• STABLE

  • Referenced in 98 articles [sw04843]
  • The program calculates the density (pdf), cumulative distribution...
  • TFPDE

  • Referenced in 5 articles [sw12622]
  • Numerical methods for SPDEs with tempered stable processes. We develop new probabilistic and deterministic approaches ... pure jump tempered α-stable (TαS) Lévy processes. With the compound Poisson (CP) approximation...
  • PricingMixedTS

  • Referenced in 2 articles [sw27442]
  • Option pricing in an exponential MixedTS Lévy process. In this paper we present an option ... exponential Mixed Tempered Stable Lévy process. We also introduce a new R package called PricingMixedTS...
  • ITSM2000

  • Referenced in 2 articles [sw16941]
  • book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models ... Time Series – Introductions to Brownian motion, Lévy processes and Itô calculus – An expanded section...
  • LSD

  • Referenced in 5 articles [sw14340]
  • called LSD, to evaluate statistical quantities of Lévy stable distributions, such as density and distribution ... figures. As a powerful toolbox for signal processing, the LSD is also an open source ... precise evaluation of various quantities of Lévy stable distributions...
  • ANSYS

  • Referenced in 580 articles [sw00044]
  • ANSYS offers a comprehensive software suite that spans...
  • Coq

  • Referenced in 1536 articles [sw00161]
  • Coq is a formal proof management system. It...
  • GAP

  • Referenced in 2404 articles [sw00320]
  • GAP is a system for computational discrete algebra...
  • JMulTi

  • Referenced in 26 articles [sw00477]
  • JMulTi was originally designed as a tool for...
  • Magma

  • Referenced in 2359 articles [sw00540]
  • Computer algebra system (CAS). Magma is a large...
  • Maple

  • Referenced in 4718 articles [sw00545]
  • The result of over 30 years of cutting...
  • Mathematica

  • Referenced in 5224 articles [sw00554]
  • Almost any workflow involves computing results, and that...
  • Matlab

  • Referenced in 10505 articles [sw00558]
  • MATLAB® is a high-level language and interactive...
  • R

  • Referenced in 6593 articles [sw00771]
  • R is a language and environment for statistical...
  • RANLUX

  • Referenced in 53 articles [sw00778]
  • RANLUX: a Fortran implementation of the high-quality...
  • ROBETH

  • Referenced in 43 articles [sw00811]
  • ROBETH is the program library for robust statistical...
  • SageMath

  • Referenced in 1257 articles [sw00825]
  • Sage (SageMath) is free, open-source math software...
  • Sostools

  • Referenced in 235 articles [sw00891]
  • We are pleased to introduce SOSTOOLS, a free...
  • Visiplan

  • Referenced in 2 articles [sw00999]
  • The paper presents Visiplan, a knowledge-based modelling...