Tail behavior of stopped Lévy processes with Markov modulation
Brendan K. Beare, Won-Ki Seo, Alexis Akira Toda
| Year of publication: |
2022
|
|---|---|
| Authors: | Beare, Brendan K. ; Seo, Won-Ki ; Akira Toda, Alexis |
| Subject: | Markov-Kette | Markov chain | Stochastischer Prozess | Stochastic process | Theorie | Theory | Statistische Verteilung | Statistical distribution |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal ; Konferenzbeitrag ; Conference paper |
| Language: | English |
| Other identifiers: | 10.1017/S0266466621000268 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013469688