سال:1391 | دوره: | شماره: |تعداد مقالات:4

The purpose of the present paper is to establish some important fractional difference inequalities of Gronwall-Bellman type that have a wide range of applications in the study of fractional difference equations.

Purpose: This paper develops new fast and accurate computational schemes for pricing European and American bond options under generalised Chan-Karoyli-Longstaff-Sanders term structure models.Methods: We use high-order compact discretisations of the pricing equations and an operator splitting method for American options.Results: Highly accurate numerical solutions can be computed using relatively coarse grid sizes and numerical solutions exhibiting fourth-order convergence are obtained for bond and bond option prices. The scheme is also stable and efficient for pricing financial problems with time dependent parameters.Conclusions: The new schemes are efficient alternatives to schemes based on the Crank-Nicolson discretisation for the pricing of interest rate derivatives.

Purpose: The purpose of this paper is to study a common fixed point theorem for two pairs of weakly compatible maps in dislocated metric spaces.Methods: Using familiar techniques, we extend the results of Hitzler and Kang et al. in dislocated metric spaces.

LetG be a group. Let R be a G -graded commutative ring with identity, and let M be a G -graded module over R. Two graded submodulesN and K of graded module M are called graded coprime whenever N+K=M. In this paper, some properties of graded coprime submodules are discussed. For example, we show that ifM is a graded finitely generated module, then two graded submodulesN and K of M are graded coprime if and only if gradM (N) and gradM (K)are graded coprime.