Pages that link to "Item:Q2685908"
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The following pages link to Bridging the first and last passage times for Lévy models (Q2685908):
Displaying 6 items.
- A reading guide for last passage times with financial applications in view (Q354200) (← links)
- Time reversal and last passage time of diffusions with applications to credit risk management (Q784742) (← links)
- First passage time of a Lévy degradation model with random effects (Q1739386) (← links)
- First and last passage times of spectrally positive Lévy processes with application to reliability (Q2516387) (← links)
- Last Exit Before an Exponential Time for Spectrally Negative Lévy Processes (Q5321767) (← links)
- An excursion theoretic approach to Parisian ruin problem (Q6607483) (← links)