Maximum loss and maximum gain of spectrally negative Lévy processes

Date

2017-06-01

Author

Vardar Acar, Ceren
Çağlar, Mine

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Maximum loss and maximum gain of spectrally negative Lévy processes

URI

https://hdl.handle.net/11511/111877

Journal

EXTREMES

Collections

Department of Statistics, Article

Citation Formats

C. Vardar Acar and M. Çağlar, “Maximum loss and maximum gain of spectrally negative Lévy processes,” EXTREMES, vol. 20, no. 1, pp. 301–308, 2017, Accessed: 00, 2024. [Online]. Available: https://hdl.handle.net/11511/111877.