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05/18/2023
Efficient inverse Z-transform: sufficient conditions
We derive several sets of sufficient conditions for applicability of the...
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09/25/2022
Efficient evaluation of expectations of functions of a stable Lévy process and its extremum
Integral representations for expectations of functions of a stable Lévy ...
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07/06/2022
Efficient inverse Z-transform and pricing barrier and lookback options with discrete monitoring
We prove simple general formulas for expectations of functions of a rand...
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09/17/2021
