A Black–Scholes inequality: applications and generalisations
نویسندگان
چکیده
منابع مشابه
Variations and Generalisations to the Rearrangement Inequality
Problem 1. Assume the dimensions of an answer sheet to be 297 mm by 210 mm. Suppose that your pen leaks and makes some non-intersecting ink stains on the answer sheet. It turns out that the area of each ink stain does not exceed 1 mm. Moreover, any line parallel to an edge of the answer sheet intersects at most one ink stain. Prove that the total area of the ink stains is at most 253.5 mm. (You...
متن کاملOn Some Generalisations of Steffensen’s Inequality and Related Results
Steffensen’s inequality is generalised to allow bounds involving any two subintervals rather than restricting them to include the end points. Further results are obtained involving an identity related to the generalised Chebychev functional in which the difference of the mean of the product of functions and the product of means of functions over different intervals is utilised. Bounds involving...
متن کاملGeneralisations and applications of block bundles
We wish to obtain information about BP̃LF ; in fact we can study BGF (which is purely homotopy theoretic) and the fibre GF /P̃LF of χ. In Chapter III we construct a map θ : GF /P̃LF−−→(G/PL) , where G/PL is the space studied in Sullivan’s thesis under the name F/PL, and (G/PL) is the space of all unbased maps from F to G/PL. Theorems 5,6 show that, under suitable conditions, θ is almost a homotopy...
متن کاملA nonlinear inequality and applications
A nonlinear inequality is formulated in the paper. An estimate of the rate of decay of solutions to this inequality is obtained. This inequality is of interest in a study of dynamical systems and nonlinear evolution equations. It can be applied to the study of global existence of solutions to nonlinear PDE.
متن کاملA companion of Ostrowski's inequality for functions of bounded variation and applications
A companion of Ostrowski's inequality for functions of bounded variation and applications are given.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Finance and Stochastics
سال: 2019
ISSN: 0949-2984,1432-1122
DOI: 10.1007/s00780-019-00410-6