1 resultado para Mellin Transform
em AMS Tesi di Laurea - Alm@DL - Università di Bologna
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Resumo:
The Hilbert transform is an important tool in both pure and applied mathematics. It is largely used in the field of signal processing. Lately has been used in mathematical finance as the fast Hilbert transform method is an efficient and accurate algorithm for pricing discretely monitored barrier and Bermudan style options. The purpose of this report is to show the basic properties of the Hilbert transform and to check the domain of definition of this operator.
