4   Artículos

 
en línea
Farrukh Mukhamedov    
In this paper, we consider the ?? ? -model for an arbitrary-order Cayley tree that has a disordered phase. Such a phase corresponds to a splitting Gibbs measure with free boundary conditions. In communication theory, such a measure appears naturally, and... ver más
Revista: Algorithms    Formato: Electrónico

 
en línea
Pavel V. Gapeev, Libo Li and Zhuoshu Wu    
We derive explicit solutions to the perpetual American cancellable standard put and call options in an extension of the Black?Merton?Scholes model. It is assumed that the contracts are cancelled at the last hitting times for the underlying asset price pr... ver más
Revista: Algorithms    Formato: Electrónico

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