Series XI: Convolution Transform, 1988-2004, inclusive
Pestana & Mendonça, Higher-Order Monotone Functions and Probability Theory, Undated
box: 7, folder: 90 (Material Type: Text)
Extent
60 Linear Feet
Intuition on Convolution Equations, 2004
box: 7, folder: 91 (Material Type: Text)
Extent
60 Linear Feet
PDEs for Jump Diffusions, 2000-2004, inclusive
box: 8, folder: 1 (Material Type: Text)
Extent
60 Linear Feet
Csordas & Varga, Integral Transforms and the Laguerre-Polya Class, 1989
box: 8, folder: 2 (Material Type: Text)
Extent
60 Linear Feet
Convolution Transform Notes, Undated
box: 8, folder: 3 (Material Type: Text)
Extent
60 Linear Feet
Cardon, D.A.; Convolution Operators and Zeros of Entire Functions, 2001-10-17
box: 8, folder: 4 (Material Type: Text)
Extent
60 Linear Feet
Carr & Mayo, On the Numerical Evaluation of Option Prices in Jump Diffusion Processes, Undated
box: 8, folder: 5 (Material Type: Text)
Extent
60 Linear Feet
Madan, D.B.; Approximating Levy Processes, 2004-12-16
box: 8, folder: 6 (Material Type: Text)
Extent
60 Linear Feet
Anita Mayo, Undated
box: 8, folder: 7 (Material Type: Text)
Extent
60 Linear Feet
Using Convolution Transforms to Create Enhanced Delta Hedge, Undated
box: 8, folder: 8 (Material Type: Text)
Extent
60 Linear Feet
Baumer, B.; On the Inversion of the Convolution and Laplace Transform, Undated
box: 8, folder: 9 (Material Type: Text)
Extent
60 Linear Feet
Zayed & Haimo, Inversion of an Integral Transform Related to a General Form of Heat Equation, 1988
box: 8, folder: 10 (Material Type: Text)
Extent
60 Linear Feet
Zayed & Haimo, Inversion of Integral Transforms Associated with a Class of Perturbed Heat Equations, 1992
box: 8, folder: 11 (Material Type: Text)
Extent
60 Linear Feet
Dulilip's Result for Local Levy Processes, Undated
box: 8, folder: 12 (Material Type: Text)
Extent
60 Linear Feet
The Convolution Transform, Undated
box: 8, folder: 13 (Material Type: Text)
Extent
60 Linear Feet
Anita Mayo Notes, Undated
box: 8, folder: 14 (Material Type: Text)
Extent
60 Linear Feet
Solving for Static Hedges Using Convolution Transforms, 2004-07-16
box: 8, folder: 15 (Material Type: Text)
Dewy Integral in PIDE Implicitly Using Convolution Transforms, Undated
box: 8, folder: 16 (Material Type: Text)
Briani, La Chioma & Natalini; Convergence of Numerical Schemes for Viscosity Solutions to Integro-Differential Degenerate Parabolic Problems Arising in Financial Theory, Undated
box: 8, folder: 17 (Material Type: Text)
Carr, Geman, Madan & Yor; From Local Volatility to Local Levy Models, 2004-02
box: 8, folder: 18 (Material Type: Text)
Carr & Mayo, On the Numerical Evaluation of Option Prices in Jump Diffusion Processes, Undated
box: 8, folder: 19 (Material Type: Text)
Kou & Wang, First Passage Times of a Jump Diffusion Process, Advances in Applied Probability, 2003
box: 8, folder: 20 (Material Type: Text)
Kou, S.; A Jump-Diffusion Model for Option Pricing, 2002
box: 8, folder: 21 (Material Type: Text)
Kou & Wang, Option Pricing Under a Double Exponential Jump Diffusion Model, Columbia, 2001
box: 8, folder: 22 (Material Type: Text)
Mayo, Anita; Notes on Reducing the Solution of PIDEs in Exponential Jump Diffusion Models to the Solution of ODEs, Undated
box: 8, folder: 23 (Material Type: Text)
Papapantoleon & Senge, Option Pricing in a Jump Diffusion Model with Double Exponential Jumps, 2002-06-06
box: 8, folder: 24 (Material Type: Text)
Pensky & Vidakovic, Adaptive Wavelet Estimator for Nonparametric Density Deconvolution, Annals of Statistics, 1999
box: 8, folder: 25 (Material Type: Text)
Pinkus, A.; Spectral Properties of Totally Positive Kernels and Matrices, 1995
box: 8, folder: 26 (Material Type: Text)
Schoenberg, I.; On Totally Positive Functions, Laplace Integrals and Entire Functions of the Laguerre-Polya-Schur Type; Mathematics 1947, Undated
box: 8, folder: 27 (Material Type: Text)
Zayed, Ch. 17: The Convolution Transform, Undated
box: 8, frame: 28 (Material Type: Text)
