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math.CO2023
The complex of injective words of permutations which are not derangements is contractible
Assaf Libman
Let be the set of derangements in the symmetric group. We prove that the complex of injective words generated by is contractible. This gives…
q-fin.MF2023
European baskets in discrete-time continuous-binomial market models
Jarek Kędra, Assaf Libman, Victoria Steblovskaya
We consider a discrete-time incomplete multi-asset market model with continuous price jumps. For a wide class of contingent claims, including European basket call options, we compu…
q-fin.MF2023
Minimum Cost Super-Hedging in a Discrete Time Incomplete Multi-Asset Binomial Market
Jarek Kędra, Assaf Libman, Victoria Steblovskaya
We consider a multi-asset incomplete model of the financial market, where each of risky assets follows the binomial dynamics, and no assumptions are made on the joint dis…