We propose an accurate method for pricing arithmetic Asian options on the discrete or continuous average in a general model setting by means of a lower bound approximation. In particular, we derive ...

Upper and lower bounds for the eigenvalues of three types of matrices M are established. If M is written as the sum of a diagonal matrix D plus a matrix A, the real parts of the eigenvalues of M must ...

Harmonic analysis occupies a central position in modern mathematical analysis by providing the tools to express complex functions as superpositions of simpler sinusoidal components via the Fourier ...