The family of operators associated with a capitalization law
In the present paper we conduct a deep study on some basic concepts offinancial mathematics, showing their analitic and geometric nature. We define the new concept of family of the capitalization factors of a capitalization. The main theorems of the paper are Let F be a capitalization law. Then...
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| Format: | Article |
| Language: | English |
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Accademia Peloritana dei Pericolanti
2004-01-01
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| Series: | Atti della Accademia Peloritana dei Pericolanti : Classe di Scienze Fisiche, Matematiche e Naturali |
| Online Access: | http://dx.doi.org/10.1478/c1a0401002 |