"Exit problems for general draw-down times of spectrally negative ..."

Bo Li, Nhat Linh Vu, Xiaowen Zhou (2019)

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DOI: 10.1017/JPR.2019.31

access: closed

type: Journal Article

metadata version: 2020-04-16

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Bo Li, Nhat Linh Vu, Xiaowen Zhou:
Exit problems for general draw-down times of spectrally negative Lévy processes. J. Appl. Probab. 56(2): 441-457 (2019)

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