Abstract: In 2004, Clackdoyle and Noo published a class of inversion formulas for the 2D Radon transform which depends on the known radius of support of the unknown function. In this work, we extend ...

Abstract: We describe a relation between the scattering relation, the Hilbert transform in frequency space, and the geodesic ray transform for simple, two-dimensional compact Riemannian manifolds with ...

ABSTRACT: The SABR stochastic volatility model with β-volatility β ? (0,1) and an absorbing barrier in zero imposed to the forward prices/rates stochastic process is studied. The presence of (possibly ...

ABSTRACT: A multiscale SABR model that describes the dynamics of forward prices/rates is presented. New closed form formulae for the transition probability density functions of the normal and ...