The distribution of refracted Lévy processes with jumps having rational Laplace transforms (Q4684914)
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scientific article; zbMATH DE number 6943616
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The distribution of refracted Lévy processes with jumps having rational Laplace transforms |
scientific article; zbMATH DE number 6943616 |
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The distribution of refracted Lévy processes with jumps having rational Laplace transforms (English)
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26 September 2018
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refracted Lévy process
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rational Laplace transform
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continuity theorem
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Wiener-Hopf factorization
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variable annuity
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state-dependent fee
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