On some integral inequalities with modified argument and applications.
Olaru, Ion-Marian (2005)
General Mathematics
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Olaru, Ion-Marian (2005)
General Mathematics
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François Destrempes (1993)
Acta Arithmetica
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R. Blecksmith, M. Filaseta, C. Nicol (1993)
Acta Arithmetica
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Helmut Koch, Susanne Kukkuk, John Labute (1998)
Acta Arithmetica
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Piotr Jaworski (1993)
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.
Fleckinger, Jacqueline, Harrell, Evans M.II, de Thélin, François (1999)
Electronic Journal of Differential Equations (EJDE) [electronic only]
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Patrick Morton (1998)
Acta Arithmetica
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Trevor D. Wooley (1993)
Acta Arithmetica
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Gerhard Larcher, Harald Niederreiter (1993)
Acta Arithmetica
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