Convergence for Step-Line Processes under Summation of Random Indicators and Models of Market Pricing

ISSN： 1072-3374

Source： Journal of Mathematical Sciences, Vol.121, Iss.5, 2004-06, pp. : 2613-2628

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Estimates for the Rate of Convergence in Ordinary Differential Equations under the Action of Random Processes with Fast Time

By Bondarev B. Kovtun E.

Ukrainian Mathematical Journal, Vol. 57, Iss. 4, 2005-04 ,pp. : 523-550

Springer Publishing Company

Access to resources Recommend Favorite

Propagation of Sobolev regularity for a class of random kinetic models on the real line

By Matthes Daniel Toscani Giuseppe

Nonlinearity, Vol. 23, Iss. 9, 2010-09 ,pp. : 2081-2100

IOP Publishing

Access to resources Recommend Favorite

A fast high-order sinc-based algorithm for pricing options under jump-diffusion processes

By Liu Jun Sun Hai-Wei

International Journal of Computer Mathematics, Vol. 91, Iss. 10, 2014-10 ,pp. : 2163-2184

Taylor & Francis Ltd

Access to resources Recommend Favorite

Convergence to Global Equilibrium for Spatially Inhomogeneous Kinetic Models of Non-Micro-Reversible Processes

By Fellner Klemens Neumann Lukas Schmeiser Christian

Monatshefte für Mathematik, Vol. 141, Iss. 4, 2004-04 ,pp. : 289-299

Springer Publishing Company

Access to resources Recommend Favorite

General Study of Iterative Processes of R-Order at Least Three under Weak Convergence Conditions

By Hernández M. Romero N.

Journal of Optimization Theory and Applications, Vol. 133, Iss. 2, 2007-05 ,pp. : 163-177

Springer Publishing Company

Access to resources Recommend Favorite