Results 281 to 290 of about 123,153 (297)
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A gamma process model for the analysis of fatigue crack growth data
Engineering Fracture Mechanics, 2015Maurizio Guida, Francesco Penta
exaly
The behavioral implications of the bilateral gamma process
Physica A: Statistical Mechanics and Its Applications, 2018Haibin Xie, Shouyang Wang, Zudi Lu
exaly
A survey of the application of gamma processes in maintenance
Reliability Engineering and System Safety, 2009J M Van Noortwijk
exaly
A fast and accurate lattice model to evaluate options under the variance gamma process
2015We develop a lattice-based model to evaluate European and American plain vanilla options when the underlying asset price is driven by a variance gamma process. By applying the Levy-Ito decomposition of the process, we obtain a compound Poisson process made up of a linear drift and the sum of the jumps taken by the process.
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Parametric inference in a perturbed gamma degradation process
Communications in Statistics - Theory and Methods, 2016Christian Paroissin, Ali Salami
exaly
Highly accurate evaluation of European and American options under the Variance Gamma process
The Journal of Computational Finance, 2006Ariel Almendral, Cornelis Oosterlee
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Nonparametric estimation of the shape function in a Gamma process for degradation data
Canadian Journal of Statistics, 2009exaly