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Showing 2016Show all
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math.RA2016★ 4 cited
Noncommutative reality-based algebras of rank 6
Allen Herman, Mikhael Muzychuk, Bangteng Xu
We classify the RBA-bases of -dimensional noncommutative semisimple algebras for which the algebra has a positive degree map. We show that these RBAs are parametrized by seven r…
math.CO2016
Nonlinear functions and difference sets on group actions
Yun Fan, Bangteng Xu
Let , be finite groups and let be a finite -set. -perfect nonlinear functions from to have been studied in several papers. They have more interesting prope…
q-fin.PR2016
Pricing barrier options with discrete dividends
D. Jason Gibson, Aaron Wingo
The presence of discrete dividends complicates the derivation and form of pricing formulas even for vanilla options. Existing analytic, numerical, and theoretical approximations pr…