Option Pricing Models: Stochastic Interest Rates and Volatilities

defining a topological spin model which fully belongs to the given self-dual BM-algebra, the planar duality property simply expresses the fact that the link invariant associated

Key words and phrases: Linear system, transfer function, frequency re- sponse, operational calculus, behavior, AR-model, state model, controllabil- ity,

Note that the assumptions of that theorem can be checked with Theorem 2.2 (cf. The stochastic in- tegration theory from [20] holds for the larger class of UMD Banach spaces, but we

In this paper we study multidimensional fractional advection-dispersion equations in- volving fractional directional derivatives both from a deterministic and a stochastic point

In this paper we consider the asymptotic behaviour of linear and nonlinear Volterra integrodifferential equations with infinite memory, paying particular attention to the

(The Elliott-Halberstam conjecture does allow one to take B = 2 in (1.39), and therefore leads to small improve- ments in Huxley’s results, which for r ≥ 2 are weaker than the result

III.2 Polynomial majorants and minorants for the Heaviside indicator function 78 III.3 Polynomial majorants and minorants for the stop-loss function 79 III.4 The

To ensure integrability, the R-operator must satisfy the Yang–Baxter equation, and the monodromy operator the so-called RM M -equation which, in the case when the auxiliary