A Survey and Analysis of the Application of the Laplace Transform to Present Value Problems

Grubbström, Robert W.; Yinzhong, Jiang

doi:10.1007/978-3-642-76761-6_4

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1991

2021

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Cited by 3 publications

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“…in the continuous case and, similarly, z-transform theory in corresponding discrete cases (Grubbstrom, 1967). State-of-the-art surveys are given in Remer et al (1984), Grubbstrom and Jiang (1989) and Grubbstrom and Jiang (1990). One might therefore expect to obtain a closed-form expression for a discrete cash flow tk, where k > 1 and t = 1, 2, .…”

Section: Introductionmentioning

confidence: 99%

A closed‐form expression for the net present value of a time‐power cash‐flow function

Grubbström

1991

Manage Decis Econ

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Previous work has shown how Laplace Transform Theory and z-Transform Theory may be. used in Net Present Value Analysis. A closed-form expression is easily derived for a continuouscash flow tk, where t denotes time and k is a positive integer. In the corresponding discrete case, explicit expressions have only been provided for k < 10. In this article we derive a closed-form formula for the missing general case when k is an arbitrary non-negative integer. As a byproduct, we also obtain a closed-form expression for the z-transform of such a power series.

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Section: Introductionmentioning

confidence: 99%