Important Functions and Their Features
In this entry, we review the functions that are used in financial modeling: continuous functions, the indicator function, the derivative of a function, monotonic functions, and the integral. Moreover, as special functions, we get to know the factorial, the gamma, beta, and Bessel functions as well as the characteristic function of random variables. (For a more detailed discussion of these functions, see Khuri , MacCluer , and Richardson .)
In this section, we introduce general continuous functions.
Note: For ...