This is a preview. Log in through your library . Abstract In this paper we obtain a convolution identity for the coefficients Bn(α, θ, q) defined by $\sum\limits_{n ...

This is a preview. Log in through your library . Abstract We use the properties of the Matuszewska indices to show asymptotic inequalities for hazard rates. We discuss the relation between membership ...

ABSTRACT: Repeated convolution and truncation of a truncated fat-tailed distribution, instead of Monte Carlo simulation, for pricing a discrete, simple barrier option is presented. The parameters for ...