Results 111 to 120 of about 11,521 (168)

On Explicit Probability Laws for Classes of Scalar Diffusions [PDF]

open access: yes
This paper uses Lie symmetry group methods to obtain transition probability densities for scalar diffusions, where the diffusion coefficient is given by a power law.
Mark Craddock, Eckhard Platen
core  

A review of tests for exponentiality with Monte Carlo comparisons. [PDF]

open access: yesJ Appl Stat, 2022
Ossai EO, Madukaife MS, Oladugba AV.
europepmc   +1 more source

Generalized stieltjes type transform and applications

open access: yes
Bu tezde genelleştirilmiş Stieltjes tipi integral dönüşümü incelenmiştir. Farklı fonksiyonların bu dönüşüm altındaki görüntüsü bulunmuş, dönüşümün özellikleri çeşitli teorem ve sonuçlar ile ortaya konmuştur.
Salimov, Ramil
core  

Numerical analysis and multi-precision computational methods applied to the extant problems of Asian option pricing and simulating stable distributions and unit root densities

open access: yes, 2015
This thesis considers new methods that exploit recent developments in computer technology to address three extant problems in the area of Finance and Econometrics.
Cao, Liang
core  

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