Potential densities for taxed spectrally negative Lévy risk processes
Year of publication: |
2019
|
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Authors: | Wang, Wenyuan ; Zhou, Xiaowen |
Subject: | first crossing time | general tax structure | joint Laplace transform | potential measure | spectrally negative Lévy process | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks7030085 [DOI] hdl:10419/257923 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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