Pages that link to "Item:Q4895604"

The following pages link to Computation of the Noncentral Gamma Distribution (Q4895604):

Displaying 11 items.

• \texttt{GammaCHI}: a package for the inversion and computation of the gamma and chi-square cumulative distribution functions (central and noncentral) (Q311830) (← links)
• Approximate arbitrage-free option pricing under the SABR model (Q1655765) (← links)
• Universal recurrence algorithm for computing Nuttall, generalized Marcum and incomplete Toronto functions and moments of a noncentral \(\chi^{2}\) random variable (Q1681278) (← links)
• Computing the noncentral gamma distribution, its inverse and the noncentrality parameter (Q2259089) (← links)
• Classes of elementary function solutions to the CEV model I (Q2315817) (← links)
• On normal stable Tweedie models and power-generalized variance functions of only one component (Q2513942) (← links)
• The Asymptotic and Numerical Inversion of the Marcum<i>Q</i>-Function (Q2925248) (← links)
• Algorithm 939 (Q5177206) (← links)
• Valuation of Bond Options Under the CIR Model: Some Computational Remarks (Q5261870) (← links)
• On the computation of option prices and Greeks under the CEV model (Q5397428) (← links)
• The S-system computation of non-central gamma distribution (Q5711983) (← links)