Publication | Date of Publication | Type |
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Entropy and density approximation from Laplace transforms | 2018-08-24 | Paper |
Hamburger moment problem and maximum entropy: on the existence conditions | 2018-06-21 | Paper |
Entropy convergence of finite moment approximations in Hamburger and Stieltjes problems | 2016-11-18 | Paper |
Recovering a distribution from its translated fractional moments | 2016-09-13 | Paper |
Laplace transform and finite difference methods for the Black-Scholes equation | 2016-01-18 | Paper |
Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments | 2015-01-28 | Paper |
Fractional Moments and Maximum Entropy: Geometric Meaning | 2014-11-26 | Paper |
Determination of the distribution of total loss from the fractional moments of its exponential | 2014-07-04 | Paper |
Laplace transform inversion on the real line is truly ill-conditioned | 2014-06-20 | Paper |
Efficient implicit scheme with positivity preserving and smoothing properties | 2013-02-21 | Paper |
Hausdorff moment problem and fractional moments: a simplified procedure | 2012-06-13 | Paper |
Moment information and entropy evaluation for probability densities | 2012-06-11 | Paper |
Hausdorff moment problem and maximum entropy: on the existence conditions | 2011-10-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q3000764 | 2011-05-30 | Paper |
https://portal.mardi4nfdi.de/entity/Q3000773 | 2011-05-30 | Paper |
Optimal predictive densities and fractional moments | 2011-02-22 | Paper |
Stieltjes moment problem and fractional moments | 2010-07-19 | Paper |
Hausdorff moment problem and fractional moments | 2010-07-19 | Paper |
Numerical valuation of discrete double barrier options | 2010-02-12 | Paper |
https://portal.mardi4nfdi.de/entity/Q3537644 | 2008-11-10 | Paper |
A Proposal for a New Bound for Discrete Distributions | 2008-09-24 | Paper |
In search of the best approximant | 2007-09-17 | Paper |
Discrete distributions from moment generating function | 2007-01-09 | Paper |
Maxentropic solution of fractional moment problems | 2006-05-16 | Paper |
Stieltjes moment problem via fractional moments | 2005-08-05 | Paper |
AN ACCURATE VALUATION OF ASIAN OPTIONS USING MOMENTS | 2005-06-22 | Paper |
Maximum entropy solutions and moment problem in unbounded domains | 2004-06-11 | Paper |
Inverse Laplace transform for heavy-tailed distributions. | 2004-03-14 | Paper |
A note on proximity of distributions in terms of coinciding moments. | 2003-11-25 | Paper |
On the proximity of distributions in terms of coinciding fractional moments. | 2003-11-25 | Paper |
Real moments from moments and vice versa | 2003-11-25 | Paper |
Discrete probability distributions in the generalized moment problem | 2003-08-10 | Paper |
Hausdorff moment problem via fractional moments | 2003-08-07 | Paper |
Numerical inversion of the Laplace transform via fractional moments | 2003-07-30 | Paper |
Bounds on the Tail Probability and Absolute Difference Between Two Distributions | 2003-03-18 | Paper |
Entropy estimate of probability densities having assigned moments: Hausdorff case | 2003-03-10 | Paper |
Maximum Entropy Density Estimation from Fractional Moments | 2003-03-06 | Paper |
Discrete probability distributions and moment problem: Numerical aspects | 2003-01-28 | Paper |
Entropy estimate of a probability density from its Mellin transform | 2003-01-28 | Paper |
Numerical inversion of Laplace transform on the real line of probability density functions | 2003-01-28 | Paper |
Entropy estimate of probability densities having assigned moments: Stieltjes case | 2003-01-28 | Paper |
Numerical inversion of the Mellin transform on the real line for heavy-tailed probability density functions | 2003-01-28 | Paper |
An upper bound for entropy of discrete distributions having assigned moments | 2003-01-28 | Paper |
Numerical inversion of Laplace transform on the real line from expected values | 2003-01-28 | Paper |
Existence of a discrete probability distribution with assigned moments | 2002-07-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q4540825 | 2002-07-28 | Paper |
INVERSE z TRANSFORM AND MOMENT PROBLEM | 2002-06-10 | Paper |
A comparative study of some reconstruction methods for linear inverse problems. | 2002-05-05 | Paper |
https://portal.mardi4nfdi.de/entity/Q2756214 | 2002-04-09 | Paper |
Success or failure of a firm under different financing policies: A dynamic stochastic model | 2002-01-23 | Paper |
https://portal.mardi4nfdi.de/entity/Q2718105 | 2001-06-19 | Paper |
Seismic hazard analysis: How to measure uncertainty? | 2001-06-07 | Paper |
Numerical aspects of finite Hausdorff moment problem by maximum entropy approach | 2001-04-25 | Paper |
Recovering a probability density function from its Mellin transform | 2001-04-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q4224723 | 2000-11-06 | Paper |
Inverse two-sided \(z\) transform and moment problem | 2000-09-05 | Paper |
Maximum entropy and lacunary Stieltjes moment problem | 2000-08-27 | Paper |
Hausdorff moment problem and maximum entropy: A unified approach | 2000-06-25 | Paper |
Existence and stability of a discrete probability distribution by maximum entropy approach | 2000-06-25 | Paper |
Generalized Galerkin approximations of elastic waves with absorbing boundary conditions | 2000-03-23 | Paper |
https://portal.mardi4nfdi.de/entity/Q4260854 | 2000-01-18 | Paper |
Maximum entropy in the generalized moment problem | 1999-11-21 | Paper |
Inverse two-sided Laplace transform for probability density functions | 1999-10-05 | Paper |
Entropy-convergence in Stieltjes and Hamburger moment problem | 1999-04-07 | Paper |
Trasformata inversa di laplace per funzioni positive e problema dei momenti | 1998-12-15 | Paper |
Numerical approximation of elastic waves equations by implicit spectral methods | 1998-08-03 | Paper |
https://portal.mardi4nfdi.de/entity/Q3125693 | 1997-05-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q3838856 | 1997-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3838877 | 1997-01-01 | Paper |
Maximum entropy in the finite Stieltjes and Hamburger moment problem | 1995-07-04 | Paper |
Maximum entropy in the Hamburger moments problem | 1995-04-05 | Paper |
https://portal.mardi4nfdi.de/entity/Q4288458 | 1994-04-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q3136592 | 1994-02-02 | Paper |
On the application of maximum entropy to the moments problem | 1993-06-29 | Paper |