Browsing Revista de Matemáticas 14(1) by Title
Now showing items 6-7 of 7
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The Black-Scholes type financial models and the arbitrage opportunities
(2009-02-25)By using the conservation laws concept, we study certain financial models similar tothe Black–Scholes model. We show that without complement limitations such modelscan have two or more volatilities. This fact imposes several ... -
Valores propios asociados al operador de Hill unidimensional. Caso general.
(2009-02-25)We study Hill’s equation with general boundary conditions and white noise potential.In [3] they solve the problem with Dirichlet conditions, leaving the general case unresolved.The problem is important both from the ...