We develop efficient fast Fourier transform algorithms for pricing and hedging discretely sampled variance products and volatility derivatives under additive processes (time-inhomogeneous Lévy ...
Several bounds on the solutions and the pressure are obtained for regular solutions to the Navier-Stokes equations in two and three dimensions on the whole space. More precisely, we obtain L1 ...
Fourier analysis provides a powerful framework for decomposing functions into sums or integrals of sinusoidal components, thereby enabling the study of frequency content in signals. In tandem, ...
Results that may be inaccessible to you are currently showing.
Hide inaccessible results
Feedback