Fourier-Cosine Method for Finite-Time Gerber--Shiu Functions

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Publication:4997380

DOI10.1137/20M1328580OpenAlexW3168347857MaRDI QIDQ4997380

Hailiang Yang, Xiaolong Li, Sheung Chi Phillip Yam, Yifan Shi

Publication date: 29 June 2021

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/20m1328580




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