Estimating the polygamma functions for negative integers

The polygamma functions ψ(r)(x) are defined for all x>0 and r∈N. In this paper, the concepts of neutrix and neutrix limit are applied to generalize and redefine the polygamma functions ψ(r)(x) for all x∈R and r∈N. Also, further results are given

Actuarial approach in a mixed fractional Brownian motion with jumps environment for pricing currency option

This research aims to investigate the strategy of fair insurance premium actuarial approach for pricing currency option, when the value of foreign currency option follows the mixed fractional Brownian motion with jumps and the European call and put currency option are presented. It has certain reference significance to avoiding foreign exchange ris