Sample quantiles of additive renewal reward processes

DOI10.2307/3214983MaRDI QIDQ3122867zbMATH OpenOpenAlexFDO

Authors Angelos Dassios

Publication date 20 July 1997

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/1c919441751c6885ad7c50e371f24215413fe454

zbMATH Keywords

look-back financial optionsmarked renewal processessample quantiles

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15)

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(3)

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