Pages that link to "Item:Q4286600"
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The following pages link to Computation of the Trivariate Normal Integral (Q4286600):
Displaying 13 items.
- A geometric Lévy model for \(n\)-fold compound option pricing in a fuzzy framework (Q289315) (← links)
- A distribution map for the one-median location problem on a network (Q864046) (← links)
- Identification of parameters by the distribution of the minimum: The tri-variate normal case with negative correlations (Q997003) (← links)
- Pricing equity-indexed annuities with path-dependent options. (Q1423350) (← links)
- A simple method for generalized sequential compound options pricing (Q2406942) (← links)
- Recurrence plots of discrete-time Gaussian stochastic processes (Q2411745) (← links)
- The evaluation of trivariate normal probabilities defined by linear inequalities (Q2862362) (← links)
- A pairs trading strategy based on linear state space models and the Kalman filter (Q4554227) (← links)
- Evaluation of orthant probabilities for singular BI-and trivariate normal distributions (Q4864198) (← links)
- Optimal design of multivariate acceptance sampling plans by variables (Q5040527) (← links)
- Computation of the quadrivariate and pentavariate normal cumulative distribution functions (Q5084747) (← links)
- Optimal design of experiments for hypothesis testing on ordered treatments via intersection-union tests (Q6157033) (← links)
- A limit formula and a series expansion for the bivariate normal tail probability (Q6606946) (← links)
