The maximum of a Lévy process reflected at a general barrier

1 Citationer (Scopus)

Abstract

Udgivelsesdato: July

Originalsprog	Engelsk
Tidsskrift	Stochastic Processes and Their Applications
Vol/bind	119
Udgave nummer	7
Sider (fra-til)	2336-2356
Antal sider	20
ISSN	0304-4149
Status	Udgivet - 2009

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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",

}

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

SN - 0304-4149

VL - 119

SP - 2336

EP - 2356

JO - Stochastic Processes and Their Applications

JF - Stochastic Processes and Their Applications

IS - 7

ER -