3 papers
q-fin.CP2017
A Numerical Method for Pricing Discrete Double Barrier Option by Lagrange Interpolation on Jacobi Node
Amirhossein Sobhani, Mariyan Milev
In this paper, a rapid and high accurate numerical method for pricing discrete single and double barrier knock-out call options is presented. According to the well-known Black-Scho…
q-fin.CP2017
A Numerical Method for Pricing Discrete Double Barrier Option by Legendre Multiwavelet
Amirhossein Sobhani, Mariyan Milev
In this Article, a fast numerical numerical algorithm for pricing discrete double barrier option is presented. According to Black-Scholes model, the price of option in each monitor…
math.CA2016
The 'Core' of Symmetric Homogeneous Polynomial Inequalities of Degree Four of Three Real Variables
Mariyan Milev, Nedecho Milev
In this paper we explore inequalities between symmetric homogeneous polynomials of degree four of three real variables and three nonnegative real variables. The main theorems descr…