On an explicit Skorokhod embedding for spectrally negative Lévy processes (Q1028617)
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scientific article; zbMATH DE number 5576002
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| English | On an explicit Skorokhod embedding for spectrally negative Lévy processes |
scientific article; zbMATH DE number 5576002 |
Statements
On an explicit Skorokhod embedding for spectrally negative Lévy processes (English)
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6 July 2009
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Skorokhod embedding
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Levy process
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excursion theory
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scale function
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minimal stopping time
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0.8778956532478333
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0.8301047086715698
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0.8298739790916443
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0.8233519196510315
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0.8182182312011719
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