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"Fourier-Cosine Method for Finite-Time Gerber-Shiu Functions."

Xiaolong Li et al. (2021)

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DOI: 10.1137/20M1328580

access: closed

type: Journal Article

metadata version: 2021-07-15

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  - journals/siamsc/LiSYY21
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  - https://dblp.org/rec/journals/siamsc/LiSYY21
Xiaolong Li, Yifan Shi, Sheung Chi Phillip Yam, Hailiang Yang:
Fourier-Cosine Method for Finite-Time Gerber-Shiu Functions. SIAM J. Sci. Comput. 43(3): B650-B677 (2021)

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