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On matrix exponential approximations of the infimum of a spectrally negative Levy process - MaRDI portal

On matrix exponential approximations of the infimum of a spectrally negative Levy process

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Publication:6236238

arXiv1210.2611MaRDI QIDQ6236238

Florin Avram, Martijn R. Pistorius, Andras Horvath

Publication date: 9 October 2012











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