Geman-Eydeland - Domino Effect - Inverting the Laplace Transform

Filipaxavier · November 20th, 2010, 7:03 pm

Hi,I'm desperate trying to find the article Domino Effect: Inverting the Laplace Transform, Eydeland and Yor - Risk april 1995.Anyone have that article? I contact risk and they told me that are no hard copies in stock at the moment and is not available online.I just need to know the methodology and theoric support used by them in Inverting Laplace transform.Actually I know that Does anyone know how I obtain that result? how I "remove" i ?Thanks for the help!

Orbit · December 19th, 2010, 4:36 am

Hello Sorry I am unsure of where to find that article. However, if I am not mistaken the property that gets you this conclusion is called the "injectivity" of the transform.

rmeenaks · December 19th, 2010, 6:12 pm

See if you can find the following book as it contains that article: send me a PM and I'll send it to you as PDF from the book itself via the copy machine. This should qualify for fair use. Guys, don't spam me with requests as that would otherwise be a copyright infringement. Hence, it will end up in my bit bucket...Cheers,Ram