This is a preview. Log in through your library . Abstract A method for numerical inversion of the Laplace transform based on Tikhonov regularization is described. The method requires values of u(s) ...

TWO-DIMENSIONAL Fourier synthesis is a most useful tool in the hands of the crystal analyst. A Patterson 1 synthesis, which uses observed intensities directly, is the only way of summarising in one ...

Stochastic control problems in finance often involve complex controls at discrete times. As a result, numerically solving such problems using, for example, methods based on partial differential or ...

The aim of this paper is to show the benefit of applying a three-dimensional Fourier cosine series expansion method in order to price and hedge multiasset spread options. The approach consists of ...