Timothy Li is a consultant, accountant, and finance manager with an MBA from USC and over 15 years of corporate finance experience. Timothy has helped provide CEOs and CFOs with deep-dive analytics, ...

This is a preview. Log in through your library . Abstract We obtain a closed-form solution for the double-Laplace transform of Asian options under the hyper-exponential jump diffusion model. Similar ...

Thanks to its very simple recursive computing scheme, exponential smoothing has become a popular technique to forecast time series. In this work, we show the advantages of its multivariate version and ...