Results 91 to 100 of about 16,180 (243)
Pricing American options with Mellin transforms [PDF]
Mellin transforms in option pricing theory were introduced by Panini and Srivastav (2004). In this contribution, we generalize their results to European power options.
Frontczak, Robert, Schöbel, Rainer
core
An asymptotic expansion of continuous Wavelet transform for large dilation parameter
Boletim da Sociedade Paranaense de Matemática, 2018 In this paper , we derive asymptotic expansion of the wavelet transform for large values of the dilation parameter a by using Lopez and Pagola technique.
Ashish Pathak +2 more
doaj +1 more source
Fourier–Mellin Transforms for Circular Domains [PDF]
Computational Methods and Function Theory, 2015 Generalized Fourier–Mellin transforms for analytic functions defined in simply connected circular domains are derived. Circular domains are taken to be those with boundaries that are a finite union of circular arcs, including straight line edges. The results are an extension to circular domains of the generalized Fourier transforms for convex polygons (
openaire +4 more sources
Scale invariant optical correlation using Mellin transforms [PDF]
, 1976 David Casasent, Demetri Psaltis
openalex +1 more source
On the Ranges of Mellin Multiplier Transformations
Journal of Mathematical Analysis and Applications, 1996 AbstractThe ranges of Mellin multiplier transformations are considered when the multiplier has zeros. Applications are made to Bilateral Laplace and Fourier multiplier transformations.
openaire +2 more sources
INTEGRAL TRANSFORMS WITH THE HOMOTOPY PERTURBATION METHOD AND SOME APPLICATIONS [PDF]
This paper applies He's homotopy perturbation method to compute a large variety of integral transforms. As illustration, the paper gives special attention to the Esscher transform, the Fourier transform, the Hankel transform, the Mellin transform, the ...
Jules Sadefo Kamdem
core
A Green′s function for a convertible bond using the Vasicek model
Journal of Applied Mathematics, 2002 We consider a convertible security where the underlying stock price obeys a lognormal random walk and the risk-free rate is given by the Vasicek model.
R. Mallier, A. S. Deakin
doaj +1 more source
Some triple equations involving inverse finite Mellin transforms [PDF]
, 1973 J. Tweed
openalex +1 more source
HARMONIC SUMS, MELLIN TRANSFORMS AND INTEGRALS [PDF]
International Journal of Modern Physics A, 1999 This paper describes algorithms to deal with nested symbolic sums over combinations of harmonic series, binomial coefficients and denominators. In addition it treats Mellin transforms and the inverse Mellin transformation for functions that are encountered in Feynman diagram calculations.
openaire +4 more sources
A summation formula concerning the Mellin Transform
Revista Técnica de la Facultad de Ingeniería, 2010 We derive a new summation formula involving Mellin transform. We apply this formula to sum various series related to elliptic integrals and theta functions.
M. Glasser +2 more
doaj