Search Results - Euler inversion algorithm

A Two-dimensional, Two-sided Euler Inversion Algorithm with Computable Error Bounds and its Financial Applications by Cai, Ning, Shi, Chao

“…In this paper we propose an inversion algorithm with computable error bounds for two-dimensional, two-sided Laplace transforms…”
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A two-dimensional, two-sided Euler inversion algorithm with computable error bounds and its financial applications by Ning Cai, Chao Shi

“…In this paper we propose an inversion algorithm with computable error bounds for two-dimensional, two-sided Laplace transforms…”
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An extension of the Euler Laplace transform inversion algorithm with applications in option pricing by Petrella, G.

“…We show that the Euler algorithm for Laplace transform inversion can be extended to functions defined on the entire real line, if they have specific decay features…”
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Pricing double-barrier options under a flexible jump diffusion model by Cai, Ning, Chen, Nan, Wan, Xiangwei

“…In this paper we present a Laplace transform-based analytical solution for pricing double-barrier options under a flexible hyper-exponential jump diffusion…”
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Computable error bounds of multidimensional Euler inversion and their financial applications by Zeng, Pingping, Shi, Chao

“… This article proposes a multidimensional Euler inversion (MEI) algorithm with computable error bounds…”
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Option Pricing Under a Mixed-Exponential Jump Diffusion Model by Cai, Ning, Kou, S. G.

“…This paper aims to extend the analytical tractability of the Black-Scholes model to alternative models with arbitrary jump size distributions. More precisely,…”
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A Unified Framework for Numerically Inverting Laplace Transforms by Abate, Joseph, Whitt, Ward

“…We introduce and investigate a framework for constructing algorithms to invert Laplace transforms numerically…”
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Finite-difference Euler Deconvolution Algorithm Applied to the Interpretation of Magnetic Data from Northern Bulgaria by Gerovska, Daniela, Stavrev, Petar, Araúzo-Bravo, Marcos J.

“…Here, we propose a new, finite-difference algorithm for Euler deconvolution, based on the Euler's homogeneity equation accounting for a constant background field which allows simultaneous depth and shape estimation…”
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Iterative algorithm for the first passage time distribution in a jump–diffusion model with regime-switching, and its applications by Kim, Jerim, Kim, Bara, Wee, In-Suk

“… The Laplace transform with complex parameters can be inverted by numerical inversion algorithms such as the Euler method…”
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3D Gravity Inversion using Tikhonov Regularization by Toushmalani, Reza, Saibi, Hakim

“… In this paper, the authors present an algorithm for a gravity inversion based on Tikhonov regularization and an automatically regularized solution process…”
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Three-directional analytic signal analysis and interpretation of magnetic gradient tensor by Guo, Can-wen, Xing, Zhe, Wang, Lin-fei, Ma, Yong, Huan, Heng-fei

“…Compared to conventional magnetic data, magnetic gradient tensor data contain more high-frequency signal components, which can better describe the features of…”
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An algorithm for deriving core magnetic field models from the Swarm data set by Rother, Martin, Lesur, Vincent, Schachtschneider, Reyko

“…In view of an optimal exploitation of the Swarm data set, we have prepared and tested software dedicated to the determination of accurate core magnetic field models and of the Euler angles…”
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Full Vector Inversion of Magnetic Microscopy Images Using Euler Deconvolution as Prior Information by Souza‐Junior, Gelson F., Uieda, Leonardo, Trindade, Ricardo I. F., Carmo, Janine, Fu, Roger

“… Here we introduce a fast and semi‐automated algorithm that estimates the position and magnetization of dipolar sources solely based on the magnetic microscopy data…”
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Constrained LMMSE-based object-specific reconstruction in compressive sensing by Tripathy, Soumya Ranjan, Panda, Ganapati, Majhi, Babita

“… The reconstruction algorithms proposed in the compressive sensing literature try to iteratively reconstruct the full image…”
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New improvements for lineaments study of gravity data with improved Euler inversion and phase congruency of the field data by Wang, Jun, Meng, Xiaohong, Li, Fang

“… This paper presents new ways to improve the confidence of structural interpretation by improved Euler inversion and phase congruency of the field data…”
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Three-Dimensional Anisotropic Inversion for Controlled-Source Audio-Frequency Magnetotellurics Using Unstructured Tetrahedral Discretization by Ma, Fengqun, Tan, Handong, Zhu, Depeng, Riahi, Mohamed Kamel, Kong, Wenxin, Wang, Shuya

“…We propose a new 3-D arbitrary anisotropic inversion algorithm for controlled-source audio-frequency magnetotellurics (CSAMTs…”
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Amplitude inversion of the 2D analytic signal of magnetic anomalies through the differential evolution algorithm by Ekinci, Yunus Levent, Özyalın, Şenol, Sındırgı, Petek, Balkaya, Çağlayan, Göktürkler, Gökhan

“…) which is a population-based evolutionary metaheuristic algorithm. Using an elitist strategy, the applicability and effectiveness of the proposed inversion algorithm…”
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Identification methods in nonlinear heat conduction. Part II: inverse problem using a reduced model by Girault, Manuel, Petit, Daniel

“… It is shown, on this example, that the proposed inversion algorithm using a simple Euler implicit scheme in time gives good results with RM, whereas it does not work with DM…”
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Three-Dimensional Anisotropic Inversion for Direct Current Resistivity Method Using Unstructured Tetrahedral Discretization by Ma, Fengqun, Tan, Handong, Kong, Wenxin, Zhou, Bing, Yin, Qichun, Zhu, Depeng

“… Synthetic inversions further validate algorithm feasibility. The code not only replicates the inversion of principal axis resistivities accomplished by previous researchers but also reconstructs challenging all angle parameters…”
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Self-constrained inversion of potential fields by Paoletti, V., Ialongo, S., Florio, G., Fedi, M., Cella, F.

“…We present a potential-field-constrained inversion procedure based on a priori information derived exclusively from the analysis of the gravity and magnetic data…”
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