Pages that link to "Item:Q2500514"
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The following pages link to Introductory lectures on fluctuations of Lévy processes with applications. (Q2500514):
Displaying 50 items.
- The extended hypergeometric class of Lévy processes (Q5245638) (← links)
- Variance Optimal Stopping for Geometric Lévy Processes (Q5246174) (← links)
- Asian Options Under One-Sided Lévy Models (Q5299562) (← links)
- Useful Martingales for Stochastic Storage Processes with Lévy-Type Input (Q5299569) (← links)
- Simulation of Infinitely Divisible Random Fields (Q5299818) (← links)
- Last Exit Before an Exponential Time for Spectrally Negative Lévy Processes (Q5321767) (← links)
- Super-Brownian Motion: L p -Convergence of Martingales Through the Pathwise Spine Decomposition (Q5326170) (← links)
- ULTRA-FAST PRICING BARRIER OPTIONS AND CDSs (Q5357515) (← links)
- THE RUNNING MAXIMUM OF A LEVEL-DEPENDENT QUASI-BIRTH-DEATH PROCESS (Q5358075) (← links)
- On L\'evy processes conditioned to avoid zero (Q5369221) (← links)
- A Comparative Study of Risk Measures for Guaranteed Minimum Maturity Benefits by a PDE Method (Q5379128) (← links)
- Simulation-Based Computation of the Workload Correlation Function in a Lévy-Driven Queue (Q5391085) (← links)
- Further Calculations for the McKean Stochastic Game for a Spectrally Negative Lévy Process: From a Point to an Interval (Q5391092) (← links)
- On the exponential process associated with a CARMA-type process (Q5410808) (← links)
- Precautionary measures for credit risk management in jump models (Q5411898) (← links)
- On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models (Q5415097) (← links)
- Asymptotic behavior of the hitting time, overshoot and undershoot for some Lévy processes (Q5429622) (← links)
- Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process (Q5443742) (← links)
- Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms (Q5459913) (← links)
- Evaluating Scale Functions of Spectrally Negative Lévy Processes (Q5459914) (← links)
- On the Correlation Structure of a Lévy-Driven Queue (Q5504151) (← links)
- Universality of random energy model-like ageing in mean field spin glasses (Q5853615) (← links)
- OPTIMAL LIQUIDATION TRAJECTORIES FOR THE ALMGREN–CHRISS MODEL (Q5854316) (← links)
- From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity (Q5880986) (← 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)
- On exact sampling of the first passage event of a Lévy process with infinite Lévy measure and bounded variation (Q5965372) (← links)
- Multiple-relaxation-time lattice Boltzmann scheme for fractional advection-diffusion equation (Q6043309) (← links)
- Double continuation regions for American options under Poisson exercise opportunities (Q6054363) (← links)
- Risk‐neutral pricing techniques and examples (Q6054366) (← links)
- On fluctuation-theoretic decompositions via Lindley-type recursions (Q6056574) (← links)
- The Cramér-Lundberg model with a fluctuating number of clients (Q6072261) (← links)
- Infinite series expansion of some finite-time dividend and ruin related functions (Q6082449) (← links)
- First passage times in portfolio optimization: a novel nonparametric approach (Q6087508) (← links)
- A decomposition for Lévy processes inspected at Poisson moments (Q6102053) (← links)
- Total positivity and relative convexity of option prices (Q6105375) (← links)
- Optimal cash management using impulse control (Q6135894) (← links)
- Optimal regularity of SPDEs with additive noise (Q6136817) (← links)
- Perpetual American options with asset-dependent discounting (Q6139952) (← links)
- A dual risk model with additive and proportional gains: ruin probability and dividends (Q6159397) (← links)
- Subexponentialiy of densities of infinitely divisible distributions (Q6165212) (← links)
- From Markov processes to semimartingales (Q6168534) (← links)
- Exact simulation of Poisson-Dirichlet distribution and generalised gamma process (Q6176165) (← links)
- Noise reinforced Lévy processes: Lévy-Itô decomposition and applications (Q6177571) (← links)
- Spread of parasites affecting death and division rates in a cell population (Q6189177) (← links)
- Generalized unimodality and subordinators, with applications to stable laws and to the Mittag-Leffler function (Q6204776) (← links)
- Valuing equity-linked annuities under high-water mark fee structure (Q6547264) (← links)
- A simplified Wiener-Hopf factorization method for pricing double barrier options under Lévy processes (Q6552966) (← links)
- Data-driven discovery of stochastic dynamical systems with \(\alpha\)-stable Lévy noise based on residual networks (Q6554911) (← links)
- Exit times for a discrete Markov additive process (Q6556236) (← links)
