International Journal of Theoretical and Applied Mathematics

Volume 6, Issue 2, April 2020

  • Pricing and Analysis of European Chooser Option Under The Vasicek Interest Rate Model

    Yanan Yun, Lingyun Gao

    Issue: Volume 6, Issue 2, April 2020
    Pages: 19-27
    Received: 5 April 2020
    Accepted: 22 April 2020
    Published: 15 May 2020
    Abstract: Based on the modification of some assumptions in the traditional Black-Scholes option pricing model, we construct a model that is closer to the real financial market in this paper. That is to say, in order to make up for the shortages of using the standard Brownian motion to describe the underlying asset price, we use fractional Brownian motion to ... Show More
  • A Necessary Condition for the Existence of a Certain Resolvable Pairwise Balanced Designa

    Satoru Kadowaki, Sanpei Kageyama

    Issue: Volume 6, Issue 2, April 2020
    Pages: 28-30
    Received: 14 January 2020
    Accepted: 19 February 2020
    Published: 30 June 2020
    Abstract: A mathematical topic using the property of resolvability and affine resolvability was introduced in 1850 and the designs having such concept have been statistically discussed since 1939. Their combinatorial structure on existence has been discussed richly since 1942. This concept was generalized toα-resolvability and affine α-resolvability in 1963.... Show More