Pages that link to "Item:Q1336586"
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The following pages link to Multidimensional transform inversion with applications to the transient \(M/G/1\) queue (Q1336586):
Displaying 45 items.
- Polynomial approximations for bivariate aggregate claims amount probability distributions (Q518862) (← links)
- On the number of births and deaths during an extinction cycle, and the survival of a certain individual in a competition process (Q692243) (← links)
- An extension of the Euler Laplace transform inversion algorithm with applications in option pricing. (Q703247) (← links)
- Robust transient analysis of multi-server queueing systems and feed-forward networks (Q725406) (← links)
- Pricing double-barrier options under a flexible jump diffusion model (Q833566) (← links)
- On the impact of correlation between collaterally consanguineous cells on lymphocyte population dynamics (Q843302) (← links)
- Time-dependent analysis of virtual waiting time behaviour in discrete time queues (Q859928) (← links)
- Pricing credit default swaps with a random recovery rate by a double inverse Fourier transform (Q896751) (← links)
- Determining the expected variability of immune responses using the cyton model (Q938174) (← links)
- A new formula for the transient solution of the Erlang queueing model (Q1003806) (← links)
- Queue length distributions from probability generating functions via discrete Fourier transforms (Q1119293) (← links)
- Numerical inversion of probability generating functions (Q1200798) (← links)
- On the numerical inversion of busy-period related transforms (Q1612000) (← links)
- A Bayesian motivated Laplace inversion for multivariate probability distributions (Q1657819) (← links)
- Numerical inversion of 2-D Laplace transforms applied to fractional diffusion equations (Q1775616) (← links)
- Improvement of accuracy in numerical methods for inverting Laplace transforms based on the Post-Widder formula (Q1806592) (← links)
- Corridor options and arc-sine law. (Q1884834) (← links)
- Asymptotic analysis of the mixed-exponential jump diffusion model and its financial applications (Q2098012) (← links)
- Computable error bounds of multidimensional Euler inversion and their financial applications (Q2102846) (← links)
- Transient behaviors of single-server queues with diffusive rates (Q2146408) (← links)
- Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels (Q2463706) (← links)
- Evaluating failure time probabilities for a Markovian wear process (Q2485167) (← links)
- The transient solution to \(M/E_{k}/1\) queue (Q2494833) (← links)
- Two-dimensional Laplace transform inversion using bivariate homogeneous two-point Padé approximants (Q2672723) (← links)
- Pricing and hedging barrier options in a hyper-exponential additive model (Q2786031) (← links)
- General optimized lower and upper bounds for discrete and continuous arithmetic Asian options (Q2806817) (← links)
- Pricing and Hedging of Quantile Options in a Flexible Jump Diffusion Model (Q3094682) (← links)
- A General Framework for Pricing Asian Options Under Markov Processes (Q3450459) (← links)
- USING SINGULARITY ANALYSIS TO APPROXIMATE TRANSIENT CHARACTERISTICS IN QUEUEING SYSTEMS (Q3645161) (← links)
- Numerical Solution of Piecewise-Stationary <i>M</i><sub><i>t</i></sub>/<i>G</i><sub><i>t</i></sub>/1 Queues (Q4367237) (← links)
- On the First Passage Time Under Regime-Switching with Jumps (Q4561943) (← links)
- Understanding option prices (Q4647596) (← links)
- Evaluating discrete dynamic strategies in affine models (Q4683013) (← links)
- Numerical inversion for Laplace transforms of functions with discontinuities (Q4819498) (← links)
- A Computational Approach to First Passage Problems of Reflected Hyperexponential Jump Diffusion Processes (Q4995066) (← links)
- Econometrics with Privacy Preservation (Q5129169) (← links)
- A two-dimensional, two-sided Euler inversion algorithm with computable error bounds and its financial applications (Q5247114) (← links)
- Reward distributions associated with some block tridiagonal transition matrices with applications to identity by descent (Q5320663) (← links)
- Exact distributions for reward functions on semi-Markov and Markov additive processes (Q5441522) (← links)
- Evaluating Scale Functions of Spectrally Negative Lévy Processes (Q5459914) (← links)
- Approximated Transient Queue Length and Waiting Time Distributions via Steady State Analysis (Q5462814) (← links)
- Algorithmic Computation of the Time-Dependent Solution of Structured Markov Chains and Its Application to Queues (Q5711158) (← links)
- Workload analysis of a two-queue fluid polling model (Q6116755) (← links)
- Efficient optimization in stochastic production planning problems with product substitution (Q6551149) (← links)
- Pricing vulnerable lookback options using Laplace transforms (Q6581980) (← links)
