A Generalized Renewal Equation for Perturbed Compound Poisson Processes with Two-Sided Jumps (Q3182400)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Generalized Renewal Equation for Perturbed Compound Poisson Processes with Two-Sided Jumps |
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A Generalized Renewal Equation for Perturbed Compound Poisson Processes with Two-Sided Jumps (English)
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8 October 2009
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discounted penalty
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perpetual American option
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perturbed compound Poisson process
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renewal equation
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