On the Banach Contraction Principle for Multivalued Mappings -- The Second-order in Time Continuous Newton Method -- Polynomial Density in Lp(R, d?) and Representation of All Measures Which Generate a Determinate Hamburger Moment Problem -- Characterizing the Premium at the Equilibrium of a...

At the time of writing this article, Fourier inversion is the computational method of choice for a fast and accurate calculation of plain vanilla option prices in models with an analytically available characteristic function. Shifting the contour of integration along the complex plane allows for...