German Bernhart

Technische Universität München (TUM)

Arcisstrasse 21

Munich, DE 80333

Germany

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Scholarly Papers (1)

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The Density of Distributions from the Bondesson Class

Journal of Computational Finance, Vol. 18, No. 3, Pages 99–128, 2015
Number of pages: 30 Posted: 15 Jun 2016
Technische Universität München (TUM), XAIA Investment, Technische Universität München (TUM) and Technische Universität München (TUM)
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Abstract:

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Bernstein Function, Bondesson Class, Bromwich Inversion, Contour Transformation, Laplace Inversion, Lévy Subordinator