Ecosyste.ms: Awesome
An open API service indexing awesome lists of open source software.
https://github.com/daleroberts/ruin-tstable
Finite-time ruin problem for tempered stable processes
https://github.com/daleroberts/ruin-tstable
mathematics monte-carlo-simulation probability
Last synced: 23 days ago
JSON representation
Finite-time ruin problem for tempered stable processes
- Host: GitHub
- URL: https://github.com/daleroberts/ruin-tstable
- Owner: daleroberts
- License: bsd-3-clause
- Created: 2013-05-23T02:33:44.000Z (over 11 years ago)
- Default Branch: master
- Last Pushed: 2013-05-23T02:34:50.000Z (over 11 years ago)
- Last Synced: 2023-07-15T03:34:12.608Z (over 1 year ago)
- Topics: mathematics, monte-carlo-simulation, probability
- Language: C++
- Size: 102 KB
- Stars: 1
- Watchers: 2
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README
- License: LICENSE
Awesome Lists containing this project
README
Finite-time ruin problem for tempered stable processes
See http://arxiv.org/abs/1302.4795
Dale Roberts