The maximum of a Lévy process reflected at a general barrier

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Standard

The maximum of a Lévy process reflected at a general barrier. / Hansen, Niels Richard.

I: Stochastic Processes and Their Applications, Bind 119, Nr. 7, 2009, s. 2336-2356.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Hansen, NR 2009, 'The maximum of a Lévy process reflected at a general barrier', Stochastic Processes and Their Applications, bind 119, nr. 7, s. 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

Hansen, Niels Richard. / The maximum of a Lévy process reflected at a general barrier. I: Stochastic Processes and Their Applications. 2009 ; Bind 119, Nr. 7. s. 2336-2356.

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