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Credit Risk and Financial RegulationsStochastic processes and financial applicationsFinancial Risk and Volatility Modeling

On Erlangization and Extrapolation, with Applications to Financial Regime-Switching Lévy Models

Søren Asmussen

2026.2.27METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY

DOI: 10.1007/s11009-025-10234-x

Abstract

Abstract is not available.

Citation format

ASMUSSEN, Søren. On erlangization and extrapolation, with applications to financial regime-switching lévy models. METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 2026, 28(1).