On pre-exit joint occupation times for spectrally negative Lévy processes

By Yingqiu Li, Xiaowen Zhou. 2014

47 citations recorded by the source corpus.

Subfields: Finance, Management Information Systems, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/9c72d96c8eda001f02bdc4be54f87148a1c561d2