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Displaying similar documents to “Purely cubic complex function fields with small units”

On option pricing in the multidimensional Cox-Ross-Rubinstein model

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.

On the structure of sets with small doubling property on the plane (I)

Yonutz Stanchescu (1998)

Acta Arithmetica

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Let K be a finite set of lattice points in a plane. We prove that if |K| is sufficiently large and |K+K| < (4 - 2/s)|K| - (2s-1), then there exist s - 1 parallel lines which cover K. We also obtain some more precise structure theorems for the cases s = 3 and s = 4.