Numerical techniques in Lévy fluctuation theory (Q2445476)

From MaRDI portal
Revision as of 01:37, 29 February 2024 by SwMATHimport240215 (talk | contribs) (‎Changed an Item)
scientific article
Language Label Description Also known as
English
Numerical techniques in Lévy fluctuation theory
scientific article

    Statements

    Numerical techniques in Lévy fluctuation theory (English)
    0 references
    0 references
    0 references
    0 references
    14 April 2014
    0 references
    Lévy processes
    0 references
    fluctuation theory
    0 references
    Wiener-Hopf
    0 references
    phase-type distributions
    0 references
    mathematical finance
    0 references

    Identifiers