Displaying similar documents to “Rates of change and derivatives”

New properties of conformable derivative

Abdon Atangana, Dumitru Baleanu, Ahmed Alsaedi (2015)

Open Mathematics

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Recently, the conformable derivative and its properties have been introduced. In this work we have investigated in more detail some new properties of this derivative and we have proved some useful related theorems. Also, some new definitions have been introduced.

On generalized Peano and Peano derivatives

H. Fejzić (1993)

Fundamenta Mathematicae

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A function F is said to have a generalized Peano derivative at x if F is continuous in a neighborhood of x and if there exists a positive integer q such that a qth primitive of F in the neighborhood has the (q+n)th Peano derivative at x; in this case the latter is called the generalized nth Peano derivative of F at x and denoted by F [ n ] ( x ) . We show that generalized Peano derivatives belong to the class [Δ’]. Also we show that they are path derivatives with a nonporous system of paths satisfying...

Quantile hedging for basket derivatives

Michał Barski (2012)

Applicationes Mathematicae

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The problem of quantile hedging for basket derivatives in the Black-Scholes model with correlation is considered. Explicit formulas for the probability maximizing function and the cost reduction function are derived. Applicability of the results to the widely traded derivatives like digital, quantos, outperformance and spread options is shown.