Introductory Combinatorics
5th Edition
ISBN: 9780134689616
Author: Brualdi, Richard A.
Publisher: Pearson,
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Chapter 11, Problem 42E
To determine
To prove: A graph of order n, in which the sum of the degrees of each pair of nonadjacent vertices is at least
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A
55, 60, 64, 72, 73, 75, 77, 81, 83, 91, 91, 92\ 55,\ 60,\ 64,\ 72,\ 73,\ 75,\ 77,\ 81,\ 83,\ 91,\ 91,\ 92 55, 60, 64, 72, 73, 75, 77, 81, 83, 91, 91, 92
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55, 57, 60, 65, 70, 71, 78, 79, 85, 86, 88, 91\ 55,\ 57,\ 60,\ 65,\ 70,\ 71,\ 78,\ 79,\ 85,\ 86,\ 88,\ 91 55, 57, 60, 65, 70, 71, 78, 79, 85, 86, 88, 91
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55, 60, 63, 64, 65, 71, 83, 87, 88, 88, 89, 93\ 55,\ 60,\ 63,\ 64,\ 65,\ 71,\ 83,\ 87,\ 88,\ 88,\ 89,\ 93 55, 60, 63, 64, 65, 71, 83, 87, 88, 88, 89, 93
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55, 58, 60, 66, 68, 75, 77, 82, 86, 89, 91, 91\ 55,\ 58,\ 60,\ 66,\ 68,\ 75,\ 77,\ 82,\ 86,\ 89,\ 91,\ 91 55, 58, 60, 66, 68, 75, 77, 82, 86, 89, 91, 91
In this problem, we consider a Brownian motion (W+) t≥0. We consider a stock model (St)t>0
given (under the measure P) by
d.St 0.03 St dt + 0.2 St dwt,
with So 2. We assume that the interest rate is r = 0.06. The purpose of this problem is to
price an option on this stock (which we name cubic put). This option is European-type, with
maturity 3 months (i.e. T = 0.25 years), and payoff given by
F = (8-5)+
(a) Write the Stochastic Differential Equation satisfied by (St) under the risk-neutral measure
Q. (You don't need to prove it, simply give the answer.)
(b) Give the price of a regular European put on (St) with maturity 3 months and strike K = 2.
(c) Let X =
S. Find the Stochastic Differential Equation satisfied by the process (Xt)
under the measure Q.
(d) Find an explicit expression for X₁ = S3 under measure Q.
(e) Using the results above, find the price of the cubic put option mentioned above.
(f) Is the price in (e) the same as in question (b)? (Explain why.)
Chapter 11 Solutions
Introductory Combinatorics
Ch. 11 - Prob. 1ECh. 11 -
Determine each of the 11 nonisomorphic graphs of...Ch. 11 - Does there exist a graph of order 5 whose degree...Ch. 11 - Does there exist a graph of order 5 whose degree...Ch. 11 -
Use the pigeonhole principle to prove that f1...Ch. 11 - Let be a sequence of n nonnegative integers whose...Ch. 11 - Let G be a graph with degree sequence (d1, d2,...Ch. 11 - Draw a connected graph whose degree sequence...Ch. 11 - Prove that any two connected graphs of order n...Ch. 11 - Determine which pairs of the general graphs in...
Ch. 11 - Determine which pairs of the graphs in Figure...Ch. 11 - Prove that, if two vertices of a general graph are...Ch. 11 - Let x and y be vertices of a general graph, and...Ch. 11 - Let x and y be vertices of a general graph, and...Ch. 11 - Let G be a connected graph of order 6 with degree...Ch. 11 - Let γ be a trail joining vertices x and y in a...Ch. 11 - Let G be a general graph and let G' be the graph...Ch. 11 - Prove that a graph of order n with at least
edges...Ch. 11 - Prob. 21ECh. 11 - Prob. 26ECh. 11 - Prob. 27ECh. 11 - Determine if the multigraphs in Figure 11.41 have...Ch. 11 - Which complete graphs Kn have closed Eulerian...Ch. 11 - Determine all nonisomorphic graphs of order at...Ch. 11 - Solve the Chinese postman problem for the complete...Ch. 11 - Call a graph cubic if each vertex has degree equal...Ch. 11 - * Let G be a graph of order n having at...Ch. 11 - Let be an integer. Let Gn be the graph whose...Ch. 11 - Prove Theorem 11.3.4.
Ch. 11 - Which complete bipartite graphs Km, n have...Ch. 11 - Prove that Km,n is isomorphic to Kn,m.
Ch. 11 - Is GraphBuster a bipartite graph? If so, find a...Ch. 11 - Prob. 50ECh. 11 - Prob. 51ECh. 11 - Prob. 53ECh. 11 - Which trees have an Eulerian path?
Ch. 11 - Prob. 55ECh. 11 - Prob. 56ECh. 11 - Prob. 58ECh. 11 - Prove that the removal of an edge from a tree...Ch. 11 - Prob. 60ECh. 11 - Prob. 62ECh. 11 - Prob. 63ECh. 11 - Prob. 64ECh. 11 - How many cycles does a connected graph of order n...Ch. 11 - Prob. 68E
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