The Laplace transform is less familiar, even though it is a generalization of the Fourier transform. ... For example: our satellite dish (from the previous article) ...

Applying the Laplace Transform in LTspice to Model Transfer Functions (Download) Oct. 5, 2021. Read this article online. ... and provides several useful examples along the way.

For a broad class of models, including the classical Brownian model and jump-diffusion models, we show that the Laplace transforms of discrete barrier and lookback options can be obtained via a ...