Funder
National Science Centre of Poland (NCN)
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Reference29 articles.
1. Russian and American put options under exponential phase-type Lévy models;Asmussen;Stochastic Process. Appl.,2004
2. Lévy Processes;Bertoin,1996
3. Cramér’s estimate for Lévy processes;Bertoin;Statist. Probab. Lett.,1994
4. Handbook of Brownian Motion—Facts and Formulae;Borodin,2002
5. Maximum drawdown insurance;Carr;Int. J. Theor. Appl. Finance,2011
Cited by
9 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献