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Philippe Barbe

  1. Veraverbeke's theorem at large - On the maximum of some processes with negative drift and heavy tail innovations
    2008/02/25 by Philippe Barbe, Barbe, Philippe, Bill McCormick +1 · 1 citation
    Economics, Econometrics and Finance · Mathematics · #60G50 #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #math.PR #msc:60G50