The density of distributions from the Bondesson class
German Bernhart, Jan-Frederik Mai, Steffen Schenk and Matthias Scherer
| Year of publication: |
2015
|
|---|---|
| Authors: | Bernhart, German ; Mai, Jan-Frederik ; Schenk, Steffen ; Scherer, Matthias |
| Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 18.2014/15, 3, p. 99-128
|
| Subject: | Bernstein function | Bondesson class | Bromwich inversion | contour transformation | Laplace inversion | Lévy subordinator | Theorie | Theory | Statistische Verteilung | Statistical distribution | Stochastischer Prozess | Stochastic process | Soziale Schicht | Social class |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011298895