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Predicting The Ultimate Supremum Of A Stable Levy Process With No Negative Jumps

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Robert Dalang, Violetta Bernyk
2011
journal articles

Abstract

Given a stable Levy process X = (X-t)(0

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https://infoscience.epfl.ch/entities/publication/e4713f43-912e-40e6-922d-1ebb97a73d00

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