EXPLICIT SOLUTION OF AN INVERSE FIRST-PASSAGE TIME PROBLEM FOR LÉVY PROCESSES AND COUNTERPARTY CREDIT RISK

Autor:	Davis, M. H. A., Pistorius, M. R.
Zdroj:	The Annals of Applied Probability, 2015 Oct 01. 25(5), 2383-2415.
Databáze:	JSTOR Journals
Externí odkaz:	http://www.jstor.org/stable/24521606 Zobrazit plný text záznamu