Filter design oriented EMI prediction model for DC-fed motor drive system using double fourier integral transformation method

2012 ◽  
Author(s):  
Xuning Zhang ◽  
Dushan Boroyevich ◽  
Paolo Mattavelli ◽  
Fred Wang
Keyword(s):  
Prediction Model ◽  
Filter Design ◽  
Integral Transformation ◽  
Fourier Integral ◽  
Transformation Method ◽  
Drive System ◽  
Motor Drive ◽  
Integral Transformation Method ◽  
Motor Drive System

Analysis of the free boundary for the pricing of an American call option

2001 ◽  
Vol 12 (1) ◽  
pp. 25-37 ◽  
Author(s):  
DANIEL šEVČOVIČ
Keyword(s):  
Integral Equation ◽  
Free Boundary ◽  
Singular Integral Equation ◽  
Numerical Experiments ◽  
Integral Transformation ◽  
Fourier Integral ◽  
Transformation Method ◽  
Call Option ◽  
Black Scholes ◽  
Integral Transformation Method

The purpose of this paper is to analyse the free boundary problem for the Black–Scholes equation for pricing the American call option on stocks paying a continuous dividend. Using the Fourier integral transformation method, we derive and analyse a nonlinear singular integral equation determining the shape of the free boundary. Numerical experiments based on this integral equation are also presented.

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