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Polynomial expansion of basis sets: Alternatives to fully optimized exponents
(Elsevier Science BvAmsterdamHolanda, 2006)
Exact Gaussian expansions of Slater-type atomic orbitals
(John Wiley & Sons IncHobokenEUA, 2002)
On Riesz transforms and maximal functions in the context of Gaussian harmonic analysis
(American Mathematical Society, 2007-12)
The purpose of this paper is twofold. We introduce a general maximal function on the Gaussian setting which dominates the Ornstein-Uhlenbeck maximal operator and prove its weak type by using a covering lemma which is ...
Analytical Path-Integral Pricing of Deterministic Moving-Barrier Options under Non-Gaussian Distributions
(2020-02-01)
In this work, we present an analytical model, based on the path-integral formalism of statistical mechanics, for pricing options using first-passage time problems involving both fixed and deterministically moving absorbing ...
The exponentiated generalized inverse Gaussian distribution
(ELSEVIER SCIENCE BV, 2011)
The modeling and analysis of lifetime data is an important aspect of statistical work in a wide variety of scientific and technological fields. Good (1953) introduced a probability distribution which is commonly used in ...
Testing option pricing with the Edgeworth expansion
(Elsevier B.V., 2004-12-15)
There is a well-developed framework, the Black-Scholes theory, for the pricing of contracts based on the future prices of certain assets, called options. This theory assumes that the probability distribution of the returns ...
Testing option pricing with the Edgeworth expansion
(Elsevier B.V., 2004-12-15)
There is a well-developed framework, the Black-Scholes theory, for the pricing of contracts based on the future prices of certain assets, called options. This theory assumes that the probability distribution of the returns ...
Testing option pricing with the Edgeworth expansion
(Elsevier B.V., 2014)