The maximum of a Lévy process reflected at a general barrier
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The maximum of a Lévy process reflected at a general barrier. / Hansen, Niels Richard.
In: Stochastic Processes and Their Applications, Vol. 119, No. 7, 2009, p. 2336-2356.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Hansen, NR 2009, 'The maximum of a Lévy process reflected at a general barrier', Stochastic Processes and Their Applications, vol. 119, no. 7, pp. 2336-2356.
APA
Hansen, N. R. (2009). The maximum of a Lévy process reflected at a general barrier. Stochastic Processes and Their Applications, 119(7), 2336-2356.
Vancouver
Hansen NR. The maximum of a Lévy process reflected at a general barrier. Stochastic Processes and Their Applications. 2009;119(7):2336-2356.
Author
Bibtex
@article{c3fa6270510b11de87b8000ea68e967b,
title = "The maximum of a L{\'e}vy process reflected at a general barrier",
abstract = "Udgivelsesdato: July",
author = "Hansen, {Niels Richard}",
note = "Paper id:: doi:10.1016/j.spa.2008.11.007",
year = "2009",
language = "English",
volume = "119",
pages = "2336--2356",
journal = "Stochastic Processes and their Applications",
issn = "0304-4149",
publisher = "Elsevier BV * North-Holland",
number = "7",
}
RIS
TY - JOUR
T1 - The maximum of a Lévy process reflected at a general barrier
AU - Hansen, Niels Richard
N1 - Paper id:: doi:10.1016/j.spa.2008.11.007
PY - 2009
Y1 - 2009
N2 - Udgivelsesdato: July
AB - Udgivelsesdato: July
M3 - Journal article
VL - 119
SP - 2336
EP - 2356
JO - Stochastic Processes and their Applications
JF - Stochastic Processes and their Applications
SN - 0304-4149
IS - 7
ER -
ID: 12492337