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A simple Wiener-Hopf factorization approach for pricing double-barrier options. (English) Zbl 1479.91405

Karapetyants, Alexey N. (ed.) et al., Operator theory and harmonic analysis. OTHA 2020, Part II – probability-analytical models, methods and applications. Based on the international conference on modern methods, problems and applications of operator theory and harmonic analysis. Cham: Springer. Springer Proc. Math. Stat. 358, 273-291 (2021).
MSC:  91G20 60G51 44A10
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Inner outer factorization of wide rational matrix valued functions on the half plane. (English) Zbl 07393031

Bastos, M. Amélia (ed.) et al., Operator theory, functional analysis and applications. Proceedings of the 30th international workshop on operator theory and its applications, IWOTA 2019, Lisbon, Portugal, July 22–26, 2019. Cham: Birkhäuser. Oper. Theory: Adv. Appl. 282, 219-233 (2021).
MSC:  47B35 47A68 30J99
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Inhomogeneous vector Riemann boundary value problem and convolutions equation on a finite interval. (English. Russian original) Zbl 1468.45003

Russ. Math. 65, No. 3, 12-24 (2021); translation from Izv. Vyssh. Uchebn. Zaved., Mat. 2021, No. 3, 15-28 (2021).
MSC:  45E10 47A68 35Q15
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Annular and circular rigid inclusions planted into a penny-shaped crack and factorization of triangular matrices. (English) Zbl 1472.74187

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On the relationship between the factorization problem in the Wiener algebra and the truncated Wiener-Hopf equation. (English. Russian original) Zbl 1475.45007

Russ. Math. 64, No. 12, 20-28 (2020); translation from Izv. Vyssh. Uchebn. Zaved., Mat. 2020, No. 12, 22-31 (2020).
MSC:  45E10 47B35 47A68
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Numerical factorization of a matrix-function with exponential factors in an anti-plane problem for a crack with process zone. (English) Zbl 1462.74177

MSC:  74S99 65F99 74R10
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Onefold and twofold Ellis-Gohberg inverse problems for scalar Wiener class functions. (English) Zbl 1445.47011

Buskes, Gerard (ed.) et al., Positivity and noncommutative analysis. Festschrift in honour of Ben de Pagter on the occasion of his 65th birthday. Based on the workshop “Positivity and Noncommutative Analysis”, Delft, The Netherlands, September 26–28, 2018. Cham: Birkhäuser. Trends Math., 257-267 (2019).
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A Wiener-Hopf integral equation with a nonsymmetric kernel in the supercritical case. (English. Russian original) Zbl 1448.45001

J. Contemp. Math. Anal., Armen. Acad. Sci. 54, No. 5, 253-262 (2019); translation from Izv. Nats. Akad. Nauk Armen., Mat. 2019, No. 5, 11-26 (2019).
MSC:  45E10 45B05
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Trends in supersymmetric quantum mechanics. (English) Zbl 1425.81045

Kuru, Şengül (ed.) et al., Integrability, supersymmetry and coherent states. A volume in honour of Professor Véronique Hussin. In part selected contributions from the 6th international workshop on new challenges in quantum mechanics: integrability and supersymmetry, Valladolid, Spain, June 27–30, 2017. Cham: Springer. CRM Ser. Math. Phys., 37-68 (2019).
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