A Wiener–Hopf based approach to numerical computations in fluctuation theory for Lévy processes
| Year of publication: |
2013
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|---|---|
| Authors: | Iseger, Peter Den ; Gruntjes, Paul ; Mandjes, Michel |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 13106958. - Vol. 78.2013, 1, p. 101-118
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