Predicting the time at which a Lévy process attains its ultimate supremum

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Original language	English
Pages (from-to)	21-44
Number of pages	23
Journal	Acta Applicandae Mathematicae
Volume	134
Issue number	1
DOIs	https://doi.org/10.1007/s10440-014-9867-2
Publication status	Published - Dec 2014

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@article{24704048c0ab477f9852f33b8f6489be,

title = "Predicting the time at which a L{\'e}vy process attains its ultimate supremum",

author = "Erik Baurdoux and {Van Schaik}, Kees",

year = "2014",

month = dec,

doi = "10.1007/s10440-014-9867-2",

language = "English",

volume = "134",

pages = "21--44",

journal = "Acta Applicandae Mathematicae",

issn = "0167-8019",

publisher = "Springer Nature",

number = "1",

}