Schur functions: Theme and variations.
Macdonald, I.G. (1992)
Séminaire Lotharingien de Combinatoire [electronic only]
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Macdonald, I.G. (1992)
Séminaire Lotharingien de Combinatoire [electronic only]
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Jörg Brüdern (1995)
Acta Arithmetica
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Abdelmoula, Lobna, Arnal, Didier, Selmi, Mohamed (2004)
Journal of Lie Theory
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Lutz G. Lucht, Anke Schmalmack (2000)
Acta Arithmetica
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Michael Filaseta, Ikhalfani Solan (1997)
Acta Arithmetica
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Dress, Andreas W.M., Wenzel, Walter (1989)
Séminaire Lotharingien de Combinatoire [electronic only]
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Macdonald, I.G. (1988)
Séminaire Lotharingien de Combinatoire [electronic only]
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O. D. Atkinson, J. Brüdern, R. J. Cook (1991)
Acta Arithmetica
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Michał Motoczyński, Łukasz Stettner (1998)
Applicationes Mathematicae
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Option pricing in the multidimensional case, i.e. when the contingent claim paid at maturity depends on a number of risky assets, is considered. It is assumed that the prices of the risky assets are in discrete time subject to binomial disturbances. Two approaches to option pricing are studied: geometric and analytic. A numerical example is also given.
Krattenthaler, C. (2002)
Séminaire Lotharingien de Combinatoire [electronic only]
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