in this paper, installment options on the underlying assetwhich evolves according to black-scholes model and pays constant dividendto its owner will be considered. applying arbitrage pricing theory,the non-homogeneous parabolic partial differential equation governingthe value of installment option is derived. then, penalty method is usedto value the european continuous installment call option.

we prove the generalized hyers--ulam stability  of n--th order linear differential equation of the form $y^{(n)}+p_{1}(x)y^{(n-1)}+ cdots+p_{n-1}(x)y^{prime}+p_{n}(x)y=f(x)$, with condition that there exists a non--zero solution of corresponding homogeneous equation. our main results extend and improve the corresponding results obtained by many authors.

In phylogenetic analyses of nucleotide sequences, 'homogeneous' substitution models, which assume the stationarity of base composition across a tree, are widely used, albeit individual sequences may bear distinctive base frequencies. In the worst-case scenario, a homogeneous model-based analysis can yield an artifactual union of two distantly related sequences that achieved similar base frequen...

In this paper we introduce a new definition of the first non-abelian cohomology of topological groups.  We relate the cohomology of a normal subgroup $N$ of a topological group $G$ and the quotient $G/N$ to the cohomology of $G$. We get the inflation-restriction exact sequence. Also, we obtain a seven-term exact cohomology sequence up to dimension 2. We give an interpretation of the first non-a...