✦ LIBER ✦

An approximation scheme for Black-Scholes equations with delays

✍ Scribed by Mou-Hsiung Chang; Tao Pang; Moustapha Pemy

Book ID: 107347165
Publisher: Academy of Mathematics and Systems Science, Chinese Academy of Sciences
Year: 2010
Tongue: English
Weight: 247 KB
Volume: 23
Category: Article
ISSN: 1009-6124
DOI: 10.1007/s11424-010-0139-6

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

An alternative approach to solving the B

An alternative approach to solving the Black–Scholes equation with time-varying parameters

✍ Marianito R. Rodrigo; Rogemar S. Mamon 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 132 KB

Approximate Controllability for Integrod

Approximate Controllability for Integrodifferential Equations with Multiple Delays

✍ L. W. Wang 📂 Article 📅 2009 🏛 Springer 🌐 English ⚖ 420 KB

On an approximate method for the delay l

On an approximate method for the delay logistic equation

✍ Gergely Röst 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 399 KB

This note concerns with the asymptotic properties of solutions of the delay logistic equation. In particular, we point out some false statements in the recent paper Khan et al. [

An approximation for prey-predator model

An approximation for prey-predator models with time delay

✍ Jose Faro; Santiago Velasco 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 569 KB

A prototype prey-predator (P-D) model in which the effective size of the predator population interacting with its prey follows an instantaneous time-delay r regarding its total size is considered here. A simplified model was derived after substituting the approximation D(t -r) ,~ D(t) -r/)(t) into t

An analytic approximation of solutions o

An analytic approximation of solutions of stochastic differential delay equations with Markovian switching

✍ Jianhai Bao; Zhenting Hou 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 426 KB

In this paper, we are concerned with the stochastic differential delay equations with Markovian switching (SDDEwMSs). As stochastic differential equations with Markovian switching (SDEwMSs), most SDDEwMSs cannot be solved explicitly. Therefore, numerical solutions, such as EM method, stochastic Thet

An approximation scheme for strip packin

An approximation scheme for strip packing of rectangles with bounded dimensions

✍ W.Fernandez de La Vega; V. Zissimopoulos 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 597 KB

It is shown that for any positive E the strip-packing problem, i.e. the problem of packing a given list of rectangles into a strip of width 1 and minimum height. can be solled within I c 2: times the optimal height, in linear time, if the heights and widths of these rectangles are all bounded below