"A Wiener-Hopf based approach to numerical computations in fluctuation ..."

Peter Den Iseger, Paul Gruntjes, Michel Mandjes (2013)

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DOI: 10.1007/S00186-013-0434-9

access: closed

type: Journal Article

metadata version: 2020-03-03

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Peter Den Iseger, Paul Gruntjes, Michel Mandjes:
A Wiener-Hopf based approach to numerical computations in fluctuation theory for Lévy processes. Math. Methods Oper. Res. 78(1): 101-118 (2013)

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