Pages that link to "Item:Q900561"

The following pages link to Occupation times of refracted double exponential jump diffusion processes (Q900561):

Displaying 8 items.

• Occupation times of hyper-exponential jump diffusion processes with application to price step options (Q893129) (← links)
• On weighted occupation times for refracted spectrally negative Lévy processes (Q1645119) (← links)
• Occupation time of Lévy processes with jumps rational Laplace transforms (Q1990036) (← links)
• Occupation times of Lévy-driven Ornstein-Uhlenbeck processes with two-sided exponential jumps and applications (Q2407767) (← links)
• First passage problems of refracted jump diffusion processes and their applications in valuing equity-linked death benefits (Q2673386) (← links)
• Occupation Times of Jump-Diffusion Processes with Double Exponential Jumps and the Pricing of Options (Q3169100) (← links)
• The distribution of refracted Lévy processes with jumps having rational Laplace transforms (Q4684914) (← links)
• On first passage times of sticky reflecting diffusion processes with double exponential jumps (Q5109497) (← links)