Pages that link to "Item:Q2152244"
From MaRDI portal
The following pages link to General draw-down times for refracted spectrally negative Lévy processes (Q2152244):
Displaying 11 items.
- On the drawdowns and drawups in diffusion-type models with running maxima and minima (Q890509) (← links)
- Two-side exit problems for taxed Lévy risk process involving the general draw-down time (Q1642249) (← links)
- On weighted occupation times for refracted spectrally negative Lévy processes (Q1645119) (← links)
- On the refracted-reflected spectrally negative Lévy processes (Q1683820) (← links)
- Generalized refracted Lévy process and its application to exit problem (Q1999919) (← links)
- Maximum drawdown and drawdown duration of spectrally negative Lévy processes decomposed at extremes (Q2042048) (← links)
- A Wiener-Hopf factorization related potential measure for spectrally negative Lévy process (Q2048165) (← links)
- A drawdown reflected spectrally negative Lévy process (Q2224959) (← links)
- On future drawdowns of Lévy processes (Q2360246) (← links)
- On the maximum drawdown of a Brownian motion (Q4819444) (← links)
- On moments of downward passage times for spectrally negative Lévy processes (Q6159622) (← links)