Hedging error in Lévy models with a Fast Fourier Transform approach [PDF]
We measure, in terms of expectation and variance, the cost of hedging a contingent claim when the hedging portfolio is re-balanced at a discrete set of dates.
Marco Nicolosi, Flavio Angelini
core
Theoretical investigation on resonance characteristics of a vapor bubble based on Laplace transform method. [PDF]
Wang X +5 more
europepmc +1 more source
U ovom radu upoznat ćemo se s Laplaceovom transformacijom i njenim osnovnim svojstvima. Vidjet ćemo na kakve funkcije je primjenjiva i kako se računa Laplaceova transformacija nekih funkcija.
Mihalčić, Dominik
core
Introduction of New General Laplace-Type Integral Transform: The Iyeme-Okpo Transform
In this paper, a new general Laplace-type integral transform called Iyeme-Okpo transform that generalizes all the existing Laplace-type integral transforms has been introduced. Thus, existing integral transforms such as Laplace, Sumudu, Natural, Jafari,
E. E. Iyeme, O. R. Okpo
doaj
Generalized Laplace transform with matrix variables
In the present paper we have extended generalized Laplace transforms of Joshi to the space of m×m symmetric matrices using the confluent hypergeometric function of matrix argument defined by Herz as kernel.
R. M. Joshi, J. M. C. Joshi
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A New Integral Transform for Solving Integral and Ordinary Differential Equations [PDF]
In this research paper, we introduce a new transform belonging to the class of Laplace transforms, called the Yasser-Jassim Transform (YJ Transform). We explore its properties and compare it to the classical Laplace transform.
Mohammed Yasser, Hassan Jassim
doaj +1 more source
Pseudo-fractional differential equations and generalized g-Laplace transform. [PDF]
Sousa JVDC +3 more
europepmc +1 more source
Laplace Transform Fitting as a Tool To Uncover Distributions of Reverse Intersystem Crossing Rates in TADF Systems. [PDF]
Kelly D +4 more
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Computer-Aided Numerical Inversion of Laplace Transform
This paper explores the technique for the computer aided numerical inversion of Laplace transform. The inversion technique is based on the properties of a family of three parameter exponential probability density functions.
Umesh Kumar
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The Fourier-Laplace Transform-A Conjugate Link Between the Material Brain and the Conscious Mind. [PDF]
Brändas EJ.
europepmc +1 more source

