نتایج جستجو برای: asymptotic analysis

تعداد نتایج: 2871712  

Journal: :Notices of the American Mathematical Society 2018

Journal: :Journal de Mathématiques Pures et Appliquées 1998

Journal: :Proceedings of the Royal Society of Edinburgh: Section A Mathematics 2020

Journal: :IMA Journal of Applied Mathematics 2010

Journal: :Nanosystems: Physics, Chemistry, Mathematics 2018

Journal: :Filomat 2023

In this paper, we derive the asymptotic expressions of scaled value function and optimal redemption boundary stock loan with dividend-paying near maturity. Using equation satisfied by derivative at exercise boundary, set up expression for boundary. When risk-free rate r is smaller than ?, i.e., < tends to Ke?T0 in parabolic-logarithm form, case main result. For ? corresponding problem return...

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