Electronic Companion Option Pricing under a Mixed-exponential Jump Diffusion Model Ning Cai and S. G. Kou HKUST and Columbia University A

Source URL: www.rmi.nus.edu.sg

• Ordinary differential equations
• Linear differential equation
• Lambert W function
• Normal distribution
• Bessel function
• Heat equation

RATIONAL PERIOD FUNCTIONS FOR P SL(2, Z) YJ. Choie and D. Zagier A rational period function (RPF) of weight 2k (k ≥ 0) for P SL(2, Z) is a rational function q(z) satisfying the two identities

Source URL: people.mpim-bonn.mpg.de

• Riemann surfaces
• Continued fractions
• Lie groups
• Constructible universe
• Mbius transformation
• Bessel function
• Differential forms on a Riemann surface

Elementary Aspects of the Verlinde Formula and of the Harder-Narasimhan-Atiyah-Bott Formula Don Zagier

Source URL: people.mpim-bonn.mpg.de

• Mathematical analysis
• Mathematics
• Analysis
• Orthogonal polynomials
• Integer sequences
• Polynomials
• Approximation theory
• Chebyshev polynomials
• Generating function
• Bessel function
• Bernoulli number
• Binomial coefficient

A MODIFIED BERNOULLI NUMBER D. Zagier The classical Bernoulli numbers Bn , defined by the generating function ∞

Source URL: people.mpim-bonn.mpg.de

• Mathematical analysis
• Mathematics
• Number theory
• Integer sequences
• Meromorphic functions
• Combinatorics
• Polynomials
• Bernoulli polynomials
• Bernoulli number
• Riemann zeta function
• Bessel function
• Transcendental number

NUMERICAL APPROXIMATION OF THE MASSER-GRAMAIN CONSTANT TO FOUR DECIMAL DIGITS: δ = GUILLAUME MELQUIOND AND W. GEORG NOWAK AND PAUL ZIMMERMANN Abstract. We prove that the constant δ studied by Masser, Gramain,

Source URL: www.lri.fr

• Fourier analysis
• Complex analysis
• Mathematical series
• Symbol
• Exponentiation
• Bessel function
• Pi
• Fourier transform
• Limit of a function
• Singular integral operators of convolution type
• Dirac delta function

Barbara Margolius* (), OH. In defense of the much maligned Bessel function formula for transition probabilities for the single server queue. The single server queue with Poisson arriva

Source URL: jointmathematicsmeetings.org

NumGfun: a Package for Numerical and Analytic Computation with D-finite Functions Marc Mezzarobba Algorithms Project-Team, INRIA Paris-Rocquencourt, France

Source URL: www.marc.mezzarobba.net

• Mathematics
• Mathematical analysis
• Combinatorics
• Factorial
• Hypergeometric function
• Recurrence relation
• Exponentiation
• Generating function
• Bessel function
• Logarithm
• Analytic combinatorics
• Equation solving

The Flux-Across-Surfaces Theorem for Short Range Potentials and Wave Functions without Energy Cutos S. Teufel, D. Durr, K. Munch-Berndl Mathematisches Institut der Universitat Munchen, Theresienstrae 39, 80333 Mun

Source URL: www.mathematik.uni-muenchen.de

• Operator theory
• Mathematical analysis
• Mathematics
• Bessel function
• Spectral theory of ordinary differential equations

On the condition number of the critically-scaled Laguerre Unitary Ensemble Percy Deift∗ , Govind Menon† and Thomas Trogdon∗,0 ∗ Courant Institute of Mathematical Sciences

Source URL: www.dam.brown.edu

• Probability distributions
• Matrix theory
• Orthogonal polynomials
• Linear algebra
• Bessel function
• Fourier analysis
• Laguerre polynomials
• Positive-definite matrix
• Eigenvalues and eigenvectors
• Normal distribution
• Constructible universe
• Relationships among probability distributions

Microsoft Word - E020tr.doc

Source URL: www.17centurymaths.com

• Summation
• Ordinary differential equations
• Integral calculus
• Cesàro summation
• Bessel function
• Mathematics
• Differential equation
• Expected value