A stochastic integral arising in discounting continuous cash flows and certain transformed characteristic functions-Reference-Cited by-同舟云学术

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A stochastic integral arising in discounting continuous cash flows and certain transformed characteristic functions

Published:2000-05 Issue:4 Volume:13 Page:87-90
ISSN:0893-9659
Container-title:Applied Mathematics Letters
language:en
Short-container-title:Applied Mathematics Letters

Author:

Artikis T.,Voudouri A.

Publisher

Elsevier BV

Subject

Applied Mathematics

Reference16 articles.

1. Stochastic Convergence;Lukacs,1975

2. Ruin problems with compounding assets;Harrison;Stochastic Processes Appl.,1977

3. An Introduction to Probability Theory and its Applications 2;Feller,1966

4. On a transformation of characteristic functions;Lukacs;Portugaliae Mathematica,1957

5. Convex densities and self-decomposability;Artikis;Serdica,1983

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