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  • Search: subject:"completely monotone function"
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Subject
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Laplace transform 2 completely monotone function 2 CAPM 1 CGMY model 1 Completely monotone function 1 Estimation theory 1 Gauss Laguerre quadrature 1 Option pricing theory 1 Optionspreistheorie 1 Schätztheorie 1 Stochastic process 1 Stochastischer Prozess 1 Time series analysis 1 Zeitreihenanalyse 1 beta exposure pricing 1 convolution 1 gap risk pricing 1 geometric infinite divisibility 1 infinite divisibility 1 mixture 1 negative binomial process 1 series systems 1 stable process 1
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Undetermined 3
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Article 3
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2 Undetermined 1
Author
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Carr, Peter 1 Dehak, Mohammad Amini 1 Khanna, Ajay 1 Madan, Dilip B. 1 Mohtashami Borzadaran, G. R. 1 Pillai, R. 1 Zamani, Zohreh 1
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Annals of the Institute of Statistical Mathematics 1 Risk and decision analysis 1 The journal of computational finance 1
Source
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ECONIS (ZBW) 2 RePEc 1
Showing 1 - 3 of 3
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A note on some preservation results on the Laplace transform ordering of residual lives
Zamani, Zohreh; Mohtashami Borzadaran, G. R.; Dehak, … - In: Risk and decision analysis 6 (2017) 3, pp. 225-229
Persistent link: https://www.econbiz.de/10011925089
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Adjusting exponential Lévy models toward the simultaneous calibration of market prices for crash cliquets
Carr, Peter; Khanna, Ajay; Madan, Dilip B. - In: The journal of computational finance 20 (2016) 1, pp. 89-111
Persistent link: https://www.econbiz.de/10011639593
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On Mittag-Leffler functions and related distributions
Pillai, R. - In: Annals of the Institute of Statistical Mathematics 42 (1990) 1, pp. 157-161
Persistent link: https://www.econbiz.de/10005184612
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