The family of operators associated with a capitalization law

Carfì, David (2005) The family of operators associated with a capitalization law. Atti della Accademia Peloritana dei Pericolanti, Classe di Scienze FF.MM.NN (LXXXI-LXXXII). ISSN 1825-1242

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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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Item Type:	Article
Subjects:	M.U.S. - Miscellanea > Atti Accademia Peloritana > Classe di Scienze Fisiche, Matematiche e Naturali
Depositing User:	Mr Nunzio Femminò
Date Deposited:	10 Jun 2005
Last Modified:	13 Apr 2010 11:21
URI:	http://cab.unime.it/mus/id/eprint/269

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