Transactions of the American Mathematical Society, Vol. 263, No. 2 (Feb., 1981), pp. 493-500 (8 pages) Let $\Delta'$ be the class of all derivatives. The main goal of this paper is the investigation ...
The Monthly publishes articles, as well as notes and other features, about mathematics and the profession. Its readers span a broad spectrum of mathematical interests, and include professional ...
We present a new approach to bounding financial derivative prices in regime-switching market models from both above and below. We derive sufficient conditions under which a particular class of ...
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