Repeated convolution and truncation of a truncated fat-tailed distribution, instead of Monte Carlo simulation, for pricing a ...

HUILAN LI, TRUEMAN MACHENRY, THE CONVOLUTION RING OF ARITHMETIC FUNCTIONS AND SYMMETRIC POLYNOMIALS, The Rocky Mountain Journal of Mathematics, Vol. 43, No. 4 (2013), pp. 1227-1259 ...

The convolution of two φ-convex functions is estimated by means of an inequality of Hadamard type. The sharpness of this inequality is discussed. As consequence, few inequalities for the convolution ...

"Mathematically, a convolution function is very similar to the correlation function we have already applied in the gene sequencing project, and now the potential is there for our optical processing to ...