Essays about: "Laplace transform inversion"

Found 2 essays containing the words Laplace transform inversion.

1. 1. Semi-Markov processes for calculating the safety of autonomous vehicles

   University essay from KTH/Matematisk statistik

   Author : Stefan Kaalen; [2019]
   Keywords : Semi-Markov process; functional safety; autonomous vehicle; hazardous event; Stieltjes convolution; reliability; Laplace-Stieltjes transform; Euler algorithm; Talbot algorithm; Semi-Markov process; funktionell säkerhet; autonoma fordon; farlig situation; Stieltjes faltning; funktionssäkerhet; Laplace-Stieltjes transform; Eulers algoritm; Talbots algoritm;

   Abstract : Several manufacturers of road vehicles today are working on developing autonomous vehicles. One subject that is often up for discussion when it comes to integrating autonomous road vehicles into the infrastructure is the safety aspect. There is in the context no common view of how safety should be quantified. READ MORE

3. 2. Pricing of exotic options under the Kou model by using the Laplace transform

   University essay from Tillämpad matematik och fysik (MPE-lab)

   Author : Gayk Dzharayan; Elena Voronova; [2011]
   Keywords : Financial Mathematics; Double exponential jump-diusion model; Kou model; Laplace transform; Laplace transform inversion; two-dimensional Euler algorithm; two-asset correlation options.;

   Abstract : In this thesis we present the Laplace transform method of option pricing and it's realization, also compare it with another methods. We consider vanilla and exotic options, but more attention we pay to the two-asset correlation options. READ MORE