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Search: subject:"completely monotone function"
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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
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English
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Carr, Peter
1
Dehak, Mohammad Amini
1
Khanna, Ajay
1
Madan, Dilip B.
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Mohtashami Borzadaran, G. R.
1
Pillai, R.
1
Zamani, Zohreh
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Annals of the Institute of Statistical Mathematics
1
Risk and decision analysis
1
The journal of computational finance
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ECONIS (ZBW)
2
RePEc
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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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2
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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3
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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