A method to calculate the distribution function when the characteristic function is known

DOI10.1007/BF01934194zbMath0206.16803OpenAlexW2083756996MaRDI QIDQ5606248

Harald Bohman

Publication date: 1970

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01934194

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99)

Related Items (4)

A fast Monte Carlo scheme for additive processes and option pricing ⋮ Numerical inversion of a class of characteristic functions ⋮ The Fourier-series method for inverting transforms of probability distributions ⋮ A New Exponential GOF Test for Data Subject to Multiply Type II Censoring

Cites Work

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