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.
- Fractional Lévy Processes as a Result of Compact Interval Integral Transformation (Q3114572) (← links)
- DETERMINATION OF THE LÉVY EXPONENT IN ASSET PRICING MODELS (Q3121231) (← links)
- An Application of the Backbone Decomposition to Supercritical Super-Brownian Motion with a Barrier (Q3165486) (← links)
- A New Proof of the Wiener-Hopf Factorization via Basu's Theorem (Q3165501) (← links)
- The Class of Distributions Associated with the Generalized Pollaczek-Khinchine Formula (Q3165502) (← links)
- On the Optimal Dividend Strategy in a Regime-Switching Diffusion Model (Q3167343) (← links)
- Quasi-Stationary Workload in a Lévy-Driven Storage System (Q3167893) (← links)
- Stability of the exit time for Lévy processes (Q3173002) (← links)
- Transient analysis of one-sided Lévy-driven queues (Q3186009) (← links)
- An Analytical Valuation Framework for Financial Assets with Trading Suspensions (Q3295872) (← links)
- Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes (Q3299447) (← links)
- On two classes of reflected autoregressive processes (Q3299456) (← links)
- Rotational invariance of stochastic processes with application to fractional dynamics (Q3301760) (← links)
- Optimal Dividends Paid in a Foreign Currency for a Lévy Insurance Risk Model (Q3385438) (← links)
- Optimal Stopping for Processes with Independent Increments, and Applications (Q3402063) (← links)
- General tax Structures and the Lévy Insurance Risk Model (Q3402064) (← links)
- An approach for solving perpetual optimal stopping problems driven by Lévy processes (Q3429349) (← links)
- The moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk process (Q3449925) (← links)
- From the second law of thermodynamics to AC-conductivity measures of interacting fermions in disordered media (Q3451153) (← links)
- Martingales and first passage times of AR(1) sequences (Q3498583) (← links)
- A Lévy Insurance Risk Process with Tax (Q3516409) (← links)
- On Prolific Individuals in a Supercritical Continuous-State Branching Process (Q3535633) (← links)
- Population Dynamics and Random Genealogies (Q3548735) (← links)
- Transient Asymptotics of Lévy-Driven Queues (Q3550992) (← links)
- Energy efficiency of consecutive fragmentation processes (Q3578681) (← links)
- Analysis of stochastic fluid queues driven by local-time processes (Q3603199) (← links)
- Multifractality of products of geometric Ornstein-Uhlenbeck-type processes (Q3603201) (← links)
- Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process (Q3619662) (← links)
- An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density (Q3621149) (← links)
- On the First Passage time for Brownian Motion Subordinated by a Lévy Process (Q3621155) (← links)
- On the First Passage Time Under Regime-Switching with Jumps (Q4561943) (← links)
- Potentials of Stable Processes (Q4568491) (← links)
- Computing the finite-time expected discounted penalty function for a family of Lévy risk processes (Q4576834) (← links)
- Edgeworth type expansion of ruin probability under Lévy risk processes in the small loading asymptotics (Q4576872) (← links)
- Parisian ruin probability with a lower ultimate bankrupt barrier (Q4576971) (← links)
- (Q4578294) (← links)
- A note on first passage probabilities of a L\'evy process reflected at a general barrier (Q4578306) (← links)
- Option Pricing in a One-Dimensional Affine Term Structure Model via Spectral Representations (Q4579836) (← links)
- Linking dividends and capital injections – a probabilistic approach (Q4583603) (← links)
- Ruin probabilities in classical risk models with gamma claims (Q4583622) (← links)
- Pricing and Hedging of Lookback Options in Hyper-exponential Jump Diffusion Models (Q4584999) (← links)
- Variational Solutions of the Pricing PIDEs for European Options in Lévy Models (Q4586315) (← links)
- Lévy-Khintchine random matrices and the Poisson weighted infinite skeleton tree (Q4588227) (← links)
- Computing Greeks for Lévy Models: The Fourier Transform Approach (Q4606769) (← links)
- Occupation times of alternating renewal processes with Lévy applications (Q4611287) (← links)
- Some properties of Prabhakar-type fractional calculus operators (Q4626370) (← links)
- Distributional divergence, statistical experiments and consequences in option pricing (Q4639146) (← links)
- Ghost calibration and the pricing of barrier options and CDS in spectrally one-sided Lévy models: the parabolic Laplace inversion method (Q4683049) (← links)
- Hedging jump risk, expected returns and risk premia in jump-diffusion economies (Q4683104) (← links)
- Unifying the Dynkin and Lebesgue–Stieltjes formulae (Q4684851) (← links)
