Search Results - subject:"integral transforms"

A brief survey on the choice of parameters for : “Kernel density estimation for time series data”

Semeyutin, Artur; O’Neill, Robert - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-20

Persistent link: https://www.econbiz.de/10012204307

INTEGRAL TRANSFORMS WITH THE HOMOTOPY PERTURBATION METHOD AND SOME APPLICATIONS

Kamdem, Jules Sadefo - HAL - 2011

This paper applies He's homotopy perturbation method to compute a large variety of integral transforms. As illustration …

Persistent link: https://www.econbiz.de/10008876659

Distribution Choice for the Asymmetric ACD Models

Bien-Barkowska, Katarzyna - In: Dynamic Econometric Models 11 (2011), pp. 55-72

application of the probability integral transforms proposed by Diebold, Gunther and Tay (1998). Moreover, I present an exemplary …

Persistent link: https://www.econbiz.de/10010754068

Alternative solutions of the black-sholes equation

Albiol, Hortensia Fontanals; Lacayo, Ramon; Vives, Josep - Facultat d'Economia i Empresa, Universitat de Barcelona - 1999

In the mathematical treatment of financial derivatives, and specially that of options, the defining stochastic differential equation coupled with the arbitrage-free pricing condition leads to a deterministic partial differential equation. The solution of this equation under appropriate boundary...

Persistent link: https://www.econbiz.de/10005120756

Replenishment-Depletion Urn in Equilibrium

Shenton, L.R.; Bowman, K.O. - In: Annals of the Institute of Statistical Mathematics 49 (1997) 4, pp. 749-760

Persistent link: https://www.econbiz.de/10005616200

Moment solution to an urn model

Shenton, L.; Bowman, K. - In: Annals of the Institute of Statistical Mathematics 48 (1996) 1, pp. 169-184

Persistent link: https://www.econbiz.de/10005616174