the family of operators associated with a capitalization law

Clicks: 34
ID: 247128
2004
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Ranked #26 of 30 articles by views in proceedings of 2018 international conference on information management and technology, icimtech 2018

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Abstract
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.
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Journal proceedings of 2018 international conference on information management and technology, icimtech 2018
Year 2004
DOI
10.1478/c1a0401002
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