scientific article; zbMATH DE number 3522936
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Publication:4101237
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(7)- Boundary value problems in queueing theory
- A multiplicative version of the Lindley recursion
- Functional equations with multiple recursive terms
- Bounds and limit theorems for a layered queueing model in electric vehicle charging
- Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options
- On a modified version of the Lindley recursion
- Fluctuation identities with continuous monitoring and their application to the pricing of barrier options
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