Liquidation risk for exponential spectrally negative Lévy processes (Q6188575)
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scientific article; zbMATH DE number 7801181
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Liquidation risk for exponential spectrally negative Lévy processes |
scientific article; zbMATH DE number 7801181 |
Statements
7 February 2024
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liquidation probability
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the Laplace transform of the liquidation time
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exponential spectrally negative Lévy process
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Pareto distribution
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0.874083399772644
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0.8018865585327148
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0.7711177468299866
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0.7575554847717285
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