Randomisation and recursion methods for mixed-exponential Lévy models, with financial applications
- 期刊名称Journal of Applied Probability
- 作者Mijatović, Aleksandar; Pistorius, Martijn R.; Stolte, Johannes
- 卷第52卷
- 期第4期
- 印刷ISSN0021-9002
- 电子ISSN1475-6072
- 文件大小2418.54KB
- 发表时间2015-12
- DOI10.1017/s0021900200113099
- 页码1076-1096
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