 25ESCh. 10.6 - Prob. 26ESCh. 10.6 - Prob. 27ESCh. 10.6 - Suppose a disconnected graph is input to Kruskal’s...Ch. 10.6 - Suppose a disconnected graph is input to Prim’s...Ch. 10.6 - Modify Algorithm 10.6.3 so that the output...Ch. 10.6 - Prob. 31ES
Knowledge Booster
Similar questions
- Roedel Electronics produces tablet computer accessories, including integrated keyboard tablet stands that connect a keyboard to a tablet device and holds the device at a preferred angle for easy viewing and typing. Roedel produces two sizes of integrated keyboard tablet stands, small and large. Each size uses the same keyboard attachment, but the stand consists of two different pieces, a top flap and a vertical stand that differ by size. Thus, a completed integrated keyboard tablet stand consists of three subassemblies that are manufactured by Roedel: a keyboard, a top flap, and a vertical stand. Roedel's sales forecast indicates that 7,000 small integrated keyboard tablet stands and 5,000 large integrated keyboard tablet stands will be needed to satisfy demand during the upcoming Christmas season. Because only 500 hours of in-house manufacturing time are available, Roedel is considering purchasing some, or all, of the subassemblies from outside suppliers. If Roedel manufactures a…arrow_forwardShow three different pairs of integers, a and b, where at least one example includes a negative integer. For each of your examples, determine if each of the following statements are true or falsearrow_forwardThe scores of 8 students on the midterm exam and final exam were as follows. Student Midterm Final Anderson 98 89 Bailey 88 74 Cruz 87 97 DeSana 85 79 Erickson 85 94 Francis 83 71 Gray 74 98 Harris 70 91 Find the value of the (Spearman's) rank correlation coefficient test statistic that would be used to test the claim of no correlation between midterm score and final exam score. Round your answer to 3 places after the decimal point, if necessary. Test statistic: rs =arrow_forward
- (a) Develop a model that minimizes semivariance for the Hauck Financial data given in the file HauckData with a required return of 10%. Assume that the five planning scenarios in the Hauck Financial rvices model are equally likely to occur. Hint: Modify model (8.10)-(8.19). Define a variable d, for each scenario and let d₂ > R - R¸ with d ≥ 0. Then make the objective function: Min Let FS = proportion of portfolio invested in the foreign stock mutual fund IB = proportion of portfolio invested in the intermediate-term bond fund LG = proportion of portfolio invested in the large-cap growth fund LV = proportion of portfolio invested in the large-cap value fund SG = proportion of portfolio invested in the small-cap growth fund SV = proportion of portfolio invested in the small-cap value fund R = the expected return of the portfolio R = the return of the portfolio in years. Min s.t. R₁ R₂ = R₁ R R5 = FS + IB + LG + LV + SG + SV = R₂ R d₁ =R- d₂z R- d₂ ZR- d₁R- d≥R- R = FS, IB, LG, LV, SG, SV…arrow_forwardThe Martin-Beck Company operates a plant in St. Louis with an annual capacity of 30,000 units. Product is shipped to regional distribution centers located in Boston, Atlanta, and Houston. Because of an anticipated increase in demand, Martin-Beck plans to increase capacity by constructing a new plant in one or more of the following cities: Detroit, Toledo, Denver, or Kansas. The following is a linear program used to determine which cities Martin-Beck should construct a plant in. Let y₁ = 1 if a plant is constructed in Detroit; 0 if not y₂ = 1 if a plant is constructed in Toledo; 0 if not y₂ = 1 if a plant is constructed in Denver; 0 if not y = 1 if a plant is constructed in Kansas City; 0 if not. The variables representing the amount shipped from each plant site to each distribution center are defined just as for a transportation problem. *,, = the units shipped in thousands from plant i to distribution center j i = 1 (Detroit), 2 (Toledo), 3 (Denver), 4 (Kansas City), 5 (St.Louis) and…arrow_forwardConsider the following mixed-integer linear program. Max 3x1 + 4x2 s.t. 4x1 + 7x2 ≤ 28 8x1 + 5x2 ≤ 40 x1, x2 ≥ and x1 integer (a) Graph the constraints for this problem. Indicate on your graph all feasible mixed-integer solutions. On the coordinate plane the horizontal axis is labeled x1 and the vertical axis is labeled x2. A region bounded by a series of connected line segments, and several horizontal lines are on the graph. The series of line segments connect the approximate points (0, 4), (3.889, 1.778), and (5, 0). The region is above the horizontal axis, to the right of the vertical axis, and below the line segments. At each integer value between 0 and 4 on the vertical axis, a horizontal line extends out from the vertical axis to the series of connect line segments. On the coordinate plane the horizontal axis is labeled x1 and the vertical axis is labeled x2. A region bounded by a series of connected line segments, and several…arrow_forward
- Consider the nonlinear optimization model stated below. Min s.t. 2x²-18x + 2XY + y² - 14Y + 53 x + 4Y ≤ 8 (a) Find the minimum solution to this problem. |at (X, Y) = (b) If the right-hand side of the constraint is increased from 8 to 9, how much do you expect the objective function to change? Based on the dual value on the constraint X + 4Y ≤ 8, we expect the optimal objective function value to decrease by (c) Resolve the problem with a new right-hand side of the constraint of 9. How does the actual change compare with your estimate? If we resolve the problem with a new right-hand-side of 9 the new optimal objective function value is| , so the actual change is a decrease of rather than what we expected in part (b).arrow_forwardStatement:If 2 | a and 3| a, then 6 a. So find three integers, and at least one integer should be negative. For each of your examples, determine if the statement is true or false.arrow_forwardStatement: If 4 | a and 6 | a, then 24 | a. So find three integers, and at least one integer should be negative. For each of your examples, determine if the statement is true or false.arrow_forward
- 2) dassify each critical point of the given plane autovers system x'=x-2x²-2xy y' = 4y-Sy³-7xyarrow_forwardEvaluate the next integralarrow_forward1. For each of the following, find the critical numbers of f, the intervals on which f is increasing or decreasing, and the relative maximum and minimum values of f. (a) f(x) = x² - 2x²+3 (b) f(x) = (x+1)5-5x-2 (c) f(x) = x2 x-9 2. For each of the following, find the intervals on which f is concave upward or downward and the inflection points of f. (a) f(x) = x - 2x²+3 (b) g(x) = x³- x (c) f(x)=x-6x3 + x-8 3. Find the relative maximum and minimum values of the following functions by using the Second Derivative Test. (a) f(x)=1+3x² - 2x3 (b) g(x) = 2x3 + 3x² - 12x-4arrow_forward
arrow_back_ios
SEE MORE QUESTIONS
arrow_forward_ios
Recommended textbooks for you
Discrete Mathematics and Its Applications ( 8th I...MathISBN:9781259676512Author:Kenneth H RosenPublisher:McGraw-Hill Education
Mathematics for Elementary Teachers with Activiti...MathISBN:9780134392790Author:Beckmann, SybillaPublisher:PEARSON
Thinking Mathematically (7th Edition)MathISBN:9780134683713Author:Robert F. BlitzerPublisher:PEARSON
Discrete Mathematics With ApplicationsMathISBN:9781337694193Author:EPP, Susanna S.Publisher:Cengage Learning,
Pathways To Math Literacy (looseleaf)MathISBN:9781259985607Author:David Sobecki Professor, Brian A. MercerPublisher:McGraw-Hill Education
Discrete Mathematics and Its Applications ( 8th I...
Math
ISBN:9781259676512
Author:Kenneth H Rosen
Publisher:McGraw-Hill Education
Mathematics for Elementary Teachers with Activiti...
Math
ISBN:9780134392790
Author:Beckmann, Sybilla
Publisher:PEARSON
Thinking Mathematically (7th Edition)
Math
ISBN:9780134683713
Author:Robert F. Blitzer
Publisher:PEARSON
Discrete Mathematics With Applications
Math
ISBN:9781337694193
Author:EPP, Susanna S.
Publisher:Cengage Learning,
Pathways To Math Literacy (looseleaf)
Math
ISBN:9781259985607
Author:David Sobecki Professor, Brian A. Mercer
Publisher:McGraw-Hill Education