Passage Time and Fluctuation Calculations for Subexponential Levy Processes
Citation
Doney, R., Kluppelberg, C., and Maller, R. 2016, 'Passage Time and Fluctuation Calculations for Subexponential Levy Processes', Bernoulli; 22, 1491-1519.Year
2016ANU Authors
Field of Research
- Stochastic Analysis And Modelling