Results 81 to 90 of about 16,055 (246)
On the Commutativity of a Certain Class of Toeplitz Operators
Concrete Operators, 2014 One of the major goals in the theory of Toeplitz operators on the Bergman space over the unit disk D in the complex place C is to completely describe the commutant of a given Toeplitz operator, that is, the set of all Toeplitz operators that commute with
Louhichi Issam +2 more
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A Mellin Transform Approach to the Pricing of Options with Default Risk. [PDF]
Comput Econ, 2022 Choi SY, Veng S, Kim JH, Yoon JH.
europepmc +1 more source
Certain Properties of Extended Mittag-Leffler-Type Function of Arbitrary Order [PDF]
مجلة جامعة النجاح للأبحاث العلوم الطبيعيةIn this paper, we introduce a new extension of Mittag-Leffler function. We investigate its basic roperties, including recurrence relations, differential formulas, integral representations, aplace transform and Mellin transform.
Maged Bin-Saad, Jihad Younis
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Revista Técnica de la Facultad de Ingeniería, 2010 En este trabajo una nueva fórmula de adición es derivada usando la transformada de Mellin. Esta fórmula es aplicada para sumar varias series relacionadas con las integrales elípticas y las funciones thetaWe derive a new summation formula involving Mellin
M.L Glasser +2 more
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Barrier Option Under Lévy Model : A PIDE and Mellin Transform Approach
Mathematics, 2016 We propose a stochastic model to develop a partial integro-differential equation (PIDE) for pricing and pricing expression for fixed type single Barrier options based on the Itô-Lévy calculus with the help of Mellin transform.
Sudip Ratan Chandra, Diganta Mukherjee
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On a solution to a functional equation
, 2018 We offer a solution to a functional equation using properties of the Mellin transform. A new criteria for the Riemann Hypothesis is offered as an application of our main result, through a functional relationship with the Riemann xi ...
Patkowski, Alexander E
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On the Generalized Mellin Transform of a Complex Random Variable and Its Applications [PDF]
, 1965 Ignacy I. Kotlarski
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On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options [PDF]
We extend a framework based on Mellin transforms and show how to modify the approach to value American call options on dividend paying stocks. We present a new integral equation to determine the price of an American call option and its free boundary ...
Frontczak, Robert, Schöbel, Rainer
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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
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Gruss Type Discrete Inequalities in Normed Linear Spaces, Revisited
, 2003 Some sharp inequalities of Gruss type for sequences of vectors in real or complex normed linear spaces are obtained. Applications for the discrete Fourier and Mellin transform are given.
Dragomir, Sever Silvestru
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