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Veillette, Mark; Taqqu, Murad S. Numerical computation of first-passage times of increasing Lévy processes. (English) Zbl 1213.60094 Methodol. Comput. Appl. Probab. 12, No. 4, 695-729 (2010). Reviewer: Johannes Muhle-Karbe (Zürich) MSC: 60G51 60G40 60J75 60E07 PDFBibTeX XMLCite \textit{M. Veillette} and \textit{M. S. Taqqu}, Methodol. Comput. Appl. Probab. 12, No. 4, 695--729 (2010; Zbl 1213.60094) Full Text: DOI arXiv