The density of distributions from the Bondesson class
Year of publication: |
2015
|
---|---|
Authors: | Bernhart, German ; Mai, Jan-Frederik ; Schenk, Steffen ; Scherer, Matthias |
Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 18.2014/15, 3, p. 99-128
|
Subject: | Bernstein function | Bondesson class | Bromwich inversion | contour transformation | Laplace inversion | Lévy subordinator |
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