JSTOR Daily

On the Derivatives of the Berezin Transform

Improving upon a recent result of L. Coburn and J. Xia, we show that for any bounded linear operator T on the Segal-Bargmann space, the Berezin transform of T is a function whose partial derivatives ...
JSTOR Daily

Estimates for the Pressure and the Fourier Transform for Solutions and Derivatives to the Navier-Stokes Equations

Several bounds on the solutions and the pressure are obtained for regular solutions to the Navier-Stokes equations in two and three dimensions on the whole space. More precisely, we obtain L1 ...
The Financial Times

Clear chance to transform world of derivatives

We’ll send you a myFT Daily Digest email rounding up the latest Clearing Corp news every morning. The headquarters of the Clearing Corporation in downtown Chicago are an unlikely setting for an ...
Business Wire

SunGard Launches Industry Utility to Transform Derivatives Clearing Processing Globally

NEW YORK--(BUSINESS WIRE)--SunGard is launching a new industry utility for post-trade futures and cleared over-the-counter (OTC) derivatives operations to help global capital markets firms better ...
Risk

Fourier transform algorithms for pricing and hedging discretely sampled exotic variance products and volatility derivatives under additive processes

We develop efficient fast Fourier transform algorithms for pricing and hedging discretely sampled variance products and volatility derivatives under additive processes (time-inhomogeneous Lévy ...