Pages that link to "Item:Q1183689"

The following pages link to The Fourier-series method for inverting transforms of probability distributions (Q1183689):

Displaying 50 items.

• A Two‐Queue Polling Model with Regularly Varying Service and/or Switchover Times (Q4431308) (← links)
• A queuing model for due date control in a multiserver repair shop (Q4434512) (← links)
• First passage times of a jump diffusion process (Q4449508) (← links)
• Transient Analysis of Fluid Flow Models via Stochastic Coupling to a Queue (Q4451557) (← links)
• Ultimate Ruin Probabilities for Generalized Gamma-Convolutions Claim Sizes (Q4461281) (← links)
• On the First Passage Time Under Regime-Switching with Jumps (Q4561943) (← links)
• Moments of renewal shot-noise processes and their applications (Q4562034) (← links)
• VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK (Q4563742) (← links)
• Cramér–Von Mises distance estimation for some positive infinitely divisible parametric families with actuarial applications (Q4575364) (← links)
• A General Valuation Framework for SABR and Stochastic Local Volatility Models (Q4579833) (← links)
• PIECEWISE POLYNOMIAL APPROXIMATIONS FOR HEAVY-TAILED DISTRIBUTIONS IN QUEUEING ANALYSIS (Q4678857) (← links)
• Numerical inversion for Laplace transforms of functions with discontinuities (Q4819498) (← links)
• (Q4851910) (← links)
• EFFICIENT PRICING AND RELIABLE CALIBRATION IN THE HESTON MODEL (Q4902546) (← links)
• FIRST PASSAGE TIMES OF REFLECTED GENERALIZED ORNSTEIN–UHLENBECK PROCESSES (Q4908349) (← links)
• Effect of quantum dispersion on the radial distribution function of a one-component sticky-hard-sphere fluid (Q4964528) (← links)
• Asymptotic expansions and saddlepoint approximations using the analytic continuation of moment generating functions (Q4968524) (← links)
• Using Robust Queueing to Expose the Impact of Dependence in Single-Server Queues (Q4969317) (← links)
• Estimation for General Birth-Death Processes (Q4975412) (← links)
• A Computational Approach to First Passage Problems of Reflected Hyperexponential Jump Diffusion Processes (Q4995066) (← links)
• Modelling electricity prices: a time change approach (Q5001192) (← links)
• (Q5027046) (← links)
• Alternating renewal processes with instantaneous rewards (Q5030976) (← links)
• ASYMPTOTIC EXPANSION FOR THE TRANSITION DENSITIES OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY THE GAMMA PROCESSES (Q5051178) (← links)
• ANALYTICALLY CLOSED-FORM SOLUTIONS FOR THE DISTRIBUTION OF A NUMBER OF CUSTOMERS SERVED DURING A BUSY PERIOD FOR SPECIAL CASES OF THE <i>GEO/G/1</i> QUEUE (Q5051933) (← links)
• The Mellin Transform to Manage Quadratic Forms in Normal Random Variables (Q5057280) (← links)
• SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS (Q5061497) (← links)
• The computation of the probability density and distribution functions for some families of random variables by means of the Wynn-ρ accelerated Post-Widder formula (Q5088046) (← links)
• General solutions of linear poro-viscoelastic materials in spherical coordinates (Q5095197) (← links)
• Heavy-Traffic Limit of the <i>GI</i>/<i>GI</i>/1 Stationary Departure Process and Its Variance Function (Q5113882) (← links)
• Econometrics with Privacy Preservation (Q5129169) (← links)
• Computable Error Bounds of Laplace Inversion for Pricing Asian Options (Q5137949) (← links)
• The principle of not feeling the boundary for the SABR model (Q5234301) (← links)
• FIRST PASSAGE TIME UNDER A REGIME-SWITCHING JUMP-DIFFUSION MODEL AND ITS APPLICATION IN THE VALUATION OF PARTICIPATING CONTRACTS (Q5242416) (← links)
• A two-dimensional, two-sided Euler inversion algorithm with computable error bounds and its financial applications (Q5247114) (← links)
• NUMERICAL TRANSFORM INVERSION USING GAUSSIAN QUADRATURE (Q5291224) (← links)
• STUDY OF INSTANT SYSTEM AVAILABILITY (Q5358029) (← links)
• A Technique for Computing the PDFs and CDFs of Nonnegative Infinitely Divisible Random Variables (Q5391093) (← links)
• Bayesian estimation of finite time ruin probabilities (Q5391286) (← links)
• On the conditional default probability in a regulated market with jump risk (Q5400666) (← links)
• CREDIT-EQUITY MODELING UNDER A LATENT LÉVY FIRM PROCESS (Q5420702) (← links)
• Time to Reach Buffer Capacity in a<i>BMAP</i>Queue (Q5423128) (← links)
• Evaluating Scale Functions of Spectrally Negative Lévy Processes (Q5459914) (← links)
• A Spectral Method for a Nonpreemptive Priority<i>BMAP</i>/<i>G</i>/1 QUEUE (Q5462804) (← links)
• Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process¹ (Q5711161) (← links)
• Simulation of Tempered Stable Lévy Bridges and Its Applications (Q5740225) (← links)
• Options on realized variance by transform methods: a non-affine stochastic volatility model (Q5745637) (← links)
• Computing the exact distribution of the Bartlett's test statistic by numerical inversion of its characteristic function (Q5861446) (← links)
• Finite-time ruin probabilities using bivariate Laguerre series (Q5881715) (← links)
• Busy period analysis for \(M/G/1\) and \(G/M/1\) type queues with restricted accessibility (Q5929146) (← links)