Masahiko Egami

1. Phase-type fitting of scale functions for spectrally negative Levy processes
   2010/05/01 by Masahiko Egami, Egami, Masahiko, Kazutoshi Yamazaki +1 · 3 citations
   Decision Sciences · Economics, Econometrics and Finance · #Probability and Risk Models #Stochastic processes and financial applications #Financial Risk and Volatility Modeling