In this paper we consider the European continuous installment call option. Then  its linear complementarity formulation is given. Writing the resulted problem in variational form, we prove the existence and uniqueness of its weak solution. Finally finite element method is applied to price the European continuous installment call option.

Abstract The solar wind is a highly turbulent plasma for which the mean rate of energy transfer ε has been measured long time using Politano–Pouquet (PP98) exact law. However, this law assumes statistical homogeneity that can be violated by presence discontinuities. Here, we introduce new method based on inertial dissipation <mml:math xmlns:mml=...

We consider a Laplacian on the one-sided full shift space over finite symbol set, which is constructed as renormalized limit of difference operators. propose weak definition this Laplacian, analogous to one in calculus, by choosing test functions those have energy and vanish various boundary sets. In abstract setting space, sets are chosen be operators defined. then define Neumann derivative th...

BACKGROUND Segmentation of the magnetic resonance (MR) images is fundamentally important in medical image analysis. Intensity inhomogeneity due to the unknown noise and weak boundary makes it a difficult problem. METHOD The paper presents a novel level set geodesic model which integrates the local and the global intensity information in the signed pressure force (SPF) function to suppress the...

The non-local in space two-phase Stefan problem (a prototype phase change problems) can be formulated via a singular nonlinear parabolic integro-differential equation which admits unique weak solution. This formulation makes to part of the General Filtration Problems; class includes Porous Medium Equation. In this work, we prove that solutions both and Media problems are continuous.

We herein establish an asymptotic representation theorem for locally asymptotically normal quantum statistical models. This enables us to study the efficiency of estimators, such as regular estimators and minimax leading a universal tight lower bound beyond i.i.d. assumption. formulation complements theory contiguity developed in previous paper [Fujiwara Yamagata, Bernoulli 26 (2020) 2105–2141]...