A comment on a square root analogue of the Margules equation
β Scribed by Isamu Nagata
- Book ID
- 112052220
- Publisher
- John Wiley and Sons
- Year
- 1962
- Tongue
- English
- Weight
- 99 KB
- Volume
- 40
- Category
- Article
- ISSN
- 0008-4034
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
## Abstract CΓ’mara A. and Wang Y.βH. (2010) introduce a simple square root option pricing model where the square root of the stock price is governed by a normal distribution. They show that their threeβparameter option pricing model can outperform the BlackβScholes option pricing model. We demonstr
By using an idea of Heuvers, Moak and Boursaw [1], we will prove a Hyers-Ulam-Rassias stability (of a general Hyers-Ulam stability) of the functional equation ( ), which is closely related to the square root spital.
Helpful comments and suggestions by San-Lin Chung are greatly appreciated.