On double-boundary non-crossing probability for a class of compound processes with applications
Dimitrina S. Dimitrova, Zvetan G. Ignatov, Vladimir K. Kaishev, Senren Tan
| Year of publication: |
2020
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| Authors: | Dimitrova, Dimitrina S. ; Ignatov, Zvetan G. ; Kaishev, Vladimir K. ; Tan, Senren |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 282.2020, 2 (16.4.), p. 602-613
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| Subject: | Applied probability | Doubly stochastic Poisson (i.e Cox) processes | Fast Fourier transform | Finite-time non-ruin probability | Inventory management under stochastic demand | Stochastischer Prozess | Stochastic process | Wahrscheinlichkeitsrechnung | Probability theory | Optionspreistheorie | Option pricing theory | Lagermanagement | Warehouse management |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2019.09.058 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012157879