Numerical Inversion of Laplace Transforms of Probability Distributions
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Publication:4835447
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- Numerical algorithms for the forward and backward fractional Feynman-Kac equations
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- Accurate and efficient lattice algorithms for American-style Asian options with range bounds
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- Markovian controllable queueing systems with hysteretic policies: Busy period and waiting time analysis
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- Joint densities of first hitting times of a diffusion process through two time-dependent boundaries
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- Numerical inversion of Laplace transform on the real line from expected values
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- On the infimum attained by a reflected Lévy process
- On the drawdown of completely asymmetric Lévy processes
- Hypergraph-based parallel computation of passage time densities in large semi-Markov models
- The roles of coupling and the deviation matrix in determining the value of capacity in \(\mathrm{M}/\mathrm{M}/1/C\) queues
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- On two-queue Markovian polling systems with exhaustive service
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- Identifiability of the \(\mathrm{MAP}_2/\mathrm{G}/1\) queueing system
- Equity with Markov-modulated dividends
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- The stochastic SEIR model before extinction: computational approaches
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- On the number of births and deaths during an extinction cycle, and the survival of a certain individual in a competition process
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- Asymptotic and exact pricing of options on variance
- From birds to bacteria: generalised velocity jump processes with resting states
- A Wiener-Hopf based approach to numerical computations in fluctuation theory for Lévy processes
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- Geometric Brownian motion with affine drift and its time-integral
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- Epidemic transmission on SEIR stochastic models with nonlinear incidence rate
- Improvement of accuracy in numerical methods for inverting Laplace transforms based on the Post-Widder formula
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