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 |
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doaj-3c04f4f059004719a1afffb74aeafab82020-11-24T22:45:36ZengAccademia Peloritana dei PericolantiAtti della Accademia Peloritana dei Pericolanti : Classe di Scienze Fisiche, Matematiche e Naturali0365-03591825-12422004-01-01LXXXI-LXXXII1c1a040100210.1478/c1a0401002The family of operators associated with a capitalization lawCarfi', DIn 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 F is strong if and only if the family of operators associated with F is an invertible one parameter family. Let F: R^3 -> R be a capitalization law, then F is separable if and only if the family of operators associated with F is a one parameter group. http://dx.doi.org/10.1478/c1a0401002 |
| collection |
DOAJ |
| language |
English |
| format |
Article |
| sources |
DOAJ |
| author |
Carfi', D |
| spellingShingle |
Carfi', D The family of operators associated with a capitalization law Atti della Accademia Peloritana dei Pericolanti : Classe di Scienze Fisiche, Matematiche e Naturali |
| author_facet |
Carfi', D |
| author_sort |
Carfi', D |
| title |
The family of operators associated with a capitalization law |
| title_short |
The family of operators associated with a capitalization law |
| title_full |
The family of operators associated with a capitalization law |
| title_fullStr |
The family of operators associated with a capitalization law |
| title_full_unstemmed |
The family of operators associated with a capitalization law |
| title_sort |
family of operators associated with a capitalization law |
| publisher |
Accademia Peloritana dei Pericolanti |
| series |
Atti della Accademia Peloritana dei Pericolanti : Classe di Scienze Fisiche, Matematiche e Naturali |
| issn |
0365-0359 1825-1242 |
| publishDate |
2004-01-01 |
| description |
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 F is strong if and only if the family of operators associated with F is an invertible one parameter family. Let F: R^3 -> R be a capitalization law, then F is separable if and only if the family of operators associated with F is a one parameter group. |
| url |
http://dx.doi.org/10.1478/c1a0401002 |
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