Items where Author is "Pedraza, José M."

Item Type No Grouping

Lp optimal prediction of the last zero of a spectrally negative Lévy process. Baurdoux, Erik J. and Pedraza, José M. picture_as_pdf

On the last zero process with an application in corporate bankruptcy. Baurdoux, Erik J. and Pedraza, José M. picture_as_pdf

Predicting the last zero before an exponential time of a spectrally negative Lévy process. Baurdoux, Erik J. and Pedraza, José M. picture_as_pdf