Journal of Operator Theory, Vol. 65, No. 1 (Winter 2011), pp. 17-45 (29 pages) We introduce characteristic functions for certain contractive liftings of row contractions. These are multi-analytic ...

Densities for the angle Θ = uX(mod 2π) and the cosine $Y = \cos(uX)$ can be expressed, through Fourier methods, in terms of the characteristic function of X. Thus ...

This paper extends and refines the method of option pricing by frame projection of riskneutral densities to incorporate general basis splines (B-splines), including the cubic basis, and general payoff ...