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  • Search: subject:"Laplace transforms"
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Year of publication
Subject
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Laplace transforms 9 Theorie 3 Theory 3 Analysis 2 Caputo-Fabrizio fractional operator and graphical depictions 2 Martingal 2 Martingale 2 Mathematical analysis 2 SWCNTs and MWCNTs 2 Solar collectors 2 diffusions 2 first-passage times 2 local martingales 2 ordinary differential equations 2 Bermudan swaptions 1 Bessel processes 1 Beveridge-Nelson decomposition 1 Cash Flow 1 Cash flow 1 Forecasting model 1 Hansen-Sargent prediction formula 1 Interest rate models 1 Option pricing theory 1 Optionspreistheorie 1 Photovoltaics 1 Photovoltaik 1 Prognoseverfahren 1 Research Methods/ Statistical Methods 1 Salt movement 1 Solar energy 1 Solar technology 1 Solartechnik 1 Sonnenenergie 1 Stochastic process 1 Stochastic processes 1 Stochastischer Prozess 1 Swap 1 Teaching/Communication/Extension/Profession 1 Yield curve 1 Zinsstruktur 1
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Online availability
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Free 9
Type of publication
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Book / Working Paper 5 Article 4
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2 Article 1
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Language
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English 6 Undetermined 3
Author
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Hulley, Hardy 4 Platen, Eckhard 4 Abro, Kashif Ali 2 Abro, Shahid Hussain 2 Memon, Anwer Ahmed 2 Tlili, I. 2 Alves, W. J. 1 Andrić, Vladimir 1 Genuchten, M. Th. van 1 Khan, Ilyas 1 Nenadović, Sanja 1 Palapies, Lars 1
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Institution
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Finance Discipline Group, Business School 2 Economic Research Service, Department of Agriculture 1
Published in...
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Research Paper Series / Finance Discipline Group, Business School 2 Research paper / Quantitative Finance Research Centre, University of Technology Sydney 2 Decisions in economics and finance : a journal of applied mathematics 1 Energy Reports 1 Energy reports 1 Serbian journal of management : an international journal for theory and practice of management science ; SJM 1 Technical Bulletins / Economic Research Service, Department of Agriculture 1
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Source
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ECONIS (ZBW) 5 RePEc 3 EconStor 1
Showing 1 - 9 of 9
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Laplace transforms of stochastic integrals and the pricing of Bermudan swaptions
Palapies, Lars - In: Decisions in economics and finance : a journal of … 46 (2023) 2, pp. 415-460
Persistent link: https://www.econbiz.de/10014443750
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Laplace, Hansen-Sargent and Beveridge-Nelson a note towards unified business application
Andrić, Vladimir; Nenadović, Sanja - In: Serbian journal of management : an international … 16 (2021) 1, pp. 39-47
Persistent link: https://www.econbiz.de/10012618906
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Enhancement of heat transfer rate of solar energy via rotating Jeffrey nanofluids using Caputo-Fabrizio fractional operator: An application to solar energy
Abro, Kashif Ali; Memon, Anwer Ahmed; Abro, Shahid Hussain - In: Energy Reports 5 (2019), pp. 41-49
investigated for heat transfer and velocity field by employing Laplace transforms. The heat transfer and profile of nanofluids are …
Persistent link: https://www.econbiz.de/10012651923
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Enhancement of heat transfer rate of solar energy via rotating Jeffrey nanofluids using Caputo-Fabrizio fractional operator : an application to solar energy
Abro, Kashif Ali; Memon, Anwer Ahmed; Abro, Shahid Hussain - In: Energy reports 5 (2019), pp. 41-49
investigated for heat transfer and velocity field by employing Laplace transforms. The heat transfer and profile of nanofluids are …
Persistent link: https://www.econbiz.de/10012001234
Saved in:
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A Visual Criterion for Identifying Ito Diffusions as Martingalesor Strict Local Martingales
Hulley, Hardy; Platen, Eckhard - Finance Discipline Group, Business School - 2009
It is often important, in applications of stochastic calculus to financial modelling, to know whether a given local martingale is a martingale or a strict local martingale. We address this problem in the context of a time-homogenous diffusion process with a finite lower boundary, presented as...
Persistent link: https://www.econbiz.de/10008506970
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A visual criterion for identifying Itô diffusions as martingalesor strict local martingales
Hulley, Hardy; Platen, Eckhard - 2009
Persistent link: https://www.econbiz.de/10008662355
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A Visual Classification of Local Martingales
Hulley, Hardy; Platen, Eckhard - Finance Discipline Group, Business School - 2008
40, 60J35, 60J50, 65L99. Keywords. Difiusions, flrst-passage times, Laplace transforms, local martin- gales, ordinary … Laplace transforms then implies that limz"1Px(¿z < t) = 0, for all t 2R+. A similar argument, based on the fact that `fi is ….13 from the perspective of Laplace transforms: Theorem 3.14. Suppose Assumptions 3.7 and 3.8 are in force. Then the following …
Persistent link: https://www.econbiz.de/10005041733
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A visual classification of local martingales
Hulley, Hardy; Platen, Eckhard - 2008
40, 60J35, 60J50, 65L99. Keywords. Difiusions, flrst-passage times, Laplace transforms, local martin- gales, ordinary … Laplace transforms then implies that limz"1Px(¿z < t) = 0, for all t 2R+. A similar argument, based on the fact that `fi is ….13 from the perspective of Laplace transforms: Theorem 3.14. Suppose Assumptions 3.7 and 3.8 are in force. Then the following …
Persistent link: https://www.econbiz.de/10003857178
Saved in:
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Analytical Solutions of the One-Dimensional Convective-Dispersive Solute Transport Equation
Genuchten, M. Th. van; Alves, W. J. - Economic Research Service, Department of Agriculture - 1982
Persistent link: https://www.econbiz.de/10010922257
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