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Discontinuous payoff option pricing by Mellin transform : a probabilistic approach
Gzyl, Henryk; Milev, M.; Tagliani, Aldo - In: Finance research letters 20 (2017), pp. 281-288
Persistent link: https://www.econbiz.de/10011806950
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Maxentropic approach to decompound aggregate risk losses
Gomes-Gonçalves, Erika; Gzyl, Henryk; Mayoral, Silvia - In: Insurance / Mathematics & economics 64 (2015), pp. 326-336
Persistent link: https://www.econbiz.de/10011398090