Concepedia

Numerical Computation of First-Passage Times of Increasing Lévy Processes

Mark Veillette, Murad S. Taqqu

Methodology And Computing In Applied Probability · 2009 · 36 citations · 31 references

DOI

Concepts

References

31

An introduction to probability theory and its applications

Journal of the Franklin Institute · 1958 · 30K citations

, , +11

<i>An Introduction to Probability Theory and Its Applications, Vol. 2</i>

William Feller, T. Teichmann · Physics Today · 1967 · 1.3K citations

, , +11

Hyperbolic distributions in finance

Ernst Eberlein, Ulrich Keller · Bernoulli · 1995 · 733 citations

, , +16

The Fourier-series method for inverting transforms of probability distributions

Joseph Abate, Ward Whitt · Queueing Systems · 1992 · 717 citations

, , +14

Hyperbolic Distributions in Finance

Ernst Eberlein, Ulrich Keller · Bernoulli · 1995 · 633 citations

, , +16