Results 121 to 130 of about 2,125,985 (294)
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
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Distributional Mellin calculus in $\mathbb{C}^n$, with applications to option pricing [PDF]
arXiv, 2016 We discuss several aspects of Mellin transform, including distributional Mellin transform and inversion of multiple Mellin-Barnes integrals in $\mathbb{C}^n$ and its connection to residue expansion or evaluation of Laplace integrals. These mathematical concepts are demonstrated on several option-pricing models. This includes European option models such
arxiv
On the Generalized Mellin Transform of a Complex Random Variable and Its Applications [PDF]
, 1965 Ignacy I. Kotlarski
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Mellin transforms of a generalization of Legendre polynomials
Journal of Computational and Applied Mathematics, 1993 AbstractOberle, M.K., S.L. Scott, G.T. Gilbert, R.L. Hatcher and D.F. Addis, Mellin transforms of a generalization of Legendre polynomials, Journal of Computational and Applied Mathematics 45 (1993) 367–369.We show that the zeros and poles of the Mellin transforms of polynomials on [−1, 1] orthogonal with respect to the weight> brvbar;x¦2r, with r gt; −
George Gilbert +4 more
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Analytical solution of the PELDOR inverse problem using the integral Mellin transform.
Physical Chemistry, Chemical Physics - PCCP, 2017 We describe a new model-free approach to solve the inverse problem in pulsed double electron-electron resonance (PELDOR, also known as DEER) spectroscopy and obtain the distance distribution function between two radicals from time-domain PELDOR data. The
A. Matveeva, V. Nekrasov, A. Maryasov
semanticscholar +1 more source
The symmetric Mellin transform in quantum calculus
Le Matematiche, 2015 In this paper, we define the q-analogue of Mellin Transform symmetric under interchange of q and 1/q, and present some of its main properties and explore the possibility of using the integral transform to solve a class of differential equations q ...
Brahim Kamel Brahim +2 more
doaj
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
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
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Scale invariant optical correlation using Mellin transforms [PDF]
, 1976 David Casasent, Demetri Psaltis
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