Browsing Department of Mathematics and Statistics by Title
Now showing items 34-43 of 43
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Path Independence of Exotic Options and Convergence of Binomial Approximations
(Infopro Digital Risk (IP), 2019)The analysis of the convergence of tree methods for pricing barrier and lookback options has been the subject of numerous publications aiming at describing, quantifying, and improving the slow and oscillatory convergence ... -
Periodic Orbits in Periodic Discrete Dynamics
(Elsevier, 2008)We study the combinatorial structure of periodic orbits of nonautonomous difference equations 𝒳ₙ₊₁ = 𝒇ₙ(𝒳ₙ) in a periodically fluctuating environment. We define the Ӷ-set to be the set of minimal periods that are not ... -
Ramsey numbers of partial order graphs (comparability graphs) and implications in ring theory
(De Gruyter, 2020)For a partially ordered set(A, ≤), letGA be the simple, undirected graph with vertex set A such that two vertices a ≠ ∈ b A are adjacent if either a ≤ b or b a ≤ . We call GA the partial order graph or comparability graph ... -
A robust method to retrieve option implied risk neutral densities for defaultable assets
(Inderscience Publishers, 2016)Risk neutral densities recovered from option prices can be used to infer market participants' expectations of future stock returns and are a vital tool for pricing illiquid exotic options. Although there is a broad literature ... -
The solution of a recursive sequence arising from a combinatorial problem in botanical epidemiology
(Taylor & Francis, 2013)One of the central problems in botanical epidemiology is whether disease spreads within crops in a regular pattern or follows a random process. In this paper, we consider a row of n plants in which m are infected. We then ... -
Some finiteness conditions on the set of overrings of a phi-ring
(University of Houston, 2008)Let H = {R | R is a commutative ring and Nil(R) is a divided prime ideal of R}. For a ring R in H with total quotient ring T(R), Let phi be the natural ring homomorphism from T(R) into R_Nil(R). An integral domain R is ... -
Stability and bifurcation analysis of a discrete-time predator-prey model with strong Allee effect
(Taylor & Francis, 2020-03-16)In this paper, we investigate the impact of Allee effect on the stability of a discrete-time predator-prey model with a non-monotonic functional response. The proposed model supports the coexistence of two steady states, ... -
Strong ring extensions andphi-pseudo-valuation rings
(University of Houston, 2006)In this paper, we extend the concept of strong extensions of domains to the context of (commutative) rings with zero-divisors. We show that the theory of strong extensions of rings resembles that of strong extensions of domains. -
Weighted multimodal family of distributions with sine and cosine weight functions
(Cell Press, 2020)In this paper, the moment of various types of sine and cosine functions are derived for any random variable. For an arbitrary even probability density function, the sine and cosine moments are used to define new families ...
