Exit problems for general draw-down times of spectrally negative Lévy processes
Li, Bo, Vu, Nhat Linh, Zhou, XiaowenVolume:
56
Language:
english
Journal:
Journal of Applied Probability
DOI:
10.1017/jpr.2019.31
Date:
June, 2019
File:
PDF, 217 KB
english, 2019