Evaluating Scale Functions of Spectrally Negative Lévy Processes
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Publication:5459914
DOI10.1239/jap/1208358957zbMath1140.60027OpenAlexW1983299089MaRDI QIDQ5459914
Publication date: 30 April 2008
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1208358957
Processes with independent increments; Lévy processes (60G51) Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods for discrete and fast Fourier transforms (65T50)
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