Explicit formula for the supremum distribution of a spectrally negative stable process (Q742970)
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scientific article
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| English | Explicit formula for the supremum distribution of a spectrally negative stable process |
scientific article |
Statements
Explicit formula for the supremum distribution of a spectrally negative stable process (English)
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22 September 2014
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Lévy process
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stable process
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supremum distribution
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0.8416543006896973
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0.8130173087120056
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0.8000289797782898
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0.7956691980361938
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0.789477527141571
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