Pages that link to "Item:Q1183689"
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The following pages link to The Fourier-series method for inverting transforms of probability distributions (Q1183689):
Displaying 50 items.
- A stochastic model for cell adhesion to the vascular wall (Q2330629) (← links)
- \(\mathrm{G}/\mathrm{M}/1\) type structure of a risk model with general claim sizes in a Markovian environment (Q2358890) (← links)
- Valuing credit derivatives in a jump-diffusion model (Q2383797) (← links)
- On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals (Q2384449) (← links)
- Collective risk models with dependence (Q2421408) (← links)
- Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
- Numerical inversion methods for computing approximate \(p\)-values (Q2432015) (← links)
- Exact waiting time and queue size distributions for equilibrium \(M/G/1\) queues with Pareto service (Q2479859) (← links)
- Valuing finite-lived Russian options (Q2480974) (← links)
- Transient analysis of an \(M/G/1\) retrial queue subject to disasters and server failures (Q2482790) (← links)
- A representation model for the solving-time distribution of a set of design tasks in new product development (NPD) (Q2482796) (← links)
- A transient analysis of Markov fluid models with jumps (Q2510888) (← links)
- Unfinished work for the queue under \(D\)-policy with incomplete information on service times (Q2512582) (← links)
- Numerical approximation of probability mass functions via the inverse discrete Fourier transform (Q2513667) (← links)
- Fourier-cosine method for ruin probabilities (Q2515094) (← links)
- Bayesian hierarchical models in manufacturing bulk service queues (Q2581885) (← links)
- Priority queueing systems: from probability generating functions to tail probabilities (Q2641949) (← links)
- Some new infinite series expansions for the first passage time densities in a jump diffusion model with phase-type jumps (Q2671877) (← links)
- First passage problems of refracted jump diffusion processes and their applications in valuing equity-linked death benefits (Q2673386) (← links)
- Review of numerical methods for NumILPT with computational accuracy assessment for fractional calculus (Q2690618) (← links)
- A numerical inversion of the bivariate characteristic function (Q2700435) (← links)
- Further results on the Beaulieu series (Q2733021) (← links)
- Bessel processes, stochastic volatility, and timer options (Q2788692) (← links)
- Waiting time in \(\mathrm{M}/\mathrm{G}/1\) queues with impolite arrival disciplines (Q2805326) (← links)
- Limits and approximations for the busy-period distribution in single-server queues (Q2808292) (← links)
- Survival analysis in supply chains using statistical flowgraph models: Predicting time to supply chain disruption (Q2832618) (← links)
- Conditional distributions and waiting times in multitype branching processes (Q2856032) (← links)
- Fair Valuation of Life Insurance Contracts Under a Two-Sided Jump Diffusion Model (Q2864673) (← links)
- Inverting analytic characteristic functions and financial applications (Q2873134) (← links)
- Alternative Approaches to the Equilibrium Properties of Hard-Sphere Liquids (Q2928152) (← links)
- Analysis of queueing-time distributions for MAP/D<sub><i>N</i></sub>/1 queue (Q2931936) (← links)
- Unbiased Simulation of Distributions with Explicitly Known Integral Transforms (Q2957032) (← links)
- A quadratically convergent algorithm for first passage time distributions in the Markov-modulated Brownian motion (Q2976122) (← links)
- AN ACCURATE VALUATION OF ASIAN OPTIONS USING MOMENTS (Q3022037) (← links)
- BAYESIAN ANALYSIS OF AGGREGATE LOSS MODELS (Q3084599) (← links)
- Pricing and Hedging of Quantile Options in a Flexible Jump Diffusion Model (Q3094682) (← links)
- A Gillespie Algorithm for Non-Markovian Stochastic Processes (Q3133144) (← links)
- Approximating<i>M</i>/<i>G</i>/1 Waiting Time Tail Probabilities (Q3157853) (← links)
- Total shift during the first passages of Markov-modulated Brownian motion with bilateral ph-type jumps: Formulas driven by the minimal solution matrix of a Riccati equation (Q3186007) (← links)
- A Two-Sided Laplace Inversion Algorithm with Computable Error Bounds and its Applications in Financial Engineering (Q3191822) (← links)
- Computing the exact distribution of a linear combination of generalized logistic random variables and its applications (Q3390602) (← links)
- CREDIT SPREADS, OPTIMAL CAPITAL STRUCTURE, AND IMPLIED VOLATILITY WITH ENDOGENOUS DEFAULT AND JUMP RISK (Q3393976) (← links)
- A General Framework for Pricing Asian Options Under Markov Processes (Q3450459) (← links)
- Appointment Capacity Planning in Specialty Clinics: A Queueing Approach (Q3465594) (← links)
- Affine Point Processes: Approximation and Efficient Simulation (Q3465933) (← links)
- ALTERNATIVE RANDOMIZATION FOR VALUING AMERICAN OPTIONS (Q3566765) (← links)
- SOJOURN TIME TAILS IN THE <i>M</i>/<i>D</i>/1 PROCESSOR SHARING QUEUE (Q3591538) (← links)
- PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMS (Q3632191) (← links)
- A maximum entropy method for inverting Laplace transforms of probability density functions (Q3837308) (← links)
- Probabilistic Scaling for the Numerical Inversion of Nonprobability Transforms (Q4354938) (← links)
