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| Title: | Extremal behavior of stochastic integrals driven by regularly varying Levy processes |
| Authors: | Hult, H.
Lindskog, F. |
| Keywords: | Operations Research
Industrial Engineering
technical report |
| Issue Date: | Mar-2005 |
| Publisher: | Cornell University Operations Research and Industrial Engineering |
| Citation: | 1423 |
| Abstract: | Extremal behavior of stochastic integrals driven by regularly varying Levy processes |
| URI: | http://hdl.handle.net/1813/9298 |
| Appears in Collections: | ORIE Technical Reports
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