We prove that the perpetual American put option price of an exponential Lévy process whose jumps come from a compound Poisson process is the classical solution of its associated quasi-variational inequality, that it is C except at the stopping boundary and that it is C everywhere (i.e. the smooth pasting condition always holds). We prove this fact by constructing a sequence of functions, each o...

It is a classical result that every subharmonic function, defined and L p-integrable for some p, 0 < p < +∞, on the unit disk D of the complex plane C is for almost all θ of the form o((1− |z|)−1/p), uniformly as z → eiθ in any Stolz domain. Recently Pavlović gave a related integral inequality for absolute values of harmonic functions, also defined on the unit disk in the complex plane. We gene...

We prove that the perpetual American put option price of an exponential Lévy process whose jumps come from a compound Poisson process is the classical solution of its associated quasi-variational inequality, that it is C except at the stopping boundary and that it is C everywhere (i.e. the smooth pasting condition always holds). We prove this fact by constructing a sequence of functions, each o...

AMS Subject Classi cation: 58F20, 60J60, 65G05 We investigate the effects of round-off errors on quasi-periodic motions in a linear symplectic planar map. By discretizing coordinates uniformly we transform this map into a permutation of Z2 , and study motions near infinity, which correspond to a fine discretization. We provide numerical evidence that all orbits are periodic and that the average...

We prove that the perpetual American put option price of an exponential Lévy process whose jumps come from a compound Poisson process is the classical solution of its associated quasi-variational inequality, that it is C except at the stopping boundary and that it is C everywhere (i.e. the smooth pasting condition always holds). We prove this fact by constructing a sequence of functions, each o...

We prove that the perpetual American put option price of an exponential Lévy process whose jumps come from a compound Poisson process is the classical solution of its associated quasi-variational inequality, that it is C except at the stopping boundary and that it is C everywhere (i.e. the smooth pasting condition always holds). We prove this fact by constructing a sequence of functions, each o...

We prove that the perpetual American put option price of an exponential Lévy process whose jumps come from a compound Poisson process is the classical solution of its associated quasi-variational inequality, that it is C except at the stopping boundary and that it is C everywhere (i.e. the smooth pasting condition always holds). We prove this fact by constructing a sequence of functions, each o...

In this paper, we introduce a new iterative scheme for finding a common element of the fixed points set of a countable family of uniformly Lipschitzian generalized asymptotically quasi-nonexpansive mappings and the solutions set of equilibrium problems. Some strong convergence theorems of the proposed iterative scheme are established by using the concept of W -mappings of a countable family of ...