In this paper, we use the mappings with quasi-contractive conditions, defined on a partially ordered set with cone metric structure, to construct convergent seq
Tian and Meng in [Y. Tian and J. Meng, λc -Optimally half vertex transitive graphs with regularity k, Information Processing Letters 109 (2009) 683 - 686] show
KMV model is one of the most important credit risk evaluation models in the world. It uses B-S option pricing and Morton formula based on the market value and v