Abstract: In 2004, Clackdoyle and Noo published a class of inversion formulas for the 2D Radon transform which depends on the known radius of support of the unknown function. In this work, we extend ...
Abstract: We describe a relation between the scattering relation, the Hilbert transform in frequency space, and the geodesic ray transform for simple, two-dimensional compact Riemannian manifolds with ...
ABSTRACT: The SABR stochastic volatility model with β-volatility β ? (0,1) and an absorbing barrier in zero imposed to the forward prices/rates stochastic process is studied. The presence of (possibly ...
ABSTRACT: An explicit formula for the transition probability density function of the Hull and White stochastic volatility model in presence of nonzero correlation between the stochastic differentials ...