A Two-dimensional, Two-sided Euler Inversion Algorithm with Computable Error Bounds and its Financial Applications

A Two-sided Laplace Inversion Algorithm with Computable Error Bounds and Its Applications in Financial Engineering

Transform-based algorithms have wide applications in applied probability, but rarely provide computable error bounds to guarantee the accuracy. We propose an inversion algorithm for two-sidedLaplace transformswith computable error bounds. The algorithm involves a discretization parameter C and a truncation parameter N . By choosing C and N using the error bounds, the algorithm can achieve any d...

Electronic Companion A Two-Sided Laplace Inversion Algorithm with Computable Error Bounds and Its Applications in Financial Engineering

where the second equality holds because of the change of measure with dP̃ dP |Ft = e Xt−rt. Because St has a continuous distribution under both P and P̃ , then f1(k) and f2(k) are in C. Besides, P̃ ( St ≥ e−k ) and P ( St ≥ e−k ) are both increasing in k. Therefore, applying Lemma 3.1 yields that both f1(k) and f2(k) satisfy Assumption 1. Note that for any σ ∈ (−1,−σl − 1), ∫ +∞ −∞ ef2(k)dk =e −rt...

transference of imagery: a comparative formalistic study of shakespeares hamlet and its two persian translations

هدف از این تحقیق بررسی انتقال صور خیال هملت در دو ترجمه ی فارسی آن از نظر فرمالیستی بود. برای بدست آوردن داده-های مورد نیاز، 130 نمونه استعاره، مجاز، ایهام، کنایه و پارادوکس در متن اصلی مشخص شده و سپس بر اساس مدل نیومارک (1998) برای ترجمه ی استعاره یا بطور کلی زبان مجاز با معادل های فارسی شان مقایسه گردیدند. این تحقیق بر آن بود تا روش های استفاده شده برای ترجمه هر کدام از انواع زبان مجاز ذکر شد...

The Standard Two-Sided Power Distribution and its Properties: With Applications in Financial Engineering

This article discusses a family of distributions which would seem not to receive proper attention in the literature. The twoparameter distribution is introduced with an application in the financial engineering domain. Special cases of this family include the triangular distribution, the standard power function distribution, and the uniform distribution. Properties of the distribution are invest...

One - sided Versus Two - sided Error in