In this paper, we have extended some integral majorization types and generalized Favard’s inequalities from functions defined on intervals to functions defined on rectangles via strong convexity and apply the results to ...

In this article, we introduce the concept of (Formula presented.) -convex stochastic processes on coordinates and establish Hermite-Hadamard-type inequality for these stochastic processes. Moreover, we prove new integral ...

Integral inequalities with generalized convexity play an important role in both applied and theoretical mathematics. The theory of integral inequalities is currently one of the most rapidly developing areas of mathematics ...

In this paper, we consider the pricing of American options under a regime-switching double Heston model, such that the interest rate and mean-reversion level parameters in both stochastic volatility models shift in various ...

In this paper, we introduce a new concept of preinvex functions which is called general h-harmonic preinvex for real-valued stochastic processes. Further, we define the multidimensional general h-harmonic preinvex stochastic ...

In this paper, we study mean-variance-Conditional Value-At-Risk (CVaR) portfolio optimization problem with short selling, cardinality constraint and transaction costs. To tackle its mixed-integer quadratic optimization ...

In this paper, we study the cardinality constrained mean-absolute deviation portfolio optimization problem with risk-neutral interest rate and short-selling. We enhance the model by adding extra constraints to avoid investing ...

In this paper, we introduce the notion of strongly generalized convex functions which is called as strongly η-convex stochastic processes. We prove the Hermite-Hadamard, Ostrowski type inequality, and obtain some important ...

There are numerous large-scale global optimization problems encountered in real-world applications including engineering, manufacturing, economics, networking fields. Over the last two decades different varieties of swarm ...

In this paper, we have established new weighted Hermite-Hadamard type inequalities for strongly GA-convex functions. Those findings are obtained by using geometric symmetry of continuous positive mappings and differentiable ...