Tail asymptotics for exponential functionals of Lévy processes

Research output: Book/Report › Report › Academic

Original language	English
Place of Publication	Djursholm, Sweden
Publisher	Institut Mittag-Leffler (Royal Swedish Academy of Sciences)
Number of pages	24
Publication status	Published - 2004

Name	IML Report
Volume	04/05-20

Cite this

TY - BOOK

T1 - Tail asymptotics for exponential functionals of Lévy processes

AU - Maulik, K.

AU - Zwart, B.

PY - 2004

Y1 - 2004

UR - http://www.ml.kva.se/preprints/0405f/files/IML-0405f-20.pdf

M3 - Report

T3 - IML Report

BT - Tail asymptotics for exponential functionals of Lévy processes

PB - Institut Mittag-Leffler (Royal Swedish Academy of Sciences)

CY - Djursholm, Sweden

ER -