Results 181 to 190 of about 1,535 (205)
Some of the next articles are maybe not open access.

Nonexpansive maps and option pricing theory

Kybernetika, 1998
Summary: 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.
openaire   +2 more sources

Weak and Strong Convergence Theorems for a Nonexpansive Mapping and an Equilibrium Problem

Journal of Optimization Theory and Applications, 2007
W Takahashi
exaly  

Approximating Fixed Points of Generalized α-Nonexpansive Mappings in Banach Spaces

Numerical Functional Analysis and Optimization, 2017
Rajendra Pant, Rahul Shukla
exaly  

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