1 citations · 2 across the 6 of their papers we have counts for
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stat.OT2017★ 1 cited
Redundancy schemes for engineering coherent systems via a signature-based approach
Mahdi Doostparast
This paper proposes a signature-based approach for solving redundancy allocation problems when component lifetimes are not only heterogeneous but also dependent. The two common sch…
q-fin.PR2017
Explicit expressions for European option pricing under a generalized skew normal distribution
Mahdi Doostparast
Under a generalized skew normal distribution we consider the problem of European option pricing. Existence of the martingale measure is proved. An explicit expression for a given E…