Numerical techniques in Lévy fluctuation theory (Q2445476): Difference between revisions
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Revision as of 01:42, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical techniques in Lévy fluctuation theory |
scientific article |
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Numerical techniques in Lévy fluctuation theory (English)
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14 April 2014
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Lévy processes
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fluctuation theory
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Wiener-Hopf
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phase-type distributions
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mathematical finance
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