Extremal behavior of stochastic integrals driven by regularly varying Levy processes

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https://hdl.handle.net/1813/9298
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Author
Hult, H.; Lindskog, F.
Abstract
Extremal behavior of stochastic integrals driven by regularly varying Levy processes
Date Issued
2005-03
Publisher
Cornell University Operations Research and Industrial Engineering
Subject
Operations Research; Industrial Engineering; technical report
Previously Published As
1423
Type
technical report

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