• 제목/요약/키워드: 기수

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C-EXISTENCE FAMILY AND EXPONENTIAL FORMULA

  • Lee, Young S.
    • Korean Journal of Mathematics
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    • 제11권1호
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    • pp.51-55
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    • 2003
  • In this paper, we show that an exponentially bounded mild C-existence family can be represented by the exponential formula.

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OPTION PRICING IN VOLATILITY ASSET MODEL

  • Oh, Jae-Pill
    • Korean Journal of Mathematics
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    • 제16권2호
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    • pp.233-242
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    • 2008
  • We deal with the closed forms of European option pricing for the general class of volatility asset model and the jump-type volatility asset model by several methods.

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