Euler summation for fourier series and laplace transform inversion

DOI10.1080/15326349708807429MaRDI QIDQ4340657zbMATH OpenOpenAlexWikidataFDO

Authors Colm Art O'Cinneide

Publication date 3 February 1998

Published in Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326349708807429

zbMATH Keywords

Laplace transformconvergence accelerationFourier seriesEuler summationtransform inversion

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10)

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Cited in

(7)

• Review of numerical methods for NumILPT with computational accuracy assessment for fractional calculus
• On the summation of the Laguerre series by the Euler-Knopp method in the problem of inverting the Laplace transform
• Summation of Fourier series with parameter by Laplace transforms
• Numerical inversion for Laplace transforms of functions with discontinuities
• Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options
• Numerical calculations accuracy comparison of the inverse Laplace transform algorithms for solutions of fractional order differential equations
• Z-Transform and preconditioning techniques for option pricing

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