topic9 Recent site activity Vu, Tuan Khai's personal website

We present European call option pricing formulas in the case of ergodic, double-averaged, and merged diffusion geometric Markov renewal processes.. Motivated by the geometric

In the previous section, we revisited the problem of the American put close to expiry and used an asymptotic expansion of the Black-Scholes-Merton PDE to find expressions for

We investigated a financial system that describes the development of interest rate, investment demand and price index. By performing computations on focus quantities using the

We obtained the condition for ergodicity of the system, steady state system size probabilities, expected length of the busy period of the system, expected inventory level,

Fitting the female AD incidence data by the ordered mutation model with the value of the susceptible fraction set equal to f s ¼ 1 gives the results plotted in Figure 5(a).. Notice

Row stochastic matrix, Doubly stochastic matrix, Matrix majorization, Weak matrix majorization, Left(right) multivariate majorization, Linear preserver.. AMS

For a positive definite fundamental tensor all known examples of Osserman algebraic curvature tensors have a typical structure.. They can be produced from a metric tensor and a

Moreover, by (4.9) one of the last two inequalities must be proper.. We briefly say k-set for a set of cardinality k. Its number of vertices |V | is called the order of H. We say that