A procedure is presented for obtaining rational approximations of the inverse Laplace transform. The procedure utilizes a series expansion, in powers of the transform parameter, used in conjunction ...

Functional values of a function f are determined from the values F(s) of its Laplace transform at discrete points of s. Evaluation of F(s) at points given by s = (β + 1 + k)δ, k = 0, 1, ⋯, determine ...

Most contracts of barrier and lookback options specify discrete monitoring policies. However, unlike their continuous counterparts, discrete barrier and lookback options essentially have no analytical ...