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Characteristic function
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#	Item
71	Introduction Pricing of swaption Hedging of swaption Numerical results Hedging of swaptions in a L´evy driven Heath-Jarrow-Morton framework Kathrin Glau, Nele Vandaele, Mich`ele Vanmaele Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-15 11:01:21 Fixed income analysis Options Heath–Jarrow–Morton framework Investment Swaption Characteristic function Forward contract Financial economics Mathematical finance Finance
72	Pricing Options on Variance in Affine Stochastic Volatility Models Johannes Muhle-Karbe Joint work with Jan Kallsen and Moritz Voß 6th World Congress of the Bachelier Finance Society Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-18 18:54:11 Stochastic processes Options Technical analysis Volatility Stochastic volatility Wiener process Characteristic function Statistics Mathematical finance Probability theory
73	Electronic Journal of Differential Equations, Vol[removed]), No. 101, pp. 1–13. ISSN: [removed]URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu ftp ejde.math.txstate.edu (login: ftp) THE CRITICAL CASE Add to Reading List Source URL: ejde.math.txstate.edu Language: English - Date: 2004-08-23 01:00:00 Wave equation Characteristic function Spectral theory Spectral theory of ordinary differential equations Symbol Mathematical analysis Calculus Operator theory
74	Internat. J. Math. & Math. Sci. VOL. Ii NO[removed] 365 A GENERALIZATION OF THE GLOBAL LIMIT Add to Reading List Source URL: www.kurims.kyoto-u.ac.jp Language: English - Date: 2010-03-26 17:53:56 Joseph Fourier Probability theory Dominated convergence theorem Central limit theorem Helly–Bray theorem Fourier transform Monotone convergence theorem Characteristic function Continuous function Mathematical analysis Mathematics Fourier analysis
75	3 LEVEL SET TECHNIQUES FOR STRUCTURAL INVERSION IN MEDICAL IMAGING Oliver Dorn Universidad Carlos III de Madrid, Espa˜na Add to Reading List Source URL: www.maths.manchester.ac.uk Language: English - Date: 2009-05-28 12:41:33 Dirac delta function Measure theory Characteristic function Trigonometric functions Radon transform Mathematical analysis Fourier analysis Digital signal processing
76	Pricing Bermudan options in L´evy process models Liming Feng1 1 Dept. of Industrial & Enterprise Systems Engineering University of Illinois at Urbana-Champaign Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-21 10:57:30 Fourier transform Fourier series Convolution theorem Characteristic function Convolution Mathematical analysis Fourier analysis Joseph Fourier
77	RIMS Kˆ okyˆ uroku Bessatsu B19 (2010), 221–247 On L-functions over function fields: Add to Reading List Source URL: www.kurims.kyoto-u.ac.jp Language: English - Date: 2010-06-05 19:31:10 Dirichlet L-function Symbol Arithmetic function Characteristic function Spectral theory of ordinary differential equations Μ operator Mathematical analysis Dirichlet character Mathematics
78	Electron. Commun. Probab[removed]), no. 26, 1–12. DOI: [removed]ECP.v19-3354 ISSN: 1083-589X ELECTRONIC COMMUNICATIONS Add to Reading List Source URL: www.kurims.kyoto-u.ac.jp Language: English - Date: 2014-11-30 06:52:30 Central limit theorem Cumulant Normal distribution Convolution Moment Wigner semicircle distribution Infinite divisibility Characteristic function Kurtosis Mathematical analysis Statistics Probability theory
79	TWO EXTENSIONS TO FORWARD START OPTIONS VALUATION João Pedro Vidal Nunes (ISCTE-IUL Business School, Lisbon) and Tiago Ramalho Viegas Alcaria (Commerzbank AG, Frankfurt) Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-18 18:47:02 Stochastic processes Options Statistics Black–Scholes Equations Stock market Characteristic function Fourier transform Mathematical analysis Financial economics Mathematical finance
80	MIT EECS[removed]FALL[removed]PROBLEM SET 1 (due Sept. 16, 2009) Problem 1.1 This assignment checks your ability to write down a matrix representation of a linear function Add to Reading List Source URL: web.mit.edu Language: English - Date: 2009-09-10 03:05:24 Abstract algebra Matrix theory Matrices Eigenvalues and eigenvectors Singular value decomposition Polynomial Matrix Characteristic polynomial Vector space Algebra Mathematics Linear algebra

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