@article{MR3439173, Author = {Mijatovi{\'c}, Aleksandar and Pistorius, Martijn R. and Stolte, Johannes}, Coden = {JPRBAM}, Date-Added = {2016-11-24 01:25:50 +0000}, Date-Modified = {2016-11-24 01:25:50 +0000}, Doi = {10.1239/jap/1450802754}, Fjournal = {Journal of Applied Probability}, Issn = {0021-9002}, Journal = {J. Appl. Probab.}, Mrclass = {65C05 (60J75 91G60)}, Mrnumber = {3439173}, Mrreviewer = {Benjamin Jourdain}, Number = {4}, Pages = {1076--1096}, Title = {Randomisation and recursion methods for mixed-exponential {L}\'evy models, with financial applications}, Url = {http://dx.doi.org/10.1239/jap/1450802754}, Volume = {52}, Year = {2015}, Bdsk-File-1 = {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}, Bdsk-Url-1 = {http://dx.doi.org/10.1239/jap/1450802754}}