The Wiener-Hopf decomposition

Research output: Chapter in Book/Report/Conference proceedingChapter

Original languageEnglish
Title of host publicationEncyclopedia of Quantitative Finance
EditorsR Cont
Place of PublicationChichester
PublisherWiley
Publication statusPublished - 2010

Cite this

Kyprianou, A. (2010). The Wiener-Hopf decomposition. In R. Cont (Ed.), Encyclopedia of Quantitative Finance Chichester: Wiley.