Numerical techniques in Lévy fluctuation theory (Q2445476)

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Numerical techniques in Lévy fluctuation theory
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    Statements

    title
    Numerical techniques in Lévy fluctuation theory (English)
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    author
    Naser M. Asghari
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    Peter den Iseger
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    M. R. H. Mandjes
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    publication date
    14 April 2014
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    zbMATH Keywords
    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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    describes a project that uses
    EMpht
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    PhFit
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    Identifiers

    zbMATH DE Number
    6284498
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