Search Results - subject:"Laplace transform"

Liu, Chun-Yang; Zhu, Song-Ping; Zhang, Shu-Hua - In: IMA journal of management mathematics 34 (2023) 4, pp. 633-660

Persistent link: https://www.econbiz.de/10014389016

Legros, Benjamin - In: Operations research letters 50 (2022) 3, pp. 287-294

Persistent link: https://www.econbiz.de/10013364093

Tafakori, Laleh; Bee, Marco; Soltani, Ahmad Reza - In: Quantitative finance 22 (2022) 7, pp. 1355-1369

Persistent link: https://www.econbiz.de/10013367907

Cui, Wenhao - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 651-663

Persistent link: https://www.econbiz.de/10013534035

Todorov, Viktor - In: Journal of econometrics 230 (2022) 2, pp. 255-280

Persistent link: https://www.econbiz.de/10013463804

Grubbström, Robert W. - In: International journal of production research 60 (2022) 24, pp. 7281-7300

Persistent link: https://www.econbiz.de/10013502398

Wang, Wenyuan; Zhou, Xiaowen - In: Risks 7 (2019) 3, pp. 1-11

in Kyprianou and Zhou (2009). A joint Laplace transform is found concerning the first down-crossing time below level 0 …

Persistent link: https://www.econbiz.de/10013200503

Gapeev, Pavel V.; Rodosthenous, Neofytos; … - In: Risks 7 (2019) 3, pp. 1-15

We obtain closed-form expressions for the value of the joint Laplace transform of the running maximum and minimum of a …

Persistent link: https://www.econbiz.de/10013200505

Gapeev, Pavel V.; Rodosthenous, Neofytos; … - In: Risks : open access journal 7 (2019) 3/87, pp. 1-15

We obtain closed-form expressions for the value of the joint Laplace transform of the running maximum and minimum of a …

Persistent link: https://www.econbiz.de/10012126486

Wang, Wenyuan; Zhou, Xiaowen - In: Risks : open access journal 7 (2019) 3/85, pp. 1-11

Kyprianou and Zhou (2009). A joint Laplace transform is found concerning the first down-crossing time below level 0. The …

Persistent link: https://www.econbiz.de/10012126580

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