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 method for computing the autocovariance of renewal processes (Q1622127) (← links)
• Pricing external barrier options in a regime-switching model (Q1657586) (← links)
• A Bayesian motivated Laplace inversion for multivariate probability distributions (Q1657819) (← links)
• A simple and fast method for valuing American knock-out options with rebates (Q1681693) (← links)
• Extension of the loss probability formula to an overloaded queue with impatient customers (Q1698247) (← links)
• One-dimensional fluids with second nearest-neighbor interactions (Q1703080) (← links)
• Efficient computation of first passage times in Kou's jump-diffusion model (Q1707057) (← links)
• Birth/birth-death processes and their computable transition probabilities with biological applications (Q1709398) (← links)
• Exact simulation of the Ornstein-Uhlenbeck driven stochastic volatility model (Q1713775) (← links)
• The maximum distribution of Kibble's bivariate gamma random vector (Q1728271) (← links)
• An IBNR-RBNS insurance risk model with marked Poisson arrivals (Q1742703) (← links)
• Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes (Q1754191) (← links)
• Bounds for the solution to the single-period inventory model with compound renewal process input: an application to setting credit card limits (Q1755398) (← links)
• Polling models with multi-phase gated service (Q1761781) (← 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)
• A problem of numerical inversion of implicitly defined Laplace transforms (Q1806593) (← links)
• Corridor options and arc-sine law. (Q1884834) (← links)
• Waiting time distributions for closed \(M/M/N\) processor sharing queues (Q1896708) (← links)
• Heavy-traffic extreme-value limits for queues (Q1919173) (← links)
• Calculating the \(M/G/1\) busy-period density and LIFO waiting-time distribution by direct numerical transform inversion (Q1919174) (← links)
• Non-stationary waiting times in a closed exponential tandem queue (Q1919818) (← links)
• A numerically efficient method for the \(MAP/D/1/K\) queue via rational approximations (Q1919823) (← links)
• The hitting time density for a reflected Brownian motion (Q1930395) (← links)
• Decomposition of default probability under a structural credit risk model with jumps (Q1936262) (← links)
• A general framework for pricing Asian options under stochastic volatility on parallel architectures (Q1991237) (← links)
• Triangle-well and ramp interactions in one-dimensional fluids: a fully analytic exact solution (Q2000723) (← links)
• Analytic solution for American strangle options using Laplace-Carson transforms (Q2005252) (← links)
• Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations (Q2029925) (← links)
• Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates (Q2040431) (← links)
• The likelihood of mixed hitting times (Q2043238) (← links)
• Computation of powered option prices under a general model for underlying asset dynamics (Q2074891) (← 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)
• Difference equations approach for multi-server queueing models with removable servers (Q2157377) (← links)
• Explicit results for the distribution of the number of customers served during a busy period for \(M^X/PH/1\) queue (Q2171122) (← links)
• Asian options pricing in Hawkes-type jump-diffusion models (Q2174173) (← links)
• Error bounds for cumulative distribution functions of convolutions via the discrete Fourier transform (Q2218825) (← links)
• Analytically explicit results for the distribution of the number of customers served during a busy period for special cases of the \(\mathrm{M}/\mathrm{G}/1\) queue (Q2272864) (← links)
• Distribution functions of Poisson random integrals: analysis and computation (Q2276425) (← links)
• NORTA for portfolio credit risk (Q2288893) (← links)
• Hilbert transform, spectral filters and option pricing (Q2288941) (← links)
• A class of complex nonsymmetric algebraic Riccati equations associated with H-matrix (Q2292029) (← links)
• The advantage of indices of dispersion in queueing approximations (Q2294276) (← links)
• Orthogonal polynomial expansions to evaluate stop-loss premiums (Q2297085) (← links)
• Algorithms for the upper bound mean waiting time in the \(\mathrm{GI}/\mathrm{GI}/1\) queue (Q2306744) (← links)
• On a reward rate estimation for the finite irreducible continuous-time Markov chain (Q2323276) (← links)
• Expanding the statistical flowgraph model framework to use any transition distribution (Q2324120) (← links)
• 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)