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The optimal discretization of probability density functions

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  • Christofides, A.
  • Tanyi, B.
  • Christofides, S.
  • Whobrey, D.
  • Christofides, N.

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Suggested Citation

  • Christofides, A. & Tanyi, B. & Christofides, S. & Whobrey, D. & Christofides, N., 1999. "The optimal discretization of probability density functions," Computational Statistics & Data Analysis, Elsevier, vol. 31(4), pages 475-486, October.
    • Handle: RePEc:eee:csdana:v:31:y:1999:i:4:p:475-486
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    References listed on IDEAS

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    1. Kon, Stanley J, 1984. "Models of Stock Returns-A Comparison," Journal of Finance, American Finance Association, vol. 39(1), pages 147-165, March.
    2. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
    3. Cox, John C. & Ross, Stephen A. & Rubinstein, Mark, 1979. "Option pricing: A simplified approach," Journal of Financial Economics, Elsevier, vol. 7(3), pages 229-263, September.
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    Cited by:

    1. Langseth, Helge & Nielsen, Thomas D. & Rumí, Rafael & Salmerón, Antonio, 2009. "Inference in hybrid Bayesian networks," Reliability Engineering and System Safety, Elsevier, vol. 94(10), pages 1499-1509.
    2. Alessandro Barbiero & Asmerilda Hitaj, 2022. "Approximation of continuous random variables for the evaluation of the reliability parameter of complex stress–strength models," Annals of Operations Research, Springer, vol. 315(2), pages 1573-1598, August.
    3. Nakano, Junji, 2004. "Parallel computing techniques," Papers 2004,27, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).

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