Option pricing with Mellin transforms. Zbl 1112.91037
Panini, R.; Srivastav, R. P. |
|
2004
|
Dual series relations. II: Dual relations involving Dini series; III: Dual relations involving trigonometric series; IV: Dual relations involving series of Jacobi polynomials. Zbl 0144.06202
Srivastav, R. P. |
|
1964
|
A Griffith crack problem for a nonhomogeneous medium. Zbl 0446.73084
Gerasoulis, A.; Srivastav, R. P. |
|
1980
|
Numerical solution of singular integral equations using Gauss-type formulae. I: Quadrature and collocation on Chebyshev nodes. Zbl 0548.65094
Srivastav, R. P. |
|
1983
|
Cubic splines and approximate solution of singular integral equations. Zbl 0532.65087
Jen, Erica; Srivastav, R. P. |
|
1981
|
A method for the numerical solution of singular integral equations with a principal value integral. Zbl 0476.73065
Gerasoulis, A.; Srivastav, R. P. |
|
1981
|
The stress field in the vicinity of a Griffith crack in a strip of finite width. Zbl 0224.73099
Sneddon, I. N.; Srivastav, R. P. |
|
1971
|
Dual series relations. I: Dual relations involving Fourier-Bessel series. Zbl 0144.06201
Sneddon, I. N.; Srivastav, R. P. |
|
1964
|
Pricing perpetual options using Mellin transforms. Zbl 1111.91018
Panini, Radha; Srivastav, Ram P. |
|
2005
|
The Reissner-Sagoci problem for a long cylinder of finite radius. Zbl 0143.45703
Sneddon, I. N.; Srivastav, R. P.; Mathur, S. C. |
|
1966
|
On the entire functions and their derivatives represented by Dirichlet series. Zbl 0092.29601
Srivastav, R. P. |
|
1958
|
On the solvability of singular integral equations via Gauss-Jacobi quadrature. Zbl 0488.65062
Gerasoulis, A.; Srivastav, R. P. |
|
1982
|
Numerical solution of singular integral equations using Gauss-type formulae. II: Lobatto-Chebyshev quadrature and collocation on Chebyshev nodes. Zbl 0548.65095
Srivastav, R. P.; Jen, Erica |
|
1983
|
Solving singular integral equations using Gaussian quadrature and overdetermined systems. Zbl 0532.65088
Jen, Erica; Srivastav, R. P. |
|
1983
|
Dual and triple integral equations involving inverse Mellin transforms. Zbl 0157.19201
Srivastav, R. P.; Parihar, K. S. |
|
1968
|
A pair of dual integral equations involving Bessel functions of the first and the second kind. Zbl 0178.47404
Srivastav, R. P. |
|
1964
|
An axisymmetric mixed boundary value problem for a half-space with a cylindrical cavity. Zbl 0168.37004
Srivastav, R. P. |
|
1964
|
On entire functions represented by Dirichlet series. Zbl 0142.04002
Srivastav, R. P.; Ghosh, R. K. |
|
1963
|
Solving Cauchy singular integral equations by using general quadrature- collocation nodes. Zbl 0725.65135
Srivastav, R. P.; Zhang, Fenggang |
|
1991
|
A cruciform crack opened by internal pressure varying with time. Zbl 0573.73102
Ong, M. K.; Srivastav, R. P. |
|
1985
|
On the polynomials interpolating approximate solutions of singular integral equations. Zbl 0477.65093
Srivastav, R. P.; Jen, Erica |
|
1983
|
Some mixed boundary value problems for regions with spherical boundaries. Zbl 0137.07302
Srivastav, R. P.; Narain, P. |
|
1965
|
A note on certain integral equations of Abel-type. Zbl 0119.30901
Srivastav, R. P. |
|
1963
|
Rational function approximations in the numerical solution of Cauchy-type singular integral equations. Zbl 0627.65139
Driscoll, Michael A.; Srivastav, R. P. |
|
1985
|
A hybrid Fourier transform. Zbl 0907.42006
Srivastav, R. P. |
|
1997
|
Dual integral equations with trigonometric kernels and tempered distributions. Zbl 0237.45011
Srivastav, R. P. |
|
1972
|
Axisymmetric external crack problems for media with cylindrical cavities. Zbl 0242.73046
Srivastav, R. P.; Lee, D. |
|
1972
|
Dual series relations. V: A generalized Schlömilch series and the uniqueness of the solution of dual equations involving trigonometric series. Zbl 0191.36201
Srivastav, R. P. |
|
1965
|
Certain two-dimensional mixed boundary-value problems for wedge-shaped regions and dual integral equations. Zbl 0144.15404
Srivastav, R. P. |
|
1965
|
On the approximate solutions of singular integral equations using Galerkin-type and collocation methods. Zbl 0564.65083
Srivastav, Ram P.; Venturino, Ezio |
|
1985
|
Cubic splines and approximate solution of singular integral equations. Zbl 0488.65061
Jen, Erica; Srivastav, R. P. |
|
1981
|
On certain integral equations of convolution type with Bessel-function kernels. Zbl 0149.08102
Srivastav, R. P. |
|
1966
|
On the derivatives of integral functions. Zbl 0073.29402
Srivastav, R. P. |
|
1956
|
On the mean value of integral functions and their derivatives. Zbl 0089.28703
Srivastav, R. P. |
|
1957
|
A Cauchy-type integral equation arising in potential theory. Zbl 0298.45004
Lowengrub, M.; Srivastav, R. P. |
|
1974
|
Effect of rigid inclusions in Griffith cracks. Zbl 0201.26801
Lowengrub, M.; Srivastav, R. P. |
|
1970
|
A relation between Dirac-delta function and certain infinite series involving Bessel functions. Zbl 0163.08303
Srivastav, R. P. |
|
1964
|
Distribution of thermal stresses in wedge-shaped solids. Zbl 0218.73015
Srivastav, R. P.; Parihar, K. S. |
|
1970
|
On zeros, poles and mean value of meromorphic functions. Zbl 0085.06602
Srivastav, R. P. |
|
1958
|
Certaines propriétés de la fonction maximum d’une fonction méromorphe. Zbl 0082.29105
Bose, S. K.; Srivastav, R. P. |
|
1958
|
On numerical methods of solving the Cauchy singular integral equation. Zbl 0705.65104
Srivastav, R. P.; Zhang, Fenggang |
|
1989
|
On the numerical solution of singular integral equations using Gauss- Jacobi formulae. Zbl 0537.65093
Srivastav, R. P. |
|
1982
|
Computing the singular behavior of solutions of the Cauchy singular integral equations. Zbl 0760.65132
Srivastav, R. P. |
|
1992
|
Pricing perpetual options using Mellin transforms. Zbl 1111.91018
Panini, Radha; Srivastav, Ram P. |
|
2005
|
Option pricing with Mellin transforms. Zbl 1112.91037
Panini, R.; Srivastav, R. P. |
|
2004
|
A hybrid Fourier transform. Zbl 0907.42006
Srivastav, R. P. |
|
1997
|
Computing the singular behavior of solutions of the Cauchy singular integral equations. Zbl 0760.65132
Srivastav, R. P. |
|
1992
|
Solving Cauchy singular integral equations by using general quadrature- collocation nodes. Zbl 0725.65135
Srivastav, R. P.; Zhang, Fenggang |
|
1991
|
On numerical methods of solving the Cauchy singular integral equation. Zbl 0705.65104
Srivastav, R. P.; Zhang, Fenggang |
|
1989
|
A cruciform crack opened by internal pressure varying with time. Zbl 0573.73102
Ong, M. K.; Srivastav, R. P. |
|
1985
|
Rational function approximations in the numerical solution of Cauchy-type singular integral equations. Zbl 0627.65139
Driscoll, Michael A.; Srivastav, R. P. |
|
1985
|
On the approximate solutions of singular integral equations using Galerkin-type and collocation methods. Zbl 0564.65083
Srivastav, Ram P.; Venturino, Ezio |
|
1985
|
Numerical solution of singular integral equations using Gauss-type formulae. I: Quadrature and collocation on Chebyshev nodes. Zbl 0548.65094
Srivastav, R. P. |
|
1983
|
Numerical solution of singular integral equations using Gauss-type formulae. II: Lobatto-Chebyshev quadrature and collocation on Chebyshev nodes. Zbl 0548.65095
Srivastav, R. P.; Jen, Erica |
|
1983
|
Solving singular integral equations using Gaussian quadrature and overdetermined systems. Zbl 0532.65088
Jen, Erica; Srivastav, R. P. |
|
1983
|
On the polynomials interpolating approximate solutions of singular integral equations. Zbl 0477.65093
Srivastav, R. P.; Jen, Erica |
|
1983
|
On the solvability of singular integral equations via Gauss-Jacobi quadrature. Zbl 0488.65062
Gerasoulis, A.; Srivastav, R. P. |
|
1982
|
On the numerical solution of singular integral equations using Gauss- Jacobi formulae. Zbl 0537.65093
Srivastav, R. P. |
|
1982
|
Cubic splines and approximate solution of singular integral equations. Zbl 0532.65087
Jen, Erica; Srivastav, R. P. |
|
1981
|
A method for the numerical solution of singular integral equations with a principal value integral. Zbl 0476.73065
Gerasoulis, A.; Srivastav, R. P. |
|
1981
|
Cubic splines and approximate solution of singular integral equations. Zbl 0488.65061
Jen, Erica; Srivastav, R. P. |
|
1981
|
A Griffith crack problem for a nonhomogeneous medium. Zbl 0446.73084
Gerasoulis, A.; Srivastav, R. P. |
|
1980
|
A Cauchy-type integral equation arising in potential theory. Zbl 0298.45004
Lowengrub, M.; Srivastav, R. P. |
|
1974
|
Dual integral equations with trigonometric kernels and tempered distributions. Zbl 0237.45011
Srivastav, R. P. |
|
1972
|
Axisymmetric external crack problems for media with cylindrical cavities. Zbl 0242.73046
Srivastav, R. P.; Lee, D. |
|
1972
|
The stress field in the vicinity of a Griffith crack in a strip of finite width. Zbl 0224.73099
Sneddon, I. N.; Srivastav, R. P. |
|
1971
|
Effect of rigid inclusions in Griffith cracks. Zbl 0201.26801
Lowengrub, M.; Srivastav, R. P. |
|
1970
|
Distribution of thermal stresses in wedge-shaped solids. Zbl 0218.73015
Srivastav, R. P.; Parihar, K. S. |
|
1970
|
Dual and triple integral equations involving inverse Mellin transforms. Zbl 0157.19201
Srivastav, R. P.; Parihar, K. S. |
|
1968
|
The Reissner-Sagoci problem for a long cylinder of finite radius. Zbl 0143.45703
Sneddon, I. N.; Srivastav, R. P.; Mathur, S. C. |
|
1966
|
On certain integral equations of convolution type with Bessel-function kernels. Zbl 0149.08102
Srivastav, R. P. |
|
1966
|
Some mixed boundary value problems for regions with spherical boundaries. Zbl 0137.07302
Srivastav, R. P.; Narain, P. |
|
1965
|
Dual series relations. V: A generalized Schlömilch series and the uniqueness of the solution of dual equations involving trigonometric series. Zbl 0191.36201
Srivastav, R. P. |
|
1965
|
Certain two-dimensional mixed boundary-value problems for wedge-shaped regions and dual integral equations. Zbl 0144.15404
Srivastav, R. P. |
|
1965
|
Dual series relations. II: Dual relations involving Dini series; III: Dual relations involving trigonometric series; IV: Dual relations involving series of Jacobi polynomials. Zbl 0144.06202
Srivastav, R. P. |
|
1964
|
Dual series relations. I: Dual relations involving Fourier-Bessel series. Zbl 0144.06201
Sneddon, I. N.; Srivastav, R. P. |
|
1964
|
A pair of dual integral equations involving Bessel functions of the first and the second kind. Zbl 0178.47404
Srivastav, R. P. |
|
1964
|
An axisymmetric mixed boundary value problem for a half-space with a cylindrical cavity. Zbl 0168.37004
Srivastav, R. P. |
|
1964
|
A relation between Dirac-delta function and certain infinite series involving Bessel functions. Zbl 0163.08303
Srivastav, R. P. |
|
1964
|
On entire functions represented by Dirichlet series. Zbl 0142.04002
Srivastav, R. P.; Ghosh, R. K. |
|
1963
|
A note on certain integral equations of Abel-type. Zbl 0119.30901
Srivastav, R. P. |
|
1963
|
On the entire functions and their derivatives represented by Dirichlet series. Zbl 0092.29601
Srivastav, R. P. |
|
1958
|
On zeros, poles and mean value of meromorphic functions. Zbl 0085.06602
Srivastav, R. P. |
|
1958
|
Certaines propriétés de la fonction maximum d’une fonction méromorphe. Zbl 0082.29105
Bose, S. K.; Srivastav, R. P. |
|
1958
|
On the mean value of integral functions and their derivatives. Zbl 0089.28703
Srivastav, R. P. |
|
1957
|
On the derivatives of integral functions. Zbl 0073.29402
Srivastav, R. P. |
|
1956
|