360 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Aalto UniversityFI12 papers
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- Hamad bin Khalifa UniversityQA2 papers
- Luleå University of TechnologySE2 papers
- Saarland UniversityDE2 papers
- University of LuxembourgLU2 papers
- Vasyl' Stus Donetsk National UniversityUA2 papers
- Aarhus UniversityDK1 paper
- Åbo Akademi UniversityFI1 paper
- Chinese University of Hong KongHK1 paper
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Showing 2020Show all
2 papers · 1 filter
math.FA2020
Unitary boundary pairs for isometric operators in Pontryagin spaces and generalized coresolvents
D. Baidiuk, V. Derkach, S. Hassi
An isometric operator V in a Pontryagin space H is called standard, if its domain and the range are nondegenerate subspaces in H. A description of coresolvents for standard isometr…
q-fin.PR2020
Equity warrant pricing under subdiffusive fractional Brownian motion of the short rate
Foad Shokrollahi, Marcin Marcin Magdziarz
In this paper we propose an extension of the Merton model. We apply the subdiffusive mechanism to analyze equity warrant in a fractional Brownian motion environment, when the short…