Pages that link to "Item:Q2471128"
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The following pages link to On several two-boundary problems for a particular class of Lévy processes (Q2471128):
Displaying 13 items.
- Number of jumps in two-sided first-exit problems for a compound Poisson process (Q340120) (← links)
- Meromorphic Lévy processes and their fluctuation identities (Q433907) (← links)
- Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations (Q730354) (← links)
- Explicit solutions of the exit problem for a class of Lévy processes; applications to the pricing of double-barrier options (Q765888) (← links)
- A note on \(r\)-balayages of matrix-exponential Lévy processes (Q1038950) (← links)
- Excursions and Lévy system of boundary process (Q1423921) (← links)
- Exit problems for jump processes having double-sided jumps with rational Laplace transforms (Q1724885) (← links)
- On the threshold dividend strategy for a generalized jump-diffusion risk model (Q2276238) (← links)
- First exit from an open set for a matrix-exponential Lévy process (Q2406785) (← links)
- Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity (Q2438753) (← links)
- Exit times for a class of piecewise exponential Markov processes with two-sided jumps (Q2642039) (← links)
- Two-boundary problems for a Poisson process with exponentially distributed component (Q3441257) (← links)
- VALUATION OF CONTINUOUSLY MONITORED DOUBLE BARRIER OPTIONS AND RELATED SECURITIES (Q4906521) (← links)
