The distribution of the supremum for spectrally asymmetric Lévy processes

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Title: The distribution of the supremum for spectrally asymmetric Lévy processes
Authors: Michna, Z
Palmowski, Z
Pistorius, M
Item Type: Journal Article
Issue Date: 13-Mar-2015
URI: http://hdl.handle.net/10044/1/21599
DOI: https://dx.doi.org/10.1214/ECP.v20-2999
ISSN: 1083-589X
Publisher: Institute of Mathematical Statistics (IMS)
Journal / Book Title: Electronic Communications in Probability
Volume: 20
Copyright Statement: This work is licensed under a Creative Commons Attribution 3.0 License.
Publication Status: Published
Appears in Collections:Financial Mathematics
Mathematics



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