Results 101 to 110 of about 11,521 (168)

Hedging error in Lévy models with a Fast Fourier Transform approach [PDF]

We measure, in terms of expectation and variance, the cost of hedging a contingent claim when the hedging portfolio is re-balanced at a discrete set of dates.
Marco Nicolosi, Flavio Angelini
core  

Mitigating long queues and waiting times with service resetting. [PDF]

PNAS Nexus, 2022
Bonomo OL, Pal A, Reuveni S.
europepmc   +1 more source

General $n$-dimensional Tauberian problems with application to the Laplace- and Stieltjes transforms

, 2002
A general theorem on the closure of translates in certain weighted spaces in $R^n$ is proved and as a consequence a general $n$-dimensional Tauberian theorem.
Frennemo, Lennart
core  

Distributional Properties of means of Random Probability Measures [PDF]

The present paper provides a review of the results concerning distributional properties of means of random probability measures. Our interest in this topic has originated from inferential problems in Bayesian Nonparametrics.
Antonio Lijoi, Igor Pruenster
core   +2 more sources

Single-server queueing system with external and internal customers [PDF]

Bulletin of the Polish Academy of Sciences: Technical Sciences, 2018
O. Tikhonenko, M. Ziółkowski
doaj   +1 more source

Output stream analysis in a queueing model with working vacation mechanism as a power reduction strategy. [PDF]

PLoS One
Kobielnik M, Kempa WM.
europepmc   +1 more source

M/G/n/0 Erlang queueing system with heterogeneous servers and non-homogeneous customers [PDF]

Bulletin of the Polish Academy of Sciences: Technical Sciences, 2018
M. Ziółkowski
doaj   +1 more source

Quantification of system resilience through stress testing using a predictive analysis of departure dynamics in a [Formula: see text] queue with multiple vacation policy. [PDF]

Sci Rep
Marjasz R, Kempa WM, Kovtun V.
europepmc   +1 more source

Genelleştirilmiş laplace dönüşümü ve uygulamaları

, 2009
GENELLEŞTİRİLMİŞ LAPLACE DÖNÜŞÜMÜ VE UYGULAMALARI İntegral dönüşümleri genellikle uygulamalı matematikte, fizikte ve mühendislikte kullanılmaktadır. Bu tezde, integral dönüşüm teorisi çalışılmıştır.
Eren, Nevra
core  

Universality of the Microcanonical Entropy at Large Spin. [PDF]

Commun Math Phys
Pal S, Qiao J, van Rees BC.
europepmc   +1 more source