Pages that link to "Item:Q1431556"
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The following pages link to Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options (Q1431556):
Displaying 50 items.
- On the analysis of deep drawdowns for the Lévy insurance risk model (Q2234758) (← links)
- Dividend problem with Parisian delay for a spectrally negative Lévy risk process (Q2247926) (← links)
- Phase-type Fitting of scale functions for spectrally negative Lévy processes (Q2252259) (← links)
- Bottleneck options (Q2255011) (← links)
- Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory (Q2258121) (← links)
- Analysis of a drawdown-based regime-switching Lévy insurance model (Q2260949) (← links)
- Queues with Lévy input and hysteretic control (Q2269483) (← links)
- Game theoretic valuation of deposit insurance under jump risk: from too small to survive to too big to fail (Q2299385) (← links)
- Generalized expected discounted penalty function at general drawdown for Lévy risk processes (Q2306086) (← links)
- Buffer-overflows: joint limit laws of undershoots and overshoots of reflected processes (Q2347452) (← links)
- On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function (Q2354887) (← links)
- On taxed spectrally negative Lévy processes with draw-down stopping (Q2404541) (← links)
- A direct solution method for pricing options involving the maximum process (Q2412388) (← links)
- Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
- A capped optimal stopping problem for the maximum process (Q2439470) (← links)
- Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases (Q2445350) (← links)
- On the optimal dividend problem for a spectrally negative Lévy process (Q2467114) (← links)
- Exit problems in regime-switching models (Q2469551) (← links)
- Finite expiry Russian options (Q2485844) (← links)
- Passage times for a spectrally negative Lévy process with applications to risk theory (Q2565931) (← links)
- Some remarks on first passage of Lévy processes, the American put and pasting principles (Q2572401) (← links)
- On doubly reflected completely asymmetric Lévy processes. (Q2574592) (← links)
- Russian and American put options under exponential phase-type Lévy models. (Q2574619) (← links)
- Parameter estimation for generalized diffusion processes with reflected boundary (Q2628921) (← links)
- The Parisian and ultimate drawdowns of Lévy insurance models (Q2682983) (← links)
- Optimizing dividends and capital injections limited by bankruptcy, and practical approximations for the Cramér-Lundberg process (Q2684917) (← links)
- A general lower bound of parameter estimation for reflected Ornstein-Uhlenbeck processes (Q2804409) (← links)
- A Markov additive risk process with a dividend barrier (Q2837755) (← links)
- Lookback option prices under a spectrally negative tempered-stable model (Q2841328) (← links)
- Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes (Q2904873) (← links)
- Optimal Multiple Stopping with Negative Discount Rate and Random Refraction Times under Lévy Models (Q2942281) (← links)
- AN ANALYTIC RECURSIVE METHOD FOR OPTIMAL MULTIPLE STOPPING: CANADIZATION AND PHASE-TYPE FITTING (Q2947345) (← links)
- METHOD OF PAIRED CONTOURS AND PRICING BARRIER OPTIONS AND CDSs OF LONG MATURITIES (Q3191839) (← links)
- Wavelet Galerkin pricing of American options on Lévy driven assets (Q3375382) (← links)
- General tax Structures and the Lévy Insurance Risk Model (Q3402064) (← links)
- Fluctuations of Lévy processes and scattering theory (Q3402208) (← links)
- An Excursion-Theoretic Approach to Regulator’s Bank Reorganization Problem (Q3450458) (← links)
- Queues with Delays in Two-State Strategies and Lévy Input (Q3516406) (← links)
- An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density (Q3621149) (← links)
- Lévy processes with adaptable exponent (Q3625651) (← links)
- Drawdown analysis for the renewal insurance risk process (Q4575464) (← links)
- On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications (Q4606857) (← links)
- Occupation times of alternating renewal processes with Lévy applications (Q4611287) (← links)
- Scale functions of Lévy processes and busy periods of finite-capacity M/GI/1 queues (Q4660538) (← links)
- A unified approach for drawdown (drawup) of time-homogeneous Markov processes (Q4684875) (← links)
- General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes (Q4684956) (← links)
- Spectrally Negative Lévy Processes Perturbed by Functionals of their Running Supremum (Q4903039) (← links)
- General drawdown of general tax model in a time-homogeneous Markov framework (Q5014313) (← links)
- “On a Classical Risk Model with a Constant Dividend Barrier”, Xiaowen Zhou, October 2005 (Q5018725) (← links)
- Discounted Optimal Stopping Problems for Maxima of Geometric Brownian Motions With Switching Payoffs (Q5022285) (← links)
