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We study convergence rates to zero of solutions of the scalar equationwhere f, g, h are globally Lipschitz, xg(x)0 for nonzero x, and k is continuous, integrable, positive and limt--[infinity] k(t-s)/k(t)=1, for s0. Thenfor nontrivial solutions satisfying limt--[infinity] X(t)=0 on A, a set of...
Persistent link: https://www.econbiz.de/10005143406
Coherent measures of risk into everyday market practice / Carlo Acerbi -- Pricing high-dimensional American options using local consistency conditions / S.J. Berridge and J.M. Schumacher -- Adverse interrisk diversification effects for FX forwards / Thomas Breuer and Martin Jandacka --...
Persistent link: https://www.econbiz.de/10015069124