Fourier-Cosine Method for Finite-Time Gerber-Shiu Functions

Xiaolong Li, Yifan Shi, Sheung Chi Phillip Yam, Hailiang Yang. Fourier-Cosine Method for Finite-Time Gerber-Shiu Functions. SIAM J. Scientific Computing, 43(3), 2021. [doi]

Abstract

Abstract is missing.