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: In the paper, new discrete inversion formulas suitable for the design of lead and lag discrete compensators in the frequency domain are presented. These formulas can be very useful for ...

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: A multiscale SABR model that describes the dynamics of forward prices/rates is presented. New closed form formulae for the transition probability density functions of the normal and ...