DSpace Collection: Volume 29 Number 3
http://hdl.handle.net/10525/1707
Serdica Mathematical Journal Volume 29, Number 3, 2003The Collection's search engineSearch the Channelsearch
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The Variety of Leibniz Algebras Defined by the Identity x(y(zt)) ≡ 0
http://hdl.handle.net/10525/1712
Title: The Variety of Leibniz Algebras Defined by the Identity x(y(zt)) ≡ 0<br/><br/>Authors: Abanina, L.; Mishchenko, S.<br/><br/>Abstract: Let F be a field of characteristic zero. In this paper we studythe variety of Leibniz algebras 3N determined by the identity x(y(zt)) ≡ 0.The algebras of this variety are left nilpotent of class not more than 3. Wegive a complete description of the vector space of multilinear identities inthe language of representation theory of the symmetric group Snand Youngdiagrams. We also show that the variety3N is generated by an abelianextension of the Heisenberg Lie algebra. It has turned out that3N has manyproperties which are similar to the properties of the variety of the abelian-by-nilpotent of class 2 Lie algebras. It has overexponential growth of thecodimension sequence and subexponential growth of the colength sequence.<br/><br/>Description: 2000 Mathematics Subject Classification: Primary: 17A32; Secondary: 16R10, 16P99,17B01, 17B30, 20C30A New Algorithm for Monte Carlo for American Options
http://hdl.handle.net/10525/1711
Title: A New Algorithm for Monte Carlo for American Options<br/><br/>Authors: Mallier, Roland; Alobaidi, Ghada<br/><br/>Abstract: We consider the valuation of American options using MonteCarlo simulation, and propose a new technique which involves approximatingthe optimal exercise boundary. Our method involves splitting the boundaryinto a linear term and a Fourier series and using stochastic optimization inthe form of a relaxation method to calculate the coefficients in the series.The cost function used is the expected value of the option using the thecurrent estimate of the location of the boundary. We present some sampleresults and compare our results to other methods.<br/><br/>Description: 2000 Mathematics Subject Classification: 91B28, 65C05.Upper and Lower Bounds in Relator Spaces
http://hdl.handle.net/10525/1710
Title: Upper and Lower Bounds in Relator Spaces<br/><br/>Authors: Száz, Árpád<br/><br/>Abstract: An ordered pair X(R) = ( X, R ) consisting of a nonvoid set X and a nonvoid family R of binary relations on X is called a relatorspace. Relator spaces are straightforward generalizations not only of uniform spaces, but also of ordered sets.Therefore, in a relator space we can naturally define not only some topological notions, but also some order theoretic ones. It turns out that these two, apparently quite different, types of notions are closely related to each other through complementations.<br/><br/>Description: 2000 Mathematics Subject Classification: 06A06, 54E15Sufficient Second Order Optimality Conditions for C^1 Multiobjective Optimization Problems
http://hdl.handle.net/10525/1709
Title: Sufficient Second Order Optimality Conditions for C^1 Multiobjective Optimization Problems<br/><br/>Authors: Gadhi, N.<br/><br/>Abstract: In this work, we use the notion of Approximate Hessian introduced by Jeyakumar and Luc [19], and a special scalarization to establishsufficient optimality conditions for constrained multiobjective optimization problems. Throughout this paper, the data are assumed to be of class C^1, but not necessarily of class C^(1.1).<br/><br/>Description: 2000 Mathematics Subject Classification: Primary 90C29; Secondary 90C30.An Approach to Wealth Modelling
http://hdl.handle.net/10525/1708
Title: An Approach to Wealth Modelling<br/><br/>Authors: Stoynov, Pavel<br/><br/>Abstract: The change in the wealth of a market agent (an investor, acompany, a bank etc.) in an economy is a popular topic in finance. In thispaper, we propose a general stochastic model describing the wealth processand give some of its properties and special cases. A result regarding theprobability of default within the framework of the model is also offered.<br/><br/>Description: 2000 Mathematics Subject Classification: 60G48, 60G20, 60G15, 60G17.JEL Classification: G10