- Referenced in 102 articles
- The program calculates the density (pdf), cumulative distribution...
- Referenced in 6 articles
- 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...
- Referenced in 4 articles
- 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...
- Referenced in 5 articles
- 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...
- Referenced in 9 articles
- 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...
- Referenced in 641 articles
- ANSYS offers a comprehensive software suite that spans...
- Referenced in 1748 articles
- Coq is a formal proof management system. It...
- Referenced in 2702 articles
- GAP is a system for computational discrete algebra...
- Referenced in 30 articles
- JMulTi was originally designed as a tool for...
- Referenced in 2716 articles
- Computer algebra system (CAS). Magma is a large...
- Referenced in 4896 articles
- The result of over 30 years of cutting...
- Referenced in 5693 articles
- Almost any workflow involves computing results, and that...
- Referenced in 11446 articles
- MATLAB® is a high-level language and interactive...
- Referenced in 7603 articles
- R is a language and environment for statistical...
- Referenced in 53 articles
- RANLUX: a Fortran implementation of the high-quality...
- Referenced in 43 articles
- ROBETH is the program library for robust statistical...
- Referenced in 1505 articles
- Sage (SageMath) is free, open-source math software...
- Referenced in 262 articles
- We are pleased to introduce SOSTOOLS, a free...
- Referenced in 2 articles
- The paper presents Visiplan, a knowledge-based modelling...