This paper is concerned with the following question: if a characteristic function satisfies a certain property at the origin, what can be said about its behavior on ...

Let A = (A₁,...,An) and B = (B₁,...,Bn) be row contractions on Hilbert spaces 𝓗₁ and 𝓗₂, respectively, and L be a contraction from D B = ran ¯ D B to D A * = ran ¯ D A * where DB = (I – B*B)1/2 and ...

This paper shows how the recently developed fractional FFT algorithm (FRFT) can be used to retrieve option prices from the corresponding characteristic functions. The FRFT algorithm has the advantage ...