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 18 items.
- Maximum entropy solution to a quorum queueing system (Q5943340) (← links)
- A robust queueing network analyzer based on indices of dispersion (Q6053043) (← links)
- Assessment of the performance of the hyperbolic-NILT method to solve fractional differential equations (Q6102648) (← links)
- A general approach for Parisian stopping times under Markov processes (Q6111010) (← links)
- A general method for analysis and valuation of drawdown risk (Q6111436) (← links)
- Exact results for the order picking time distribution under return routing (Q6161911) (← links)
- On exact distribution for multivariate weighted distributions and classification (Q6164872) (← links)
- Exact simulation of the multifactor Ornstein-Uhlenbeck driven stochastic volatility model (Q6498604) (← links)
- Fast and exact simulation of univariate and bivariate Gaussian random fields (Q6541460) (← links)
- Exact simulation of the Hull and White stochastic volatility model (Q6572645) (← links)
- Speed and duration of drawdown under general Markov models (Q6576880) (← links)
- Asymptotic analysis of the Heston model and its statistical and financial applications (Q6580763) (← links)
- Pricing vulnerable lookback options using Laplace transforms (Q6581980) (← links)
- Exact simulation of a truncated Lévy subordinator (Q6600100) (← links)
- Error-induced extinction in a multi-type critical birth-death process (Q6618519) (← links)
- A reciprocal theorem for biphasic poro-viscoelastic materials (Q6622934) (← links)
- Efficient evaluation of double-barrier options (Q6633865) (← links)
- Finding an NARE whose minimal nonnegative solution represents first passage quantities in the two-dimensional Brownian motion (Q6643293) (← links)
