The Lithuanian Mathematical Journal publishes high-quality original papers mainly in pure mathematics. This multidisciplinary quarterly journal provides mathematicians and researchers in other areas of science with a peer-reviewed forum for the exchange of vital ideas in the field of mathematics. Coverage includes: probability theory and statistics differential equations (theory and numerical methods) number theory financial and actuarial mathematics, econometrics. The journal features research papers from those whose work is related to the advances being made by Lithuanian mathematicians. More information is available at the editors' website via the following link: http://www.mii.lt/lmj
Lithuanian Mathematical Journal
Description
Identifiers
ISSN | 0363-1672 |
e-ISSN | 1573-8825 |
DOI | 10.1007/10986.1573-8825 |
Publisher
Springer US
Additional information
Data set: Springer
Articles
Lithuanian Mathematical Journal > 2019 > 59 > 3 > 338-356
We consider minimal variance hedging in a pure-jump multicurve interest rate model. In the first part, we derive arithmetic multifactor martingale representations for the spread, OIS, and LIBOR rate, which are bounded from below by a real-valued constant. In the second part, we investigate minimal variance hedging and provide a closed-form formula for the related minimal variance portfolio. We apply...
Lithuanian Mathematical Journal > 2019 > 59 > 3 > 317-337
We consider the second moment of the Beurling zeta-function and of its reciprocal (mainly on σ = 1). Along the way, we study moments of more general Dirichlet series.
Lithuanian Mathematical Journal > 2019 > 59 > 3 > 357-365
We consider A-continuity, that is, continuity with respect to some family A of subsets in the domain. We prove that each family of all A-continuous functions is a strongly porous set in the space of quasicontinuous functions if A is a translation-invariant topology having the (*)-property.