Asymptotics for $$d$$ -Dimensional Lévy-Type Processes

Large Deviations and Asymptotic Methods in Finance - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-319-11605-1_12 ◽

2015 ◽

pp. 321-343

Author(s):

Matthew Lorig ◽

Stefano Pagliarani ◽

Andrea Pascucci

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