This paper applies graphical modelling to the S & P 500, Nikkei 225 and FTSE 100 stock market indices to trace the spillover of returns and volatility between t
In this paper, the Adomian Decomposition Method (ADM) and the Differential Transform Method (DTM) are applied to solve the multi-pantograph delay equations. The
Different aspects of mathematical finance benefit from the use Hermite polynomials, and this is particularly the case where risk drivers have a Gaussian distrib
We give a general formula of the quantum sl2-invariant of a family of braid knots. To compute the quantum invariant of the links we use the Lie algebra g=sl2 in