On optional stopping of some exponential martingales for Lévy processes with or without reflection

✍ Scribed by Søren Asmussen; Offer Kella

• Book ID: 108432841
• Publisher: Elsevier Science
• Year: 2001
• Tongue: English
• Weight: 102 KB
• Volume: 91
• Category: Article
• ISSN: 0304-4149
• DOI: 10.1016/s0304-4149(00)00063-6