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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 ...
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 ...
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 ...
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 ...