In this paper we present Poisson sum series representations for α-stable (αS) random variables and α-stable processes, in particular concentrating on continuous-time autoregres...
This work derives and simulates two choice models applying the weighted utility theory, a generalization of the expected utility theory. It shows one set of assumptions, which jus...
Tolerances are a very important property of a design. This paper presents a method for simulating tolerances in signal processing and control systems on the system level using aï¬...
Wilhelm Heupke, Christoph Grimm, Klaus Waldschmidt
For finite-size scaling studies of second-order phase transitions the critical energy range of interest is usually larger than the energy range covered by a canonical Monte Carlo ...
Using the solution of the one-sided exit problem, a procedure to price Parisian barrier options in a jump-diffusion model with two-sided exponential jumps is developed. By extendin...