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Extremal behavior of stochastic integrals driven by regularly varying Levy processes

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dc.contributor.authorHult, H.en_US
dc.contributor.authorLindskog, F.en_US
dc.date.accessioned2007-11-09T21:04:49Z
dc.date.available2007-11-09T21:04:49Z
dc.date.issued2005-03en_US
dc.description.abstractExtremal behavior of stochastic integrals driven by regularly varying Levy processesen_US
dc.format.extent323800 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.citation1423en_US
dc.identifier.urihttps://hdl.handle.net/1813/9298
dc.language.isoen_USen_US
dc.publisherCornell University Operations Research and Industrial Engineeringen_US
dc.subjectOperations Researchen_US
dc.subjectIndustrial Engineeringen_US
dc.subjecttechnical reporten_US
dc.titleExtremal behavior of stochastic integrals driven by regularly varying Levy processesen_US
dc.typetechnical reporten_US

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