//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Ruin probabilities"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Gibbs phenomenon"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Ruin probabilities
Gibbs phenomenon
2
Option pricing theory
2
Optionspreistheorie
2
Stochastic process
2
Stochastischer Prozess
2
Time series analysis
2
Zeitreihenanalyse
2
Algebraic index
1
Discrete monitoring
1
Double-barrier option
1
European options
1
FFT
1
Fourier cosine expansion method
1
Fourier transform
1
Fourier-cosine method
1
Gibbs Phenomenon
1
Hilbert transform
1
Lévy processes
1
Lévy subordinator
1
Numerical integration
1
Portfolio selection
1
Portfolio-Management
1
Probability theory
1
Rearrangement inequality
1
Sinc function
1
Spectral filter
1
Spitzer identity
1
Statistical distribution
1
Statistische Verteilung
1
Theorie
1
Theory
1
Wahrscheinlichkeitsrechnung
1
Wiener–Hopf factorisation
1
portfolio loss distribution
1
spectral filters
1
variance gamma
1
z-Transform
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Lee, Wing Yan
1
Li, Xiaolong
1
Liu, Fangda
1
Shi, Yifan
1
Yam, Sheung Chi Phillip
1
Published in...
All
Insurance / Mathematics & economics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A Fourier-cosine method for finite-time ruin probabilities
Lee, Wing Yan
;
Li, Xiaolong
;
Liu, Fangda
;
Shi, Yifan
; …
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 256-267
Persistent link: https://www.econbiz.de/10012649221
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->