Serdica Mathematical Journal

Volume 29, Number 3, 2003


C O N T E N T S


A B S T R A C T S


AN APPROACH TO WEALTH MODELLING
Pavel Stoynov
todorov@fmi.uni-sofia.bg, todorov@feb.uni-sofia.bg

2000 Mathematics Subject Classification: 60G48, 60G20, 60G15, 60G17. Key words: Wealth Motion Models, generalized Lévy process, Brownian motion with returns to zero.


SUFFICIENT SECOND ORDER OPTIMALITY CONDITIONS FOR C1 MULTIOBJECTIVE OPTIMIZATION PROBLEMS
N. Gadhi n.gadhi@ucam.ac.ma

2000 Mathematics Subject Classification: Primary 90C29; Secondary 90C30. Key words: Approximate Hessian matrix, Recession matrices, Sufficient second order optimality conditions, Support functions, Multiobjective optimization.


UPPER AND LOWER BOUNDS IN RELATOR SPACES
Árpád Száz szaz@math.klte.hu

2000 Mathematics Subject Classification: 06A06, 54E15. Key words: Relational systems, interiors and closures, upper and lower bounds, maxima and minima.


A NEW ALGORITHM FOR MONTE CARLO FOR AMERICAN OPTIONS
Roland Mallier mallier@uwo.ca, Ghada Alobaidi galobaidi@aus.ac.ae

2000 Mathematics Subject Classification: 91B28, 65C05. Key words: American options; Monte Carlo.


THE VARIETY OF LEIBNIZ ALGEBRAS DEFINED BY THE IDENTITY x(y(zt)) 0
L. E. Abanina nla@mail.ru, S. P. Mishchenko mishchenkosp@ulsu.ru

2000 Mathematics Subject Classification: Primary: 17A32; Secondary: 16R10, 16P99, 17B01, 17B30, 20C30. Key words: Leibniz algebras with polynomial identities, varieties of Leibniz algebras, codimensions, colength, multiplicities.


Back