Some remarks on first passage of Lévy processes, the American put and pasting principles

DOI10.1214/105051605000000377zbMath1083.60034arXivmath/0508487OpenAlexW3105410669MaRDI QIDQ2572401

Andreas E. Kyprianou, Larbi Alili

Publication date: 8 November 2005

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0508487

Mathematics Subject Classification ID

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