Abstract: The Laplace transform is one of an array of integral transforms gathered under the topic of operational mathematics. Laplace transform and the Fourier transform are the two integral ...
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We derive the asymptotic distribution of the parameters of the Berry et al. (1995, BLP) model in a many markets setting which takes into account simulation noise under the assumption of overlapping ...
Max Planck Institute of Biophysics, Max-von-Laue-Str. 3, 60438 Frankfurt am Main, Germany Department of Physics, Goethe University Frankfurt, Max-von-Laue-Str. 1, 60438 Frankfurt am Main, Germany ...
ABSTRACT: In this paper, we present a new approach for solving boundary value problem in partial differential equation arising in financial market by means of the Laplace transform. The result shows ...
ABSTRACT: Carbon Dioxide (CO2) storage and sequestration in unconventional shale resources has been attracting interest since last couple of years due to the very unique characteristics of such ...