- Exact tail asymptotics of the supremum attained by a Lévy process
Description
- Title: Exact tail asymptotics of the supremum attained by a Lévy process
- Journal title: Statistics and Probability Letters
- Creator: Asghari, Naser M ; Dębicki, Krzysztof ; Mandjes, Michel
- Pages: s. 180-184
- Description: Bibliogr. ; Streszcz. w jęz. ang.
- Language of abstract: eng
- Date issued: 2015
- Type: Tekst
- Identifier: ISSN 0167-7152 ; https://doi.org/10.1016/j.spl.2014.09.005
- Language: eng
- Has version: http://dx.doi.org/10.1016/j.spl.2014.09.005
- Detailed object type: art
- Object type: Artykuł
- Location: Vol. 96 (2015)