A first Course in real Analysis - Protter, Morrey - 1977 () Citation Context ...hen n∑ ∫ f dµG = m . (3.11) i=1 Ji It follows that there exist i ̸= j such that If(Ji) ≥ r and If(Jj) ≤ r. Since If is a continuous map on the connected space Xr(G), by the...
The result is the well known jump-diffusion model first introduced by Merton (1976), which can be seen as the first generalization of the standard Black–Scholes–Merton model. As in the previous section, Section 3.1 describes the theoretical aspects of the analysis, whereas Section 3.2 contains...