Discrete Mathematics and Its Applications ( 8th International Edition ) ISBN:9781260091991
8th Edition
ISBN: 9781259676512
Author: Kenneth H Rosen
Publisher: McGraw-Hill Education
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Chapter 13, Problem 2CAE
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To find out the busy beaver machine with three states.
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Question 2. An American option on a stock has payoff given by F = f(St) when it is exercised
at time t. We know that the function f is convex. A person claims that because of convexity,
it is optimal to exercise at expiration T. Do you agree with them?
Question 4. We consider a CRR model with So == 5 and up and down factors u = 1.03 and
d = 0.96. We consider the interest rate r = 4% (over one period). Is this a suitable CRR
model? (Explain your answer.)
Question 3. We want to price a put option with strike price K and expiration T. Two financial
advisors estimate the parameters with two different statistical methods: they obtain the same
return rate μ, the same volatility σ, but the first advisor has interest r₁ and the second advisor
has interest rate r2 (r1>r2). They both use a CRR model with the same number of periods to
price the option. Which advisor will get the larger price? (Explain your answer.)
Chapter 13 Solutions
Discrete Mathematics and Its Applications ( 8th International Edition ) ISBN:9781260091991
Ch. 13.1 - Exercises 1-3 refer to the grammar with start...Ch. 13.1 - Exercises 1-3 refer to the grammar with start...Ch. 13.1 - Prob. 3ECh. 13.1 - Let G=(V,T,S,P) be the phrase-structure grammar...Ch. 13.1 - Prob. 5ECh. 13.1 - Prob. 6ECh. 13.1 - Prob. 7ECh. 13.1 - Show that the grammar given in Example 5 generates...Ch. 13.1 - Prob. 9ECh. 13.1 - Prob. 10E
Ch. 13.1 - Construct a derivation of 021222 in the grammar...Ch. 13.1 - Show that the grammar given in Example 7 generates...Ch. 13.1 - s13. Find a phrase-structure grammar for each of...Ch. 13.1 - Find a phrase-structure grammar for each of these...Ch. 13.1 - Find a phrase-structure grammar for each of these...Ch. 13.1 - Construct phrase-structure grammars to generate...Ch. 13.1 - Construct phrase-structure grammars to generate...Ch. 13.1 - Construct phrase-structure grammars to generate...Ch. 13.1 - Prob. 19ECh. 13.1 - A palindrome is a string that reads the same...Ch. 13.1 - Let G1 and G2 be context-free grammars, generating...Ch. 13.1 - Prob. 22ECh. 13.1 - Construct derivation trees for the sentences in...Ch. 13.1 - Let G be the grammar with V={a,b,c,S};T={a,b,c} ;...Ch. 13.1 - Prob. 25ECh. 13.1 - Prob. 26ECh. 13.1 - Prob. 27ECh. 13.1 - a) Explain what the productions are in a grammar...Ch. 13.1 - Prob. 29ECh. 13.1 - a) Construct a phrasestructure grammar for the set...Ch. 13.1 - Give production rules in Backus-Naur form for an...Ch. 13.1 - Prob. 32ECh. 13.1 - Prob. 33ECh. 13.1 - Prob. 34ECh. 13.1 - Prob. 35ECh. 13.1 - Prob. 36ECh. 13.1 - Prob. 37ECh. 13.1 - Prob. 38ECh. 13.1 - Prob. 39ECh. 13.1 - Prob. 40ECh. 13.1 - Prob. 41ECh. 13.1 - Let G be a grammar and let R be the relation...Ch. 13.2 - Draw the state diagrams for the finite-state...Ch. 13.2 - Give the state tables for the finite-state machine...Ch. 13.2 - Find the output generated from the input string...Ch. 13.2 - Find the output generated from the input string...Ch. 13.2 - Find the output for each of these input strings...Ch. 13.2 - Find the output for each of these input strings...Ch. 13.2 - Construct a finite-state machine that models an...Ch. 13.2 - Prob. 8ECh. 13.2 - Construct a finite-state machine that delays an...Ch. 13.2 - Construct a finite-state machine that changes...Ch. 13.2 - Construct a finite-state machine for the log-on...Ch. 13.2 - Construct a finite-state machine for lock that...Ch. 13.2 - Construct a finite-state machine for a toll...Ch. 13.2 - Construct a finite-state machine for entering a...Ch. 13.2 - Construct a finite-state machine for a restricted...Ch. 13.2 - Construct a finite-state machine that gives an...Ch. 13.2 - Prob. 17ECh. 13.2 - Construct a finite-state machine that determines...Ch. 13.2 - Construct a finite-state machine that determines...Ch. 13.2 - Prob. 20ECh. 13.2 - Prob. 21ECh. 13.2 - Find the output string generated by the Moore...Ch. 13.2 - Prob. 23ECh. 13.2 - Construct a Moore machine that gives an output of...Ch. 13.2 - Prob. 25ECh. 13.3 - Prob. 1ECh. 13.3 - 2. Show that if A is a set of strings, then.
Ch. 13.3 - Find all pairs of sets of strings A and B for...Ch. 13.3 - Show that these equalities hold. a) {}*={} b)...Ch. 13.3 - Prob. 5ECh. 13.3 - Prob. 6ECh. 13.3 - Prob. 7ECh. 13.3 - Prob. 8ECh. 13.3 - Prob. 9ECh. 13.3 - Determine whether the string 01001 is in each of...Ch. 13.3 - Determine whether each of these strings is...Ch. 13.3 - Determine whether each of these strings is...Ch. 13.3 - Determine whether all the strings in each of these...Ch. 13.3 - Show that if M=(S,I,f,so,F) is a deterministic...Ch. 13.3 - Given a finite-state automaton M=(S,I,f,so,F) ,...Ch. 13.3 - In Exercises 16—22 find the language recognized by...Ch. 13.3 - In Exercises 16—22 find the language recognized by...Ch. 13.3 - Prob. 18ECh. 13.3 - Prob. 19ECh. 13.3 - In Exercises 16—22 find the language recognized by...Ch. 13.3 - In Exercises 16—22 find the language recognized by...Ch. 13.3 - Prob. 22ECh. 13.3 - Construct a deterministic finite-state automaton...Ch. 13.3 - Construct a deterministic finite-state automaton...Ch. 13.3 - Construct a deterministic finite-state automaton...Ch. 13.3 - Construct a deterministic finite-state automaton...Ch. 13.3 - Prob. 27ECh. 13.3 - Construct a deterministic finite-state automaton...Ch. 13.3 - Prob. 29ECh. 13.3 - Construct a deterministic finite-state automaton...Ch. 13.3 - Construct a deterministic finite-state automaton...Ch. 13.3 - Construct a deterministic finite-state automaton...Ch. 13.3 - Prob. 33ECh. 13.3 - Prob. 34ECh. 13.3 - Prob. 35ECh. 13.3 - Prob. 36ECh. 13.3 - Prob. 37ECh. 13.3 - Prob. 38ECh. 13.3 - Prob. 39ECh. 13.3 - Use Exercise 39 finite-state automata constructed...Ch. 13.3 - Prob. 41ECh. 13.3 - Prob. 42ECh. 13.3 - Prob. 43ECh. 13.3 - Prob. 44ECh. 13.3 - Prob. 45ECh. 13.3 - In Exercises 43-49 find the language recognized by...Ch. 13.3 - Prob. 47ECh. 13.3 - In Exercises 43-49 find the language recognized by...Ch. 13.3 - Prob. 49ECh. 13.3 - Find a deterministic finite-state automaton that...Ch. 13.3 - Prob. 51ECh. 13.3 - Find a deterministic finite-state automaton that...Ch. 13.3 - Find a deterministic finite-state automaton that...Ch. 13.3 - Find a deterministic finite-state automaton that...Ch. 13.3 - Find a deterministic finite-state automaton that...Ch. 13.3 - Find a nondeterministic finite-state automaton...Ch. 13.3 - Prob. 57ECh. 13.3 - Prob. 58ECh. 13.3 - Prob. 59ECh. 13.3 - Prob. 60ECh. 13.3 - Prob. 61ECh. 13.3 - Prob. 62ECh. 13.4 - Describe in words the strings in each of these...Ch. 13.4 - Prob. 2ECh. 13.4 - Prob. 3ECh. 13.4 - Prob. 4ECh. 13.4 - Express each of these sets using a regular...Ch. 13.4 - Express each of these sets using a regular...Ch. 13.4 - Express each of these sets using a regular...Ch. 13.4 - Construct deterministic finite-state automata that...Ch. 13.4 - Construct nondeterministic finite-state automata...Ch. 13.4 - Construct nondeterministic finite-state automata...Ch. 13.4 - Show that if A is a regular set, then AR, the set...Ch. 13.4 - Using the construction described in the proof of...Ch. 13.4 - Using the construction described in the proof of...Ch. 13.4 - Construct a nondeterministic finite-state...Ch. 13.4 - In Exercises 15-17 conflict a regular grammar...Ch. 13.4 - In Exercises 15-17 conflict a regular grammar...Ch. 13.4 - In Exercises 15-17 conflict a regular grammar...Ch. 13.4 - Show that the finite-state automaton constructed...Ch. 13.4 - Show that the regular grammar constructed from a...Ch. 13.4 - Show that every nondeterministic finite-state...Ch. 13.4 - Let M=(S,I,f,s0,F) be a deterministic finite-state...Ch. 13.4 - One important technique used to prove that certain...Ch. 13.4 - Show that the set 02n1nn=0,1,2,... is not regular...Ch. 13.4 - Show that the set {1n2n=0,1,2,...} is not regular...Ch. 13.4 - Show that the set of palindromes over {0, 1} is...Ch. 13.4 - Prob. 26ECh. 13.4 - Prob. 27ECh. 13.4 - Prob. 28ECh. 13.4 - Prob. 29ECh. 13.4 - Prob. 30ECh. 13.4 - Use Exercise 29 to show that the language...Ch. 13.5 - Let T be the Turing machine defined by the...Ch. 13.5 - Let T be the Turing machine defined by the...Ch. 13.5 - What does the Turing machine defined by the...Ch. 13.5 - What does the Turing machine described by the...Ch. 13.5 - What does the Turing machine described by the...Ch. 13.5 - Construct a Turing machine with tape 0, 1, and B...Ch. 13.5 - Construct a Turning machine with tape symbols 0,...Ch. 13.5 - Construct a Turing machine with tape symbols 0, 1,...Ch. 13.5 - Construct a Turing machine with tape symbols 0, 1,...Ch. 13.5 - Construct a Turing machine with tape symbols 0, 1,...Ch. 13.5 - Construct a Turing machine that recognizes the set...Ch. 13.5 - Construct a Turing machine that recognizes the set...Ch. 13.5 - Construct a Turing machine that recognizes the set...Ch. 13.5 - Show at each step the contents of the tape of the...Ch. 13.5 - Explain why the Turing machine in Example 3...Ch. 13.5 - Construct a Turing machine that recognizes the set...Ch. 13.5 - Construct a Turing machine that recognizes the set...Ch. 13.5 - Construct a Turing machine that computes the...Ch. 13.5 - Construct a Turing machine that computes the...Ch. 13.5 - Construct a Turing machine that computes the...Ch. 13.5 - Construct a Turing machine that computes the...Ch. 13.5 - Construct a Turing machine that computes the...Ch. 13.5 - Construct a Turing machine that computes the...Ch. 13.5 - Construct a Turing machine that computes the...Ch. 13.5 - Construct a Turing machine that computes the...Ch. 13.5 - Construct a Turning machine that computes the...Ch. 13.5 - Prob. 27ECh. 13.5 - Prob. 28ECh. 13.5 - Which of the following problems is a decision...Ch. 13.5 - Which of the following problems is a decision...Ch. 13.5 - Prob. 31ECh. 13.5 - Show that the function B(n) cannot be computed by...Ch. 13 - a) Define a phrase-structure grammar. b) What does...Ch. 13 - a) What is the language generated by a...Ch. 13 - Prob. 3RQCh. 13 - Prob. 4RQCh. 13 - Prob. 5RQCh. 13 - a) What is a finite-state machine? b) Show how a...Ch. 13 - Prob. 7RQCh. 13 - Prob. 8RQCh. 13 - Prob. 9RQCh. 13 - Prob. 10RQCh. 13 - a) Define a nondeterministic finite-state...Ch. 13 - a) Define the set of regular expressions over a...Ch. 13 - Prob. 13RQCh. 13 - Prob. 14RQCh. 13 - Prob. 15RQCh. 13 - Prob. 16RQCh. 13 - Describe how Turing machines are used to recognize...Ch. 13 - Prob. 18RQCh. 13 - Prob. 19RQCh. 13 - Prob. 1SECh. 13 - Prob. 2SECh. 13 - Prob. 3SECh. 13 - Prob. 4SECh. 13 - Prob. 5SECh. 13 - Prob. 6SECh. 13 - Prob. 7SECh. 13 - Prob. 8SECh. 13 - Prob. 9SECh. 13 - Prob. 10SECh. 13 - Prob. 11SECh. 13 - Prob. 12SECh. 13 - Prob. 13SECh. 13 - Construct a finite-state machine with output that...Ch. 13 - Construct a finite-state machine with output that...Ch. 13 - Prob. 16SECh. 13 - Prob. 17SECh. 13 - Prob. 18SECh. 13 - Construct a deterministic finite-state automaton...Ch. 13 - Prob. 20SECh. 13 - Prob. 21SECh. 13 - Prob. 22SECh. 13 - Prob. 23SECh. 13 - Prob. 24SECh. 13 - Prob. 25SECh. 13 - Show that {02nnN} is not regular. You may use the...Ch. 13 - Prob. 27SECh. 13 - Prob. 28SECh. 13 - Construct a Turing machine that computes the...Ch. 13 - Prob. 30SECh. 13 - Prob. 1CPCh. 13 - Prob. 2CPCh. 13 - Prob. 3CPCh. 13 - Prob. 4CPCh. 13 - Given the state table of a Moore machine and an...Ch. 13 - Given the state table of a Mealy machine and an...Ch. 13 - Given the state table of a deterministic...Ch. 13 - Prob. 8CPCh. 13 - Prob. 9CPCh. 13 - Prob. 10CPCh. 13 - Given a regular grammar, construct a finite-state...Ch. 13 - Given a finite-state automaton, construct a...Ch. 13 - Prob. 13CPCh. 13 - Solve the busy beaver problem for two states by...Ch. 13 - Prob. 2CAECh. 13 - Prob. 3CAECh. 13 - Prob. 4CAECh. 13 - Prob. 5CAECh. 13 - Prob. 1WPCh. 13 - Describe the Backus-Naur form (and extended...Ch. 13 - Explain how finite-state machines are used by...Ch. 13 - Explain how finite-state machines are used in the...Ch. 13 - Explain how finite-state machines are used in...Ch. 13 - Compare the use of Moore machines versus Mealy...Ch. 13 - Explain the concept of minimizing finite-state...Ch. 13 - Give the definition of cellular automata, Explain...Ch. 13 - Define a pushdown automaton. Explain how pushdown...Ch. 13 - Define a linear-bounded automaton. Explain how...Ch. 13 - Prob. 11WPCh. 13 - Prob. 12WPCh. 13 - Prob. 13WPCh. 13 - Show that a Turing machine can simulate any action...Ch. 13 - Prob. 15WPCh. 13 - Describe the basic concepts of the lambda-calculus...Ch. 13 - Show that a Turing machine as defined in this...Ch. 13 - Prob. 18WP
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