Randomisation and recursion methods for mixed-exponential Lévy models, with financial applications
Mijatović, Aleksandar; Pistorius, Martijn R.; Stolte, Johannes
- 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2453.90KB
- 发表时间2015-12
- DOI10.1239/jap/1450802754
- 页码1076-1096