A Direct Approach to the Discounted Penalty Function
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/10920277.2010.10597599
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1. Pricing equity default swaps under an approximation to the CGMY Levy model
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3. The Workload in the M/G/1 Queue with Work Removal
4. A Note on Negative Customers, GI/G/1 Workload, and Risk Processes
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