The following pages link to (Q4431586):
Displaying 16 items.
- The law of the supremum of a stable Lévy process with no negative jumps (Q948745) (← links)
- Valuing equity-linked death benefits in jump diffusion models (Q2015627) (← links)
- On scale functions for Lévy processes with negative phase-type jumps (Q2052939) (← links)
- Predicting the time at which a Lévy process attains its ultimate supremum (Q2255610) (← links)
- The maximum of a Lévy process reflected at a general barrier (Q2389233) (← links)
- Some remarks on first passage of Lévy processes, the American put and pasting principles (Q2572401) (← links)
- The Class of Distributions Associated with the Generalized Pollaczek-Khinchine Formula (Q3165502) (← links)
- Optimal Stopping for Processes with Independent Increments, and Applications (Q3402063) (← links)
- First Passage Times for Markov Additive Processes with Positive Jumps of Phase Type (Q3535637) (← links)
- On the First Passage time for Brownian Motion Subordinated by a Lévy Process (Q3621155) (← links)
- Pricing and Hedging of Lookback Options in Hyper-exponential Jump Diffusion Models (Q4584999) (← links)
- Impulse control and expected suprema (Q5233166) (← links)
- Applications of factorization embeddings for Lévy processes (Q5395359) (← links)
- Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms (Q5459913) (← links)
- On Maxima and Ladder Processes for a Dense Class of Lévy Process (Q5489000) (← links)
- Optimal Stopping for Exponential Lévy Models with Weighted Discounting (Q6169623) (← links)
