Convergence factors in summable double series

1938 ◽  
pp. 47-60
Keyword(s):  
Double Series

On the Convergence of Alternating Double Series

1953 ◽  
Vol 60 (6) ◽  
pp. 402 ◽  
Author(s):  
Burnett Meyer
Keyword(s):  
Double Series

Hilbert's Double Series Theorem and Principal Latent Roots of the Resulting Matrix

1949 ◽  
Vol 3 (26) ◽  
pp. 399
Author(s):  
R. A. Fairthorne ◽  
J. C. P. Miller
Keyword(s):  
Double Series ◽  
Latent Roots

scholarly journals Series representation of the pricing formula for the European option driven by space-time fractional diffusion

2018 ◽  
Vol 21 (4) ◽  
pp. 981-1004 ◽  
Author(s):  
Jean-Philippe Aguilar ◽  
Cyril Coste ◽  
Jan Korbel
Keyword(s):  
Asset Price ◽  
Series Representation ◽  
Option Price ◽  
Double Series ◽  
Fractional Diffusion ◽  
Space Time ◽  
Esscher Transform ◽  
European Option ◽  
Underlying Asset ◽  
European Call Option

Abstract In this paper, we show that the price of an European call option, whose underlying asset price is driven by the space-time fractional diffusion, can be expressed in terms of rapidly convergent double-series. This series formula is obtained from the Mellin-Barnes representation of the option price with help of residue summation in ℂ2. We also derive the series representation for the associated risk-neutral factors, obtained by Esscher transform of the space-time fractional Green functions.

scholarly journals Some hypergeometric summations formulas and series identities with applications

2021 ◽  
Vol 13(62) (2) ◽  
pp. 561-570
Author(s):  
R. Gupta ◽  
M. Menon ◽  
E. Mittal
Keyword(s):  
Double Series

In the paper we present two incomplete Gaussian hypergeometric formulas in summation form by specific known formulas.We also developed each of these formulas and how they use to derive double series identities in general forms.

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