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Nonexpansive maps and option pricing theory
Kybernetika, 1998Summary: The famous Black-Scholes (BS) and Cox-Ross-Rubinstein (CRR) formulas are basic results in the modern theory of option pricing in financial mathematics. They are usually deduced by means of stochastic analysis; various generalisations of these formulas were proposed using more sophisticated stochastic models for common stocks pricing evolution.
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Weak and Strong Convergence Theorems for a Nonexpansive Mapping and an Equilibrium Problem
Journal of Optimization Theory and Applications, 2007W Takahashi
exaly
Approximating Fixed Points of Generalized α-Nonexpansive Mappings in Banach Spaces
Numerical Functional Analysis and Optimization, 2017Rajendra Pant, Rahul Shukla
exaly

