Exit problems for general draw-down times of spectrally...

Exit problems for general draw-down times of spectrally negative Lévy processes

Li, Bo, Vu, Nhat Linh, Zhou, Xiaowen
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Volume:
56
Language:
english
Journal:
Journal of Applied Probability
DOI:
10.1017/jpr.2019.31
Date:
June, 2019
File:
PDF, 217 KB
english, 2019
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