{"_id":"HqiyudvTaTBvwMChL","bibbaseid":"mijatovi-pistorius-stolte-randomisationandrecursionmethodsformixedexponentiallvymodelswithfinancialapplications-2015","authorIDs":[],"author_short":["Mijatović, A.","Pistorius, M. R.","Stolte, J."],"bibdata":{"bibtype":"article","type":"article","author":[{"propositions":[],"lastnames":["Mijatović"],"firstnames":["Aleksandar"],"suffixes":[]},{"propositions":[],"lastnames":["Pistorius"],"firstnames":["Martijn","R."],"suffixes":[]},{"propositions":[],"lastnames":["Stolte"],"firstnames":["Johannes"],"suffixes":[]}],"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 Lévy 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","bibtex":"@article{MR3439173,\n\tAuthor = {Mijatovi{\\'c}, Aleksandar and Pistorius, Martijn R. and Stolte, Johannes},\n\tCoden = {JPRBAM},\n\tDate-Added = {2016-11-24 01:25:50 +0000},\n\tDate-Modified = {2016-11-24 01:25:50 +0000},\n\tDoi = {10.1239/jap/1450802754},\n\tFjournal = {Journal of Applied Probability},\n\tIssn = {0021-9002},\n\tJournal = {J. Appl. Probab.},\n\tMrclass = {65C05 (60J75 91G60)},\n\tMrnumber = {3439173},\n\tMrreviewer = {Benjamin Jourdain},\n\tNumber = {4},\n\tPages = {1076--1096},\n\tTitle = {Randomisation and recursion methods for mixed-exponential {L}\\'evy models, with financial applications},\n\tUrl = {http://dx.doi.org/10.1239/jap/1450802754},\n\tVolume = {52},\n\tYear = {2015},\n\tBdsk-File-1 = {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},\n\tBdsk-Url-1 = {http://dx.doi.org/10.1239/jap/1450802754}}\n\n","author_short":["Mijatović, A.","Pistorius, M. R.","Stolte, J."],"key":"MR3439173","id":"MR3439173","bibbaseid":"mijatovi-pistorius-stolte-randomisationandrecursionmethodsformixedexponentiallvymodelswithfinancialapplications-2015","role":"author","urls":{"Paper":"http://dx.doi.org/10.1239/jap/1450802754"},"downloads":0},"bibtype":"article","biburl":"https://www.matem.unam.mx/~geronimo/GenBib.bib","creationDate":"2020-01-31T19:54:14.676Z","downloads":0,"keywords":[],"search_terms":["randomisation","recursion","methods","mixed","exponential","models","financial","applications","mijatović","pistorius","stolte"],"title":"Randomisation and recursion methods for mixed-exponential Lévy models, with financial applications","year":2015,"dataSources":["nrXzNrxsNEnPJbYnT"]}