Results 71 to 80 of about 22,341 (204)

Hedging error in Lévy models with a Fast Fourier Transform approach [PDF]

open access: yes
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  

Laplace Transform

open access: yes, 2020
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

open access: yesJournal of Applied Sciences and Environmental Management
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

open access: yesInternational Journal of Mathematics and Mathematical Sciences, 1987
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
doaj   +1 more source

A New Integral Transform for Solving Integral and Ordinary Differential Equations [PDF]

open access: yesMathematics and Computational Sciences
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]

open access: yesJ Pseudodiffer Oper Appl, 2021
Sousa JVDC   +3 more
europepmc   +1 more source

Computer-Aided Numerical Inversion of Laplace Transform

open access: yesActive and Passive Electronic Components, 2000
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
doaj   +1 more source

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