Polynomials with nontrivial relations between their roots
John D. Dixon (1997)
Acta Arithmetica
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John D. Dixon (1997)
Acta Arithmetica
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Umberto Zannier (1993)
Acta Arithmetica
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R. Blecksmith, M. Filaseta, C. Nicol (1993)
Acta Arithmetica
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Gerhard Larcher, Harald Niederreiter (1993)
Acta Arithmetica
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Marek Rutkowski (1998)
Applicationes Mathematicae
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Recently, there has been a growing interest in optimization problems associated with the arbitrage pricing of derivative securities in imperfect markets (in particular, in models with transaction costs). In this paper, we examine the valuation and hedging of European claims in the multiplicative binomial model proposed by Cox, Ross and Rubinstein [5] (the CRR model), in the presence of proportional transaction costs. We focus on the optimality of replication; in particular, we provide...
Fleckinger, Jacqueline, Harrell, Evans M.II, de Thélin, François (1999)
Electronic Journal of Differential Equations (EJDE) [electronic only]
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Imre Z. Ruzsa (1993)
Acta Arithmetica
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Knop, Friedrich (2002)
Journal of Lie Theory
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Immervoll, Stefan (2004)
Beiträge zur Algebra und Geometrie
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Walcher, Sebastian (2003)
Journal of Lie Theory
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