| Publication | Date of Publication | Type |
|---|
Indeterminate Hamburger moment problem: entropy convergence
Statistics \& Probability Letters | 2024-07-29 | Paper |
Entropy and density approximation from Laplace transforms
Applied Mathematics and Computation | 2018-08-24 | Paper |
Hamburger moment problem and maximum entropy: on the existence conditions
Applied Mathematics and Computation | 2018-06-21 | Paper |
Entropy convergence of finite moment approximations in Hamburger and Stieltjes problems
Statistics \& Probability Letters | 2016-11-18 | Paper |
Recovering a distribution from its translated fractional moments
Statistics \& Probability Letters | 2016-09-13 | Paper |
Laplace transform and finite difference methods for the Black-Scholes equation
Applied Mathematics and Computation | 2016-01-18 | Paper |
Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments
Insurance Mathematics \& Economics | 2015-01-28 | Paper |
Fractional moments and maximum entropy: geometric meaning
Communications in Statistics: Theory and Methods | 2014-11-26 | Paper |
Determination of the distribution of total loss from the fractional moments of its exponential
Applied Mathematics and Computation | 2014-07-04 | Paper |
Laplace transform inversion on the real line is truly ill-conditioned
Applied Mathematics and Computation | 2014-06-20 | Paper |
Efficient implicit scheme with positivity preserving and smoothing properties
Journal of Computational and Applied Mathematics | 2013-02-21 | Paper |
Hausdorff moment problem and fractional moments: a simplified procedure
Applied Mathematics and Computation | 2012-06-13 | Paper |
Moment information and entropy evaluation for probability densities
Applied Mathematics and Computation | 2012-06-11 | Paper |
Hausdorff moment problem and maximum entropy: on the existence conditions
Applied Mathematics and Computation | 2011-10-11 | Paper |
Nonstandard finite difference schemes with application to finance: option pricing
| 2011-05-30 | Paper |
Low volatility options and numerical diffusion of finite difference schemes
| 2011-05-30 | Paper |
Optimal predictive densities and fractional moments
Applied Stochastic Models in Business and Industry | 2011-02-22 | Paper |
Stieltjes moment problem and fractional moments
Applied Mathematics and Computation | 2010-07-19 | Paper |
Hausdorff moment problem and fractional moments
Applied Mathematics and Computation | 2010-07-19 | Paper |
Numerical valuation of discrete double barrier options
Journal of Computational and Applied Mathematics | 2010-02-12 | Paper |
scientific article; zbMATH DE number 5363616 (Why is no real title available?)
| 2008-11-10 | Paper |
A Proposal for a New Bound for Discrete Distributions
Communications in Statistics: Theory and Methods | 2008-09-24 | Paper |
In search of the best approximant
Applied Mathematics and Computation | 2007-09-17 | Paper |
Discrete distributions from moment generating function
Applied Mathematics and Computation | 2007-01-09 | Paper |
Maxentropic solution of fractional moment problems
Applied Mathematics and Computation | 2006-05-16 | Paper |
Stieltjes moment problem via fractional moments
Applied Mathematics and Computation | 2005-08-05 | Paper |
AN ACCURATE VALUATION OF ASIAN OPTIONS USING MOMENTS
International Journal of Theoretical and Applied Finance | 2005-06-22 | Paper |
Maximum entropy solutions and moment problem in unbounded domains
Applied Mathematics Letters | 2004-06-11 | Paper |
Inverse Laplace transform for heavy-tailed distributions.
Applied Mathematics and Computation | 2004-03-14 | Paper |
A note on proximity of distributions in terms of coinciding moments.
Applied Mathematics and Computation | 2003-11-25 | Paper |
On the proximity of distributions in terms of coinciding fractional moments.
Applied Mathematics and Computation | 2003-11-25 | Paper |
Real moments from moments and vice versa
Applied Mathematics and Computation | 2003-11-25 | Paper |
Discrete probability distributions in the generalized moment problem
Applied Mathematics and Computation | 2003-08-10 | Paper |
Hausdorff moment problem via fractional moments
Applied Mathematics and Computation | 2003-08-07 | Paper |
Numerical inversion of the Laplace transform via fractional moments
Applied Mathematics and Computation | 2003-07-30 | Paper |
Bounds on the Tail Probability and Absolute Difference Between Two Distributions
Communications in Statistics: Theory and Methods | 2003-03-18 | Paper |
Entropy estimate of probability densities having assigned moments: Hausdorff case
Applied Mathematics Letters | 2003-03-10 | Paper |
Maximum Entropy Density Estimation from Fractional Moments
Communications in Statistics: Theory and Methods | 2003-03-06 | Paper |
Numerical inversion of Laplace transform on the real line from expected values
Applied Mathematics and Computation | 2003-01-28 | Paper |
Discrete probability distributions and moment problem: Numerical aspects
Applied Mathematics and Computation | 2003-01-28 | Paper |
An upper bound for entropy of discrete distributions having assigned moments
Applied Mathematics and Computation | 2003-01-28 | Paper |
Numerical inversion of Laplace transform on the real line of probability density functions
Applied Mathematics and Computation | 2003-01-28 | Paper |
Numerical inversion of the Mellin transform on the real line for heavy-tailed probability density functions
Applied Mathematics and Computation | 2003-01-28 | Paper |
Entropy estimate of a probability density from its Mellin transform
Applied Mathematics and Computation | 2003-01-28 | Paper |
Entropy estimate of probability densities having assigned moments: Stieltjes case
Applied Mathematics and Computation | 2003-01-28 | Paper |
Existence of a discrete probability distribution with assigned moments
Metron | 2002-07-28 | Paper |
scientific article; zbMATH DE number 1772494 (Why is no real title available?)
| 2002-07-28 | Paper |
Inverse \(z\) transform and moment problem
Probability in the Engineering and Informational Sciences | 2002-06-10 | Paper |
A comparative study of some reconstruction methods for linear inverse problems.
Mathematical and Computer Modelling | 2002-05-05 | Paper |
Maximum entropy in discrete moment problem: Nonsymmetric case
International Mathematical Journal | 2002-04-09 | Paper |
Success or failure of a firm under different financing policies: A dynamic stochastic model
European Journal of Operational Research | 2002-01-23 | Paper |
Inverse \(Z\) transform for probability mass functions
Annali dell'Università di Ferrara. Nuova Serie. Sezione VII | 2001-06-19 | Paper |
Seismic hazard analysis: How to measure uncertainty?
Computers & Structures | 2001-06-07 | Paper |
Recovering a probability density function from its Mellin transform
Applied Mathematics and Computation | 2001-04-25 | Paper |
Numerical aspects of finite Hausdorff moment problem by maximum entropy approach
Applied Mathematics and Computation | 2001-04-25 | Paper |
scientific article; zbMATH DE number 1241174 (Why is no real title available?)
| 2000-11-06 | Paper |
Inverse two-sided \(z\) transform and moment problem
Applied Mathematics and Computation | 2000-09-05 | Paper |
Maximum entropy and lacunary Stieltjes moment problem
Applied Mathematics and Computation | 2000-08-27 | Paper |
Hausdorff moment problem and maximum entropy: A unified approach
Applied Mathematics and Computation | 2000-06-25 | Paper |
Existence and stability of a discrete probability distribution by maximum entropy approach
Applied Mathematics and Computation | 2000-06-25 | Paper |
Generalized Galerkin approximations of elastic waves with absorbing boundary conditions
Computer Methods in Applied Mechanics and Engineering | 2000-03-23 | Paper |
scientific article; zbMATH DE number 1330276 (Why is no real title available?)
| 2000-01-18 | Paper |
Maximum entropy in the generalized moment problem
Journal of Mathematical Physics | 1999-11-21 | Paper |
Inverse two-sided Laplace transform for probability density functions
Journal of Computational and Applied Mathematics | 1999-10-05 | Paper |
Entropy-convergence in Stieltjes and Hamburger moment problem
Applied Mathematics and Computation | 1999-04-07 | Paper |
Trasformata inversa di laplace per funzioni positive e problema dei momenti
Rivista di Matematica per le Scienze Economiche e Sociali | 1998-12-15 | Paper |
Numerical approximation of elastic waves equations by implicit spectral methods
Computer Methods in Applied Mechanics and Engineering | 1998-08-03 | Paper |
scientific article; zbMATH DE number 992978 (Why is no real title available?)
| 1997-05-29 | Paper |
scientific article; zbMATH DE number 1189136 (Why is no real title available?)
| 1997-01-01 | Paper |
scientific article; zbMATH DE number 1189151 (Why is no real title available?)
| 1997-01-01 | Paper |
Maximum entropy in the finite Stieltjes and Hamburger moment problem
Journal of Mathematical Physics | 1995-07-04 | Paper |
Maximum entropy in the Hamburger moments problem
Journal of Mathematical Physics | 1995-04-05 | Paper |
scientific article; zbMATH DE number 554647 (Why is no real title available?)
| 1994-04-19 | Paper |
scientific article; zbMATH DE number 425559 (Why is no real title available?)
| 1994-02-02 | Paper |
On the application of maximum entropy to the moments problem
Journal of Mathematical Physics | 1993-06-29 | Paper |
