منابع مشابه
Ĝ Ĝ Λ 11 Λ 12 Λ 21 Λ 21 Λ 22 Λ 22 Λ Λ̃ 0 0 Λ̂
In this paper we present an algorithm for pricing barrier options in one-dimensional Markov models. The approach rests on the construction of an approximating continuous-time Markov chain that closely follows the dynamics of the given Markov model. We illustrate the method by implementing it for a range of models, including a local Lévy process and a local volatility jump-diffusion. We also pro...
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We prove an extensionality theorem for the “type-in-type” dependent type theory with Σ-types. We suggest that in type theory the notion of extensional equality be identified with the logical equivalence relation defined by induction on type structure. 1998 ACM Subject Classification F.4.1 Mathematical Logic
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ions over incomplete types (i.e. types that do not specify the functional structure of their inhabitants completely) are meant to simulate the Π-abstractions of the λ-cube [Barendregt 1993] and the author sees fitting the Π binder into λδ architecture as a very challenging task. In particular it would be interesting to relate this extension of λδ to COC since this calculus has been fully specif...
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Let κ be a regular uncountable cardinal and λ > κ a singular strong limit cardinal. We give a new characterization of the nonstationary subsets of Pκ(λ) and use this to prove that the nonstationary ideal on Pκ(λ) is nowhere precipitous. 0 Introduction Let κ be a regular uncountable cardinal and λ > κ a singular cardinal. Let Iκ,λ (respectively, NSκ,λ) denote the ideal of noncofinal (respectivel...
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 1976
ISSN: 0022-247X
DOI: 10.1016/0022-247x(76)90088-3