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"Phase-type fitting of scale functions for spectrally negative Lévy ..."

Masahiko Egami, Kazutoshi Yamazaki (2014)

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DOI: 10.1016/J.CAM.2013.12.044

access: open

type: Journal Article

metadata version: 2023-09-30

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Masahiko Egami, Kazutoshi Yamazaki:
Phase-type fitting of scale functions for spectrally negative Lévy processes. J. Comput. Appl. Math. 264: 1-22 (2014)

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