Evaluating first-passage probabilities for spectrally one-sided Lévy processes

Journal of Applied Probability

Volumn 37, Issue 4, 2000, Pages 1173-1180

  Rogers, L C G ^a,b  

^a UNIVERSITY OF BATH   (United Kingdom)

^b University of Bath   (United Kingdom)

Author keywords

First passage distribution; Laplace transform; L vy process; Spectrally one sided

Indexed keywords

EID: 0034336883     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1014843099     Document Type: Article

References (14)

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