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Evaluating Scale Functions of Spectrally Negative Lévy Processes

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References

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2009An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density61 cited
2012Precautionary measures for credit risk management in jump models

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2014Ghost calibration and the pricing of barrier options and CDS in spectrally one-sided Lévy models: the parabolic Laplace inversion method30 cited

2009Lévy processes with adaptable exponent24 cited