Characteristic Functions
Characteristic Function Estimation for Discrete Probability Distributions
Papers Using This Method
American options valuation in time-dependent jump-diffusion models via integral equations and characteristic functions2025-06-23Positively Homogeneous Saddle-Functions and Euler's Theorem in Games2025-04-28Kotlarski's lemma for dyadic models2025-02-04$χ$SPN: Characteristic Interventional Sum-Product Networks for Causal Inference in Hybrid Domains2024-08-14pyBregMan: A Python library for Bregman Manifolds2024-08-08Towards trustable SHAP scores2024-04-30Unconventional Computing based on Four Wave Mixing in Highly Nonlinear Waveguides2024-02-14Early stopping by correlating online indicators in neural networks2024-02-04Characteristic Circuits2023-12-12Simulation of a Lévy process, its extremum, and hitting time of the extremum via characteristic functions2023-12-06Explaining Predictive Uncertainty with Information Theoretic Shapley Values2023-09-21Applications of the discrete-time Fourier transform to data analysis2023-07-08