EPT functions: Non-negativity analysis, Levy processes and Financial applications
b'Speaker:\\n\\nProf. B. Hanzon\\n\\n\\nAbstract:\\n\\nExponential Polynomial Trigonometric (EPT) functions are being considered as probability density functions. A specific matrix-vector representation is proposed for doing calculations with these functions. We investigate when these functions are non-negative and under which conditions the density functions are infinitely divisible--in which case there is an associated Levy process. Application to option price computations in finance will be presented. \\r\\rFor background information on this topic the website www.2-ept.com can be considered.'