An earlier paper, to which this is a sequel, traced the history of the Laplace Transform up to 1880. In that year Poincaré reinvented the transform, but did so in a more powerful context, that of ...

We develop an efficient and analytically tractable method for estimation of parametric volatility models that is robust to price-level jumps. The method entails first integrating intra-day data into ...

The purpose of this paper is to study two notions of stochastic comparisons of non-negative random variables via ratios that are determined by their Laplace transforms. Some interpretations of the new ...