Pages that link to "Item:Q1767972"

The following pages link to Comparison of sequence accelerators for the Gaver method of numerical Laplace transform inversion (Q1767972):

Displaying 46 items.

• On first hitting times for skew CIR processes (Q267888) (← links)
• Advantages of the Laplace transform approach in pricing first touch digital options in Lévy-driven models (Q334773) (← links)
• Correction to Bishop's approximate method for the propagation of longitudinal waves in bars of generic cross-section (Q335150) (← links)
• Effects of compressive load and support damping on the propagation of flexural waves in beams resting on elastic foundation (Q396301) (← links)
• Technological advances and the decision to invest (Q470669) (← links)
• Smooth-pasting property on reflected Lévy processes and its applications in credit risk modeling (Q477067) (← links)
• A general formulation for pollutant dispersion in the atmosphere (Q695537) (← links)
• Pricing European vanilla options under a jump-to-default threshold diffusion model (Q724526) (← links)
• Semi-analytic modelling of subsidence (Q883172) (← links)
• Prices and sensitivities of Asian options: A survey (Q939350) (← links)
• Application of Post's formula to optical pulse propagation in dispersive media (Q980253) (← links)
• Multidimensional analogs of the Kendall equation for priority queueing systems: computational aspects (Q1002980) (← links)
• Sampling Archimedean copulas (Q1023887) (← links)
• Response function formulation for inverse heat conduction: concept (Q1616531) (← links)
• On some properties of reflected skew Brownian motions and applications to dispersion in heterogeneous media (Q1619554) (← links)
• Pricing double barrier options under a volatility regime-switching model with psychological barriers (Q1627631) (← links)
• Transient heat conduction analysis of functionally graded materials by a multiple reciprocity boundary face method (Q1654806) (← links)
• Analytical solution for a heterogeneous Timoshenko beam subjected to an arbitrary dynamic transverse load (Q1669524) (← links)
• Hybrid Laplace transform and finite difference methods for pricing American options under complex models (Q1704172) (← links)
• Laplace transform method for pricing American CEV strangles option with two free boundaries (Q1727172) (← links)
• An algorithm for the inversion of Laplace transforms using Puiseux expansions (Q1751060) (← links)
• Default probability of American lookback option in a mixed jump-diffusion model (Q2067180) (← links)
• A generalized Jaeger \(\mathcal{I}(0,1;t)\) integral, resulting from mathematical modelling in electroanalytical chemistry (Q2075985) (← links)
• A reaction-diffusion system arising from electrochemistry (Q2112695) (← links)
• Geometric step options and Lévy models: duality, pides, and semi-analytical pricing (Q2170289) (← links)
• An investigation on continuous time random walk model for bedload transport (Q2173489) (← links)
• On the probability of default in a market with price clustering and jump risk (Q2175460) (← links)
• First hitting times for doubly skewed Ornstein-Uhlenbeck processes (Q2339552) (← links)
• Laplace transform methods for a free boundary problem of time-fractional partial differential equation system (Q2403902) (← links)
• Numerical inversion methods for computing approximate \(p\)-values (Q2432015) (← links)
• On the default probability in a regime-switching regulated market (Q2445481) (← links)
• Skew Ornstein-Uhlenbeck processes and their financial applications (Q2510020) (← links)
• On the conditional default probability in a regulated market: a structural approach (Q2866382) (← links)
• Some integral functionals of reflected SDEs and their applications in finance (Q3169213) (← links)
• Statistics of the Voronoï cell perimeter in large bi-pointed maps (Q3303304) (← links)
• Laplace Transforms of Probability Distributions and Their Inversions are Easy on Logarithmic Scales (Q3516424) (← links)
• ALTERNATIVE RANDOMIZATION FOR VALUING AMERICAN OPTIONS (Q3566765) (← links)
• Sensitivity coefficients for experimental estimation of interstitial properties during phase change in porous media (Q3588262) (← links)
• Quality assurance of Gaver’s formula for multi-precision Laplace transform inversion in real case (Q4563457) (← links)
• A continuous-time semi-markov bayesian belief network model for availability measure estimation of fault tolerant systems (Q4905615) (← links)
• A universal law for Voronoï cell volumes in infinitely large maps (Q4964425) (← links)
• Concentrated matrix exponential distributions with real eigenvalues (Q5051200) (← links)
• Calculation of the channel discharge function for the generalized lightning traveling current source return stroke model (Q5087123) (← links)
• The computation of the probability density and distribution functions for some families of random variables by means of the Wynn-ρ accelerated Post-Widder formula (Q5088046) (← links)
• Some explicit results on one kind of sticky diffusion (Q5226248) (← links)
• On the dissipative transient waves in a piezoelectric microplate under strong thermal shock (Q5273322) (← links)