Sommaire

Spectral approximation of infinite-dimensional Black-Scholes equations with memory.

Chang, Mou-Hsiung ; Youree, Roger K.

Access to full text
Full (PDF)


The Electronic Library of Mathematics
A boundary value problem with multivariables integral type condition for parabolic equations.

Marhoune, A.L. ; Lakhal, F.

Access to full text
Full (PDF)


The Electronic Library of Mathematics
On variant reflected backward SDEs, with applications.

Ma, Jin ; Wang, Yusun

Access to full text
Full (PDF)


The Electronic Library of Mathematics
Implicit difference inequalities corresponding to first-order partial differential functional equations.

Kamont, Z. ; Kropielnicka, K.

Access to full text
Full (PDF)


The Electronic Library of Mathematics
Defaultable game options in a hazard process model.

Bielecki, Tomasz R. ; Crépey, Stéphane ; Jeanblanc, Monique ; Rutkowski, Marek

Access to full text
Full (PDF)


The Electronic Library of Mathematics
On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications.

Wong, Bernard

Access to full text
Full (PDF)


The Electronic Library of Mathematics
Modified iterative algorithms for nonexpansive mappings.

Yao, Yonghong ; Noor, Muhammad Aslam ; Mohyud-Din, Syed Tauseef

Access to full text
Full (PDF)


The Electronic Library of Mathematics
Interloss time in M/M/1/1 loss system.

Ferrante, Pierpaolo

Access to full text
Full (PDF)


The Electronic Library of Mathematics
Algebraic polynomials with random coefficients with binomial and geometric progressions.

Farahmand, K. ; Sambandham, M.

Access to full text
Full (PDF)


The Electronic Library of Mathematics