Browsing Department of Mathematics and Statistics by Title
Now showing items 13-32 of 43
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A European option general first-order error formula
(Cambridge, 2013)We study the value of European security derivatives in the Black-Scholes model, when the underlying asset 𝛏 is approximated by random walks 𝛏(𝑛). We obtain an explicit error formula, up to a term of order 𝒪(𝑛⁻³/² ), ... -
Exercisability Randomization of the American Option
(Taylor & Frances Online, 2008)The valuation of American options is an optimal stopping time problem which typically leads to a free boundary problem. We introduce here the randomization of the exercisability of the option. This method considerably ... -
Existence and stability of periodic orbits of periodic difference equations with delays
(World Scientific Publishing, 2008)In this paper, we investigate the existence and stability of periodic orbits of the p-periodic difference equation with delays xₙ = f(n - 1, xₙ₋ₖ). We show that the periodic orbits of this equation depend on the periodic ... -
An Extension of Sharkovsy’s Theorem to Periodic Difference Equations
(Elsevier, 2006)We present an extension of Sharkovsky’s Theorem and its converse to periodic difference equations. In addition, we provide a simple method for constructing a p-periodic difference equation having an r-periodic geometric ... -
The effect of maps permutation on the global attractor of a periodic Beverton-Holt model
(Elsevier, 2020-04-01)Consider a p-periodic difference equation xn+1 = fn(xn) with a global attractor. How does a permutation [fσ(p−1), . . . , fσ(1), fσ(0)] of the maps affect the global attractor? In this paper, we limit this general question ... -
Folding and unfolding in periodic difference equations
(Elseiver, 2014)Given a p-periodic difference equation xn+1 = fn mod p(xn), where each fj is a continuous interval map, j = 0, 1, . . . , p − 1, we discuss the notion of folding and unfolding related to this type of non-autonomous equations. ... -
A Global Attractor in Some Discrete Contest Competition Models with Delay under the Effect of Periodic Stocking
(Hindawi, 2013)We consider discrete models of the form 𝒳ₙ₊₁= 𝒳ₙ𝒇(𝒳ₙ₋₁) + 𝒉ₙ , where 𝒉ₙ is a nonnegative 𝒑-periodic sequence representing stocking in the population, and investigate their dynamics. Under certain conditions on the ... -
Harvesting and stocking in discrete-time contest competition models with open problems and conjectures
(Palestine Polytechnic University, 2016)In this survey, we present a class of first and second-order difference equations representing general form of discrete models arising from single-species with contest competition. Then, we consider various harvesting/stocking ... -
The impact of constant effort harvesting on the dynamics of a discrete-time contest competition model
(Wiley, 2017)In this paper, we study a general discrete–time model representing the dynamics of a contest competition species with constant effort exploitation. In particular, we consider the difference equation xn+1 = xnf(xn−k) − hxn ... -
A Market Efficiency Comparison of Islamic and Non-Islamic Stock Indices
(Taylor & Francis Online, 2015)This article examines the martingale difference hypothesis (MDH) and the random walk hypothesis (RWH) for nine conventional and nine Islamic stock indices: Asia-Pacific, Canadian, Developed Country, Emerging, European, ... -
Market Efficiency of Floating Exchange Rate Systems: Some Evidence from Pacific-Asian Countries
(Elsevier, 2011)This paper examines the random walk hypothesis (RWH) and the martingale difference hypothesis (MDH) for the Australian dollar and five Asian emerging currencies relative to three benchmark currencies. We use Wright’s (2000) ... -
Martingale problem for superprocesses with non-classical branching functional
(Elsevier, 2006)The martingale problem for superprocesses with parameters (𝛏, Ф, 𝑘) is studied where 𝑘(𝒹𝑠) may not be absolutely continuous with respect to the Lebesgue measure. This requires a generalization of the concept of ... -
Mechanical perturbation control of cardiac alternans
(American Physical Society, 2018)Cardiac alternans is a disturbance in heart rhythm that is linked to the onset of lethal cardiac arrhythmias. Mechanical perturbation control has been recently used to suppress alternans in cardiac tissue of relevant size. ... -
Modeling and simulation of hypothermia effects on cardiac electrical dynamics
(Public Library of Science, 2019)Previous experimental evidence has shown the effect of temperature on the action potential duration (APD). It has also been demonstrated that regional cooling of the heart can prolong the APD and promote the termination ... -
A new characterization of periodic oscillations in periodic difference equations
(Elsevier, 2011-11)In this paper, we characterize periodic solutions of p-periodic difference equations. We classify the periods into multiples of p and nonmultiples of p. We show that the elements of the set of multiples of p follow the ... -
On phi-Dedekind rings and phi-Krull rings
(University of Houston, 2005)The purpose of this paper is to introduce two new classes of rings that are closely related to the classes of Dedekind domains and Krull domains. Let H = {R | R is a commutative ring with 1 and Nil(R) is a divided prime ... -
On phi-Mori rings
(University of Houston, 2006)A commutative ring R is said to be a phi-ring if its nilradical Nil(R) is both prime and comparable with each principal ideal. The name is derived from the natural map phi from the total quotient ring T(R) to R localized ... -
On the dot product graph of a commutative ring II
(International Electronic Journal of Algebra, 2020)In 2015, the second-named author introduced the dot product graph associated to a commutative ring A. Let A be a commutative ring with nonzero identity, 1 ≤ n < ∞ be an integer, and R = A × A × · · · × A (n times). We ... -
On the periodic logistic equation
(Elsevier, 2006)We show that the 𝒑-periodic logistic equation 𝒳ₙ₊₁ = μₙ mod 𝒑𝒳ₙ(1 - 𝒳ₙ) has cycles (periodic solutions) of minimal periods 1; 𝒑; 2𝒑; 3𝒑; …. Then we extend Singer’s theorem to periodic difference equations, and use ... -
On weakly 2-absorbing ideals of commutative rings
(University of Houston, 2013)Let R be a commutative ring with identity 1 not equal to 0. In this paper, we introduce the concept of a weakly 2-absorbing ideal. A proper ideal I of R is called a weakly 2-absorbing ideal of R if whenever abc is not equal ...
