Sums involving the inverses of binomial coefficients.
Improved upper bounds for the Laplacian spectral radius of a graph.
Certain sums involving inverses of binomial coefficients and some integrals.
Portfolio optimization for pension plans under hybrid stochastic and local volatility
Based upon an observation that it is too restrictive to assume a definite correlation of the underlying asset price and its volatility, we use a hybrid model of the constant elasticity of variance and stochastic volatility to study a portfolio optimization problem for pension plans. By using asymptotic analysis, we derive a correction to the optimal strategy for the constant elasticity of variance model and subsequently the fine structure of the corrected optimal strategy is revealed. The result...
A Case Study on Research Assistant System – From Knowledge Management Perspective
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