A study of double general transform for solving fractional partial differential equations

R Saadeh, B Ghazal, A Burqan - Mathematical Methods in the …, 2023 - Wiley Online Library
In this research, we introduce the basic properties of the single and double general
transforms. New interesting results related to fractional operators in the sense of Caputo …

[HTML][HTML] On a system of q-Laplace transform of two variables with applications

JA Ganie, R Jain - Journal of Computational and Applied Mathematics, 2020 - Elsevier
In this paper, we introduce the definition of double Laplace transform in q-calculus by using
the functions of several variables. Certain results on convergence, absolute convergence …

[HTML][HTML] The pricing of vulnerable options with double Mellin transforms

JH Yoon, JH Kim - Journal of Mathematical Analysis and Applications, 2015 - Elsevier
Many options traded in the over-the-counter markets are subject to default risks resulting
from the probability that the option writer could not honor its contractual obligations. There …

[HTML][HTML] Pricing vulnerable path-dependent options using integral transforms

J Jeon, JH Yoon, M Kang - Journal of Computational and Applied …, 2017 - Elsevier
In the over-the-counter (OTC) markets, the holders of many contracts are vulnerable to
counterparty credit risk. Because of this issue, vulnerable options must be considered. In …

[HTML][HTML] Valuing vulnerable geometric Asian options

J Jeon, JH Yoon, M Kang - Computers & Mathematics with Applications, 2016 - Elsevier
An option on a defaultable instrument is prone to default risk arising from the probability that
the instrument's issuer will not honor its contractual obligations. Under this financial …

Pricing of vulnerable options under hybrid stochastic and local volatility

D Kim, SY Choi, JH Yoon - Chaos, Solitons & Fractals, 2021 - Elsevier
In this study, considering the paradoxical stochastic characteristics of over-the-counter
markets during a financial crisis, we examine the price of vulnerable options under the …

Pricing vulnerable options in fractional Brownian markets: a partial differential equations approach

T Kim, J Park, JH Yoon, KA Lee - Fractional Calculus and Applied Analysis, 2024 - Springer
As defaultable options are subject to default risks in over-the-counter (OTC) markets,
vulnerable options are one of the financial securities closely linked with the risk caused by …

Pricing of vulnerable options with early counterparty credit risk

J Jeon, G Kim - The North American Journal of Economics and Finance, 2019 - Elsevier
The counterparty credit risk should be considered when valuing options traded in the over-
the-counter (OTC) markets because the OTC markets have rapidly grown, and the credit risk …

An uncertainty principle for the basic wavelet transform

JA Ganie, R Jain - International Journal of Wavelets, Multiresolution …, 2021 - World Scientific
The aim of this paper is to derive the uncertainty principle which has implications in signal
analysis and in quantum mechanics. First, we derive the definition of the wavelet transform …

Two dimensional Mellin transform in quantum calculus

K Brahim, L Riahi - Acta Mathematica Scientia, 2018 - Elsevier
In this article, we introduce the two dimensional Mellin transform M q˜(f)(s, t), give some
properties, establish the Paley-Wiener theorem and Plancherel formula, present the …