On the Convergence of the Gaver--Stehfest Algorithm

From MaRDI portal
Publication:5397601

DOI10.1137/13091974XzbMath1461.65258arXiv1305.0715MaRDI QIDQ5397601

Alexey Kuznetsov

Publication date: 24 February 2014

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1305.0715




Related Items (21)

Asynchronous time-parallel method based on Laplace transformThe numerical algorithms of infinite integrals involving products of Bessel functions of arbitrary orderOn a class of dependent Sparre Andersen risk models and a bailout applicationComputing the survival probability in the Madan–Unal credit risk model: application to the CDS marketA Bayesian motivated Laplace inversion for multivariate probability distributionsQuality assurance of Gaver’s formula for multi-precision Laplace transform inversion in real caseGeometric step options and Lévy models: duality, pides, and semi-analytical pricingMultilayer heat equations: application to financeIntra‐Horizon expected shortfall and risk structure in models with jumpsGeneralized exponential basis for efficient solving of homogeneous diffusion free boundary problems: Russian option pricingUnnamed ItemDynamic Problem of Fractional Thermoelasticity in Bounded Cylindrical Domain with Relaxation TimeUnnamed ItemThe Leland-Toft optimal capital structure model under Poisson observationsParisian options with jumps: a maturity–excursion randomization approachTransient response of a thermo-diffusive elastic thick circular plate with variable conductivity and diffusivityA Laplace transform inversion method for probability distribution functionsModelling the dynamic response of a micro-cantilever excited at its base by an arbitrary thermal input using Laplace transformationParisian ruin with a threshold dividend strategy under the dual Lévy risk modelMagneto-electro-elastic analysis of a strip containing multiple embedded and edge cracks under transient loadingTwo-dimensional generalized thermoelastic diffusion in a half-space under axisymmetric distributions




This page was built for publication: On the Convergence of the Gaver--Stehfest Algorithm