A Two-Sided Laplace Inversion Algorithm with Computable Error Bounds and its Applications in Financial Engineering (Q3191822): Difference between revisions

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+The Fourier-series method for inverting transforms of probability distributions
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+Application of the Fast Gauss Transform to Option Pricing
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+A Two-Sided Laplace Inversion Algorithm with Computable Error Bounds and its Applications in Financial Engineering
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+Saddlepoint methods for option pricing
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+An extension of the Euler Laplace transform inversion algorithm with applications in option pricing.
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+On multipliers preserving convergence of trigonometric series almost everywhere
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