A solution for the Mellin transform
The Mellin Transform Method as an Alternative Analytic Solution for the Valuation of Geometric Asian Option
... the Mellin transform method as an alternative analytic solution for the valuation of geometric Asian ...analytical solution of the Black-Scholes partial differential equation for Asian option ...
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An application of Generalized Fourier-Finite Mellin Transform
... integral transform method [2]. The Fourier integral transform is well known for finding the probability densities for sums and differences of random ...of Mellin Integral transform is to ...
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Role of Bi-Lateral Laplace- Mellin Transform In Engineering
... In sectionI st we introduce the Bi-Lateral Laplace transform and Mellin transform. In section II nd we show therelation between transforms. In section III rd we discuss the general properties of ...
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A Mellin transform method for solving fuzzy differential equations
... the solution of the nonlinear Hammerstein fuzzy integral equation, and then they proposed the notion of numerical stability of the algorithm with respect to the choice of the first iteration in ...
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Two dimensional fourier –mellin transform of some signals
... Fourier Transform and Mellin Transform are mathematically related with each ...Fourier- Mellin Transform combination is used for scale, rotation and translation ...Fourier-Mellin ...
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Black-Scholes Partial Differential Equation In The Mellin Transform Domain
... Option, Mellin Transform Method, Option —————————— —————————— 1 INTRODUCTION An option is an instrument whose value derives from that of another asset; hence it is called a ...form solution and ...
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Modulation and Parsvals Indentity of Two Dimensional Fractional Fourier-Mellin Transform
... KEYWORDS: Two-Dimensional Fractional Fourier-Mellin Transform, Testing Function Space, Generalized function. I.INTRODUCTION Integral transforms find special applicability within other scientific and ...
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Basket option pricing using Mellin transforms
... the Mellin transform to solve the PDE has only recently been ...the Mellin transform to solve the PDE is distinguishable from convential methods in that; one, the tech- nique requires no ...
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A Fast Mellin and Scale Transform
... this solution presents problems if phase analysis is needed or if the orig- inal signal starts near zero, as in the limiting zero case, the scale-periodicity is not ...
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Solution of Telegraph Equation by Modified of Double Sumudu Transform "Elzaki Transform"
... Fourier, Mellin, and Sumudu [9, ...differential transform method [13-20] and homotopy perturbation [22-25] an ingenious solution to visualizing the Elzaki transform was proposed originally by ...
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Color Fourier-Mellin Descriptors for Image Recognition
... Fourier Transform For Color Images (CFT) Classical Fourier transforms (Bracewell, 1986; Bornard et ...immediate solution is to compute three Fourier transforms independently on each channel of the color ...
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Introduction of extended finite mellin transform
... Integral transforms facilitate the conversion of complicated algebraic equations into simple and easily solvable expressions. In contrast to Fourier and Laplace transformations that were introduced to solve physical ...
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CONVOLUTION THEOREM FOR TWO DIMENSIONAL FRACTIONAL MELLIN TRANSFORM
... fractional Mellin transform is a generalization of the Mellin ...fractional Mellin transform (FRMT) which is extended to the distribution of compact ...
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REPRESENTATION THEOREM FOR THE DISTRIBUTIONAL FOURIER-FINITE MELLIN TRANSFORM
... integral transform is the Fourier and Mellin ...Finite Mellin transforms being used may differ from application to ...Finite mellin Transform has found numerous applications in various ...
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Valuation of European Call Options via the Fast Fourier Transform and the Improved Mellin Transform
... The Mellin transform has the ability to reduce complicated functions by realization of its many ...Laplace transform and the Fourier ...Fourier transform for the valuation of European call ...
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Analytical Structure of Distributional Two Dimensional Fourier-Mellin Transform
... Fourier-Mellin transform is that it is invariant in rotation, translation, scale and they have numerous applications in engineering such as new paper currency recognition system, image recognition, signal ...
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Mellin Transform Based Performance Analysis of Fast Frequency Hopping Using Product Combining
... Product combining constitutes an efficient yet low-complexity scheme that may be employed in FFH-MFSK receiver to combat the detrimental effects of interference or jamming. We propose a novel approach to the analysis of ...
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A Hybrid Approach Based on Fourier-Mellin Transform for Copy-Move Forgery Detection Using Sift
... test image into semantically independent patches prior to key point extraction. As a result, the copy-move regions can be detected by matching between these patches. The matching process consists of two stages. In the ...
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Mellin Transform Method for the Valuation of the American Power Put Option with Non Dividend and Dividend Yields
... the Mellin transform method for the valuation of the American power put option with non-dividend and dividend yields, ...the Mellin transform method to derive the integral representations for ...
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Solution of EPD by Fourier Transform Method
... b Mathematics Department, Multimedia University of Kenya, P.O. Box 15653-00503, Nairobi, Kenya c Mathematics Department, Kenyatta University of Kenya, P.O. Box 43844-001, Nairobi, Kenya Abstract—We solve the ...
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