Uncertain Volatility Derivative Model Based on the Polynomial Chaos
نویسندگان
چکیده
منابع مشابه
On the polar derivative of a polynomial
For a polynomial p(z) of degree n, having all zeros in |z|< k, k< 1, Dewan et al [K. K. Dewan, N. Singh and A. Mir, Extension of some polynomial inequalities to the polar derivative, J. Math. Anal. Appl. 352 (2009) 807-815] obtained inequality between the polar derivative of p(z) and maximum modulus of p(z). In this paper we improve and extend the above inequality. Our result generalizes certai...
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ژورنال
عنوان ژورنال: Journal of Mathematical Finance
سال: 2016
ISSN: 2162-2434,2162-2442
DOI: 10.4236/jmf.2016.61007