Exit problems of Lévy processes with applications in finance

M.R. Pistorius

Research output: Thesis › Doctoral thesis 1 (Research UU / Graduation UU)

Original language	Undefined/Unknown
Qualification	Doctor of Philosophy
Awarding Institution	Utrecht University
Supervisors/Advisors	Balder, E.J., Primary supervisor
Award date	2 Jun 2003
Publication status	Published - 2 Jun 2003

Keywords

@phdthesis{02e8886c6fe34eb48cbee1392ba6b80d,

title = "Exit problems of L{\'e}vy processes with applications in finance",

keywords = "Mathematics, Landbouwwetenschappen, Natuurwetenschappen, Wiskunde: algemeen",

author = "M.R. Pistorius",

year = "2003",

month = jun,

day = "2",

language = "Undefined/Unknown",

type = "Doctoral thesis 1 (Research UU / Graduation UU)",

school = "Utrecht University",

}