يعرض 1 - 20 نتائج من 20 نتيجة بحث عن '"Transformadas Integrales"', وقت الاستعلام: 0.43s تنقيح النتائج
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    Academic Journal

    المساهمون: Université de Sfax. Túnez

    وصف الملف: 12 p.; application/pdf

    Relation: http://hdl.handle.net/10662/9840; Ammar, A., Jeribi, A., Mahfoudhi, K. (2019). Browder essential approximate pseudospectrum and defect pseudospectrum on a Banach space. Extracta Mathematicae 34 (1), 29-40. E-ISSN 2605-5686; Extracta Mathematicae; 29; 40; 34

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    Academic Journal

    المؤلفون: León Nieto, Diego Ismael

    مصطلحات موضوعية: opciones, valoración, transformadas integrales

    Relation: Núm. 10 , Año 2016 : Enero-Junio; 156; 10; 117; Odeon; AitSahlia, F. y Lai, T. L. (1997). Valuation of discrete barrier and hindsight options. Journal of Financial Engineering, 6 (2), 169-177.; Babbs, S. (2000). Binomial valuation of lookback options. Journal of Economic Dynamics and Control, 24 (11), 1499-1525.; Beckers, S. (1980). The constant elasticity of variance model and its implications for option pricing. The Journal of Finance, 35 (3), 661-673.; Black, F. y Scholes, M. (1973). The pricing of options and corporate liabilities. The journal of political economy, 637-654.; Borovkov, K. y Novikov, A. (2002). On a new approach to calculating expectations for option pricing. Journal of Applied Probability, 39 (4), 889-895.; Boyle, P. P. (1999). Pricing lookback and barrier options under the CEV process. Journal of financial and quantitative analysis, 34 (02), 241-264.; Broadie, M., Glasserman, P. y Kou, S. G. (1999). Connecting discrete and continuous path-dependent options. Finance and Stochastics, 3 (1), 55-82.; Brychkov, Y. A., Glaeske, H. J., Prudnikov, A. P. y Tuan, V. K. (1992). Multidimensional Integral Transformations. Gordon and Breach Science Publishers.; Cahen, E. (1894). Sur la fonction ζ(s) de Riemann et sur des functions analogues, In Annales scientifiques de l’École Normale Supérieure (vol. 11, pp. 75-164). Société mathématique de France.; Cai, N. y Kou, S. G. (2011). Option pricing under a mixed-exponential jump diffusion model. Management Science, 57 (11), 2067-2081.; Chandra, S. R. y Mukherjee, D. (2016). Barrier Option Under Lévy Model: A PIDE and Mellin Transform Approach. Mathematics, 4 (1), 2.; Chandra, S. R., Mukherjee, D. y SenGupta, I. (2014). Mellin Transform Approach for Pricing of Lookback Option Under Levy Process with Minimal Martingale Measure. Available at SSRN 2232509.; Conze, A. y R. Vishwanathan (1991). Path-dependent options: The case of Look- back options. Journal Finance, 46, 1893-1907.; Debnath, L. y Bhatta, D. (2014). Integral Transforms and Their Applications (2 ed.). Chapman and Hall/CRC Press.; Dewynne, J. N. y Shaw, W. T. (2008). Differential equations and asymptotic solutions for arithmetic Asian options: ‘Black–Scholes formulae’ for Asian rate calls. European Journal of Applied Mathematics, 19 (04), 353-391.; Elshegmani, Z. A. y Ahmed, R. R. (2011). Analytical solution for an arithmetic Asian option using Mellin transforms. International Journal of Mathematical Analysis, 5 (25-28), 1259-1265.; Elshegmani, Z. A., Ahmad, R. R. y Zakaria, R. H. (2011). New pricing formula for arithmetic Asian options using PDE approach. Appl. Math. Sci., Ruse, 5 (77-80), 3801-3809.; Eltayeb, H. y Kilicman, A. (2007). A note on Mellin transform and partial differential equations. International Journal of Pure and Applied Mathematics, 34 (4), 457.; Fabozzi, F. J. (ed.) (2008). Handbook of Finance, Financial Markets and Instruments (vol. 1). John Wiley & Sons.; Forsyth, P. A., Vetzal, K. R. y Zvan, R. (1999). A finite element approach to the pricing of discrete lookbacks with stochastic volatility. Applied Mathematical Finance, 6 (2), 87-106.; Frontczak, R. (2013). Pricing options in jump diffusion models using Mellin transforms. Journal of Mathematical Finance, 3 (03), 366.; Frontczak, R. y Schöbel, R. (2010). On modified Mellin transforms, Gauss–Laguerre quadrature, and the valuation of American call options. Journal of computational and applied mathematics, 234 (5), 1559-1571.; Frontczak, R. y Schöbel, R. (2008). Pricing American options with Mellin transforms (No. 319). Tübinger Diskussionsbeitrag.; Geman, H. y Yor, M. (1993). Bessel Processes, Asian Options, and Perpetuities. Mathematical Finance, 3 (4), 349-375.; Goldman, M. B., Sosin, H. B. y Gatto, M. A. (1979). Path dependent options: “Buy at the low, sell at the high”. The Journal of Finance, 34 (5), 1111-1127.; Goldman, M. B., Sosin, H. B. y Shepp, L. A. (1979). On contingent claims that insure expost optimal stock market timing. The Journal of Finance, 34 (2), 401-413.; Heynen, R. C. y Kat, H. M. (1995). Lookback options with discrete and partial monitoring of the underlying price. Applied Mathematical Finance, 2 (4), 273-284.; Hull, J. C. y White, A. D. (1993). Efficient procedures for valuing European and American path-dependent options. The Journal of Derivatives, 1 (1), 21-31.; Kou, S. G. y Wang, H. (2004). Option pricing under a double exponential jump diffusion model. Management science, 50 (9), 1178-1192.; Kou, S. G. (2002). A jump-diffusion model for option pricing. Management Science, 48 (8), 1086-1101.; Krapivsky, P. L. y Ben-Naim, E. (1994). Scaling and multiscaling in models of fragmentation. Physical Review E, 50 (5), 3502.; Linetsky, V. (2004). Lookback options and diffusion hitting times: A spectral expansion approach. Finance and Stochastics, 8 (3), 373-398.; Mellin, H. (1896). Über die fundamentale Wichtigkeit des Satzes von Cauchy für die Theorien der Gamma-und der hypergeometrischen Functionen (vol. 21). ex officina typographica Societatis litterariae fennicae.; Mellin, H. J. (1902). Über den Zusammenhang zwischen den linearen Differential-und Differenzengleichungen. Acta Mathematica, 25 (1), 139-164.; Merton, R. C. (1976). Option pricing when underlying stock returns are discontinuous. Journal of financial economics, 3 (1-2), 125-144.; Ohgren, A. (2001). A remark on the pricing of discrete lookback options. Journal of computational finance, 4 (3), 141-147.; Panini, R. y Srivastav, R. P. (2004). Option pricing with Mellin transnforms. Mathematical and Computer Modelling, 40 (1), 43-56.; Panini, R. y Srivastav, R. P. (2005). Pricing perpetual options using Mellin transforms. Applied Mathematics Letters, 18 (4), 471-474.; Petrella, G. y Kou, S. (2004). Numerical pricing of discrete barrier and lookback options via Laplace transforms. Journal of Computational Finance, 8, 1-38.; Riemann, B. (1859). Ueber die Anzahl der Primzahlen unter einer gegebenen Grosse. Ges. Math. Werke und Wissenschaftlicher Nachlaß, 2, 145-155.; Rogers, L. C. G. y Shi, Z. (1995). The value of an Asian option. Journal of Applied Probability, 1077-1088.; SenGupta, I. (2014). Pricing Asian options in financial markets using Mellin transforms. Electronic Journal of Differential Equations, 2014 (234), 1-9.; Spitzer, F. (1956). A combinatorial lemma and its application to probability theory. Transactions of the American Mathematical Society, 82 (2), 323-339.; Tse, W. M., Li, L. K. y Ng, K. W. (2001). Pricing discrete barrier and hindsight options with the tridiagonal probability algorithm. Management Science, 47 (3), 383-393.; Venegas Martínez, F., (2008). Riesgos financieros y económicos / Financial and Economical Risks: productos derivados y decisiones económicas bajo incertidumbre. Cengage Learning Editores.; Wilmott, P., Dewynne, J. y Howison, S. (1993). Option pricing: mathematical models and computation, Oxford Financial Press.; Wilmott, P., Howison, S. y Dewynne, J. (1995). The mathematics of financial derivatives: a student introduction. Cambridge: Cambridge University Press.; Zhang, J. E. (2000). Theory of Continously-sampled Asian Option Pricing (No. 140). City University of Hong Kong, Faculty of Business, Department of Economics and Finance.; https://bdigital.uexternado.edu.co/handle/001/7570; https://doi.org/10.18601/17941113.n10.06

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    Academic Journal
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    المؤلفون: Aguilar Hernández, Tanausú

    المساهمون: Méndez Pérez, José Manuel

    المصدر: RIULL. Repositorio Institucional de la Universidad de La Laguna
    Universidad de La Laguna (ULL)

    مصطلحات موضوعية: Transformadas Integrales

    وصف الملف: application/pdf

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    Dissertation/ Thesis

    المؤلفون: González Fariña, Raquel

    المساهمون: Rodríguez Mesa, Lourdes

    مصطلحات موضوعية: Transformadas Integrales

    وصف الملف: application/pdf

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    المؤلفون: Neira Jiménez, Carolina

    المصدر: Séneca: repositorio Uniandes
    Universidad de los Andes
    instacron:Universidad de los Andes

    وصف الملف: 81 hojas; application/pdf

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    Academic Journal
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    Academic Journal

    المؤلفون: Stempak, Krzysztof

    المصدر: Extracta mathematicae, ISSN 0213-8743, Vol. 12, Nº 1, 1997, pags. 33-40

    وصف الملف: application/pdf

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    Academic Journal
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    Academic Journal

    المؤلفون: Yakubovich, Semen B.

    المصدر: Extracta mathematicae, ISSN 0213-8743, Vol. 8, Nº 2-3, 1993 (Ejemplar dedicado a: Keynes), pags. 162-164

    مصطلحات موضوعية: Transformadas integrales, Operadores de Fock, Kernel

    وصف الملف: application/pdf

    Relation: https://dialnet.unirioja.es/servlet/oaiart?codigo=118404; (Revista) ISSN 0213-8743

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    Academic Journal
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    Academic Journal
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    Academic Journal
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    Academic Journal

    المصدر: Extracta mathematicae, ISSN 0213-8743, Vol. 4, Nº 2, 1989, pags. 96-98

    وصف الملف: application/pdf

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    Academic Journal

    المصدر: Extracta mathematicae, ISSN 0213-8743, Vol. 3, Nº 2, 1988, pags. 55-57

    وصف الملف: application/pdf

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    Electronic Resource