On Erlangization and Extrapolation, with Applications to Financial Regime-Switching Lévy Models

Methodology And Computing In Applied Probability 2026

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Authors: Søren Westh Asmussen

DOI: 10.1007/s11009-025-10234-x

Cited by: 0

References: 31

Fields of Study & Subjects

Stochastic processes and financial applications Probability and Risk Models Probability and Statistical Research

References 31