Asymmetric Cipher Protocol Using Decomposition Problem

The asymmetric cipher protocol based on decomposition problem in matrix semiring M over semiring of natural numbers N is presented. The security parameters are defined and preliminary security analysis is presented.

Symmetric and Asymmetric Gaps in Some Fields of Formal Power Series

2000 Mathematics Subject Classification: 03E04, 12J15, 12J25.

Low Volatility Options and Numerical Diffusion of Finite Difference Schemes

2000 Mathematics Subject Classification: 65M06, 65M12.

Optimal investment under stochastic volatility and power type utility function

2000 Mathematics Subject Classification: 37F21, 70H20, 37L40, 37C40, 91G80, 93E20.