✦ LIBER ✦

No-Arbitrage Interpolation of the Option Price Function and Its Reformulation

✍ Scribed by Y. Wang; H. Yin; L. Qi

Book ID: 111595361
Publisher: Springer
Year: 2004
Tongue: English
Weight: 138 KB
Volume: 120
Category: Article
ISSN: 0022-3239
DOI: 10.1023/b:jota.0000025713.44548.71

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On The Fundamental Theorem Of Asset Pric

On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang-Bang No-Arbitrage Criteria

✍ Igor V. Evstigneev; Klaus Schürger; Michael I. Taksar 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 194 KB

On a -adic interpolation function for th

On a -adic interpolation function for the -extension of the generalized Bernoulli polynomials and its derivative

✍ Taekyun Kim 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 537 KB

A Note on the Joint Distribution of α, β

A Note on the Joint Distribution of α, β-Percentiles and Its Application to the Option Pricing

✍ Takahiko Fujita 📂 Article 📅 2000 🏛 Springer 🌐 English ⚖ 44 KB

Restoration of a j-contracting analytic

Restoration of a j-contracting analytic matrix function from the boundary values of its j-form and the related “interpolation” problem

✍ P. M. Yuditskii 📂 Article 📅 1990 🏛 Springer US 🌐 English ⚖ 146 KB

Direct Computation of the Simultaneous S

Direct Computation of the Simultaneous Stone-Weierstrass Approximation of a Function and Its Partial Derivatives in Banach Spaces, and Combination with Hermite Interpolation

✍ J.C. Evard; F. Jafari 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 338 KB

We present a new variant of the simultaneous Stone-Weierstrass approximation of a function and its partial derivatives, when the function takes its values in a Banach space, and provide an explicit and direct computation of this approximation. In the particular case of approximation by means of poly

The earth and its mountains, R. A. Lyttl

The earth and its mountains, R. A. Lyttleton. Wiley, Chichester, 1983. No. of pages: 206. Price: £15.50

✍ M. P. Coward 📂 Article 📅 1983 🏛 John Wiley and Sons 🌐 English ⚖ 111 KB