DOI
10.31390/cosa.5.4.05
Recommended Citation
Rémillard, Bruno and Renaud, Jean-François
(2011)
"A martingale representation for the maximum of a Lévy process,"
Communications on Stochastic Analysis: Vol. 5:
No.
4, Article 5.
DOI: 10.31390/cosa.5.4.05
Available at:
https://repository.lsu.edu/cosa/vol5/iss4/5