8 citations · 9 across the 5 of their papers we have counts for
8 papers
Peanut harmonic expansion for a fundamental solution of Laplace's equation in flat-ring coordinates
Lijuan Bi, Howard S. Cohl, Hans Volkmer
We derive an expansion for the fundamental solution of Laplace's equation in flat-ring cyclide coordinates in three-dimensional Euclidean space. This expansion is a double series o…
Fourier series representation of Ferrers function P
Hans Volkmer
In this note we consider the Fourier expansion of the Ferrers function P of the first kind. We determine its mode of convergence.
Geometric Brownian motion with affine drift and its time-integral
Runhuan Feng, Pingping Jiang, Hans Volkmer
The joint distribution of a geometric Brownian motion and its time-integral was derived in a seminal paper by Yor (1992) using Lamperti's transformation, leading to explicit soluti…
1-Wasserstein Distance on the Standard Simplex
Andrew Frohmader, Hans Volkmer
Wasserstein distances provide a metric on a space of probability measures. We consider the space of all probability measures on the finite set where is…
Eigenvalue Problems for Lamé's Differential Equation
Hans Volkmer
The Floquet eigenvalue problem and a generalized form of the Wangerin eigenvalue problem for Lamé's differential equation are discussed. Results include comparison theorems for eig…
Conditional Asian Options
Runhuan Feng, Hans W. Volkmer
Conditional Asian options are recent market innovations, which offer cheaper and long-dated alternatives to regular Asian options. In contrast with payoffs from regular Asian optio…