Some remarks on first passage of Levy process, the American put and pasting priciples

A.E. Kyprianou, L. Alili

Research output: Contribution to journal › Article › Academic › peer-review

Original language	Undefined/Unknown
Pages (from-to)	2062-2080
Number of pages	19
Journal	The annals of applied probability
Volume	15
Publication status	Published - 2005

Keywords

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title = "Some remarks on first passage of Levy process, the American put and pasting priciples",

keywords = "Wiskunde en Informatica (WIIN), Mathematics, Landbouwwetenschappen, Natuurwetenschappen, Wiskunde: algemeen",

author = "A.E. Kyprianou and L. Alili",

year = "2005",

language = "Undefined/Unknown",

volume = "15",

pages = "2062--2080",

journal = "The annals of applied probability",

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publisher = "Institute of Mathematical Statistics",

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TY - JOUR

T1 - Some remarks on first passage of Levy process, the American put and pasting priciples

AU - Kyprianou, A.E.

AU - Alili, L.

PY - 2005

Y1 - 2005

KW - Wiskunde en Informatica (WIIN)

KW - Mathematics

KW - Landbouwwetenschappen

KW - Natuurwetenschappen

KW - Wiskunde: algemeen

M3 - Article

SN - 1050-5164

VL - 15

SP - 2062

EP - 2080

JO - The annals of applied probability

JF - The annals of applied probability

ER -