Asymptotic behavior of the hitting time, overshoot andundershoot for some Lévy processes

Author: Roynette Bernard   Vallois Pierre   Volpi Agnès  

Publisher: Edp Sciences

E-ISSN: 1262-3318|12|issue|58-93

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.12, Iss.issue, 2007-11, pp. : 58-93

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Abstract