Generalized Integral Transforms in Mathematical Finance

DOI10.1142/12147zbMath1492.91007OpenAlexW3174748371MaRDI QIDQ5164298

Andrey Itkin, Dmitry Muravey, Alexander Lipton-Lifschitz

Publication date: 10 November 2021

Full work available at URL: https://doi.org/10.1142/12147

zbMATH Keywords

integral transformsintegral equationscredit riskcommoditiesequitiesFXfixed incomeone-factor financial models

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) General theory of stochastic processes (60G07) Financial applications of other theories (91G80) Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20) Dependence of solutions to PDEs on initial and/or boundary data and/or on parameters of PDEs (35B30) Laplace transform (44A10) Integral transforms of special functions (44A20) Integral operators (45P05) Credit risk (91G40) Inverse problems for integral equations (45Q05) General integral transforms (44A05) Financial markets (91G15)

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