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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Finite time ruin probabilities for tempered stable insurance risk processes
Griffin, Philip S.
;
Maller, Ross A.
;
Roberts, Dale
- In:
Insurance / Mathematics & economics
53
(
2013
)
2
,
pp. 478-489
Persistent link: https://www.econbiz.de/10010195908
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A multinominal approximation for American option prices in Lévy process models
Maller, Ross A.
;
Solomon, David Henry
;
Szimayer, Alex
- In:
Mathematical finance : an international journal of …
16
(
2006
)
4
,
pp. 613-633
Persistent link: https://www.econbiz.de/10003394175
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