6 results
On a generalization of the Rényi–Srivastava characterization of the Poisson law
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- Journal:
- Journal of Applied Probability / Volume 58 / Issue 1 / March 2021
- Published online by Cambridge University Press:
- 25 February 2021, pp. 68-82
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- March 2021
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A Comparison of Higher-Order Weak Numerical Schemes for Stopped Stochastic Differential Equations
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- Communications in Computational Physics / Volume 20 / Issue 3 / September 2016
- Published online by Cambridge University Press:
- 31 August 2016, pp. 703-732
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- September 2016
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Summary Statistics for Endpoint-Conditioned Continuous-Time Markov Chains
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- Journal of Applied Probability / Volume 48 / Issue 4 / December 2011
- Published online by Cambridge University Press:
- 14 July 2016, pp. 911-924
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- December 2011
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A Technique for Computing the PDFs and CDFs of Nonnegative Infinitely Divisible Random Variables
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- Journal of Applied Probability / Volume 48 / Issue 1 / March 2011
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- 14 July 2016, pp. 217-237
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- March 2011
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A symmetrized Euler scheme for an efficient approximation of reflected diffusions
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- Journal of Applied Probability / Volume 41 / Issue 3 / September 2004
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- 14 July 2016, pp. 877-889
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- September 2004
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On a new approach to calculating expectations for option pricing
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- Journal:
- Journal of Applied Probability / Volume 39 / Issue 4 / December 2002
- Published online by Cambridge University Press:
- 14 July 2016, pp. 889-895
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- December 2002
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