Numerical techniques in Lévy fluctuation theory (Q2445476): Difference between revisions

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+https://doi.org/10.1007/s11009-012-9296-5
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+W2150491765
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+Numerical Inversion of Laplace Transforms of Probability Distributions
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+Applied Probability and Queues
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+Approximations of small jumps of Lévy processes with a view towards simulation
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+Financial Modelling with Jump Processes
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+Simulation-Based Computation of the Workload Correlation Function in a Lévy-Driven Queue
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+The supremum distribution of a Lévy process with no negative jumps
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+Wiener-Hopf factorization and distribution of extrema for a family of Lévy processes
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+A Wiener-Hopf Monte Carlo simulation technique for Lévy processes
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms
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+Evaluating Scale Functions of Spectrally Negative Lévy Processes
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