The Wiener-Hopf decomposition
Reference:
Kyprianou, A., 2010. The Wiener-Hopf decomposition. In: Cont, R., ed. Encyclopedia of Quantitative Finance. Chichester: Wiley.
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Official URL:
http://eu.wiley.com/WileyCDA/WileyTitle/productCd-0470057564.html
Details
| Item Type | Book Sections |
| Creators | Kyprianou, A. |
| Editors | Cont, R. |
| Departments | Faculty of Science > Mathematical Sciences |
| Status | Published |
| ID Code | 24220 |
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