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 30 items.
- Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processes (Q5055203) (← links)
- First passage time moments of asymmetric Lévy flights (Q5059993) (← links)
- Optimal stopping problems for maxima and minima in models with asymmetric information (Q5080073) (← links)
- Perpetual American Standard and Lookback Options with Event Risk and Asymmetric Information (Q5097216) (← links)
- On first passage times of sticky reflecting diffusion processes with double exponential jumps (Q5109497) (← links)
- On series expansions for scale functions and other ruin-related quantities (Q5117674) (← links)
- The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
- A temporal factorization at the maximum for certain positive self-similar Markov processes (Q5139917) (← links)
- First passage problems for upwards skip-free random walks via the scale functions paradigm (Q5203941) (← links)
- Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time (Q5203959) (← links)
- Exit problems for general draw-down times of spectrally negative Lévy processes (Q5226250) (← links)
- On the central management of risk networks (Q5233165) (← links)
- A pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative markov processes, until a generalized draw-down time (Q5242231) (← links)
- Further Calculations for the McKean Stochastic Game for a Spectrally Negative Lévy Process: From a Point to an Interval (Q5391092) (← links)
- On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models (Q5415097) (← links)
- Hysteretic Capacity Switching for M/G/1 Queues (Q5423132) (← links)
- Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes (Q5440644) (← links)
- Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process (Q5443742) (← links)
- Evaluating Scale Functions of Spectrally Negative Lévy Processes (Q5459914) (← links)
- The time to ruin for a class of Markov additive risk process with two-sided jumps (Q5475377) (← links)
- American step-up and step-down default swaps under Lévy models (Q5746748) (← links)
- Discounted optimal stopping problems in first-passage time models with random thresholds (Q5868524) (← links)
- Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes (Q5880987) (← links)
- Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process (Q5881713) (← links)
- A general method for analysis and valuation of drawdown risk (Q6111436) (← links)
- Perpetual American options with asset-dependent discounting (Q6139952) (← links)
- An excursion theoretic approach to Parisian ruin problem (Q6607483) (← links)
- An optimal multibarrier strategy for a singular stochastic control problem with a state-dependent reward (Q6622693) (← links)
- Boundary conditions for nonlocal one-sided pseudo-differential operators and the associated stochastic processes (Q6623339) (← links)
- Efficient evaluation of double-barrier options (Q6633865) (← links)
