Numerical techniques in Lévy fluctuation theory (Q2445476)
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scientific article; zbMATH DE number 6284498
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Numerical techniques in Lévy fluctuation theory |
scientific article; zbMATH DE number 6284498 |
Statements
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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0.8824295997619629
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0.8478241562843323
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0.7762336730957031
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0.766329824924469
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