Pages that link to "Item:Q1669250"
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The following pages link to A note on first passage functionals for Lévy processes with jumps of rational Laplace transforms (Q1669250):
Displaying 6 items.
- A note on first passage functionals for hyper-exponential jump-diffusion processes (Q742961) (← links)
- Exit problems for jump processes having double-sided jumps with rational Laplace transforms (Q1724885) (← links)
- Occupation time of Lévy processes with jumps rational Laplace transforms (Q1990036) (← links)
- Some remarks on first passage of Lévy processes, the American put and pasting principles (Q2572401) (← links)
- (Q3655372) (← links)
- On some functionals of the first passage times in jump models of stochastic volatility (Q5206083) (← links)
