F. Hubalek, A. Kuznetsov:
"A convergent series representation for the density of the supremum of a stable process";
Electronic Communications in Probability, 16 (2011), 84 - 95.
http://publik.tuwien.ac.at/files/PubDat_202571.pdf
Project Head Uwe Schmock:
Christian-Doppler-Labor für Portfolio Risk Management (PRisMa Lab)