A temporal approach to the Parisian risk model (Q4684940): Difference between revisions

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+Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations
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+Randomized observation periods for the compound Poisson risk model: the discounted penalty function
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+Exit identities for Lévy processes observed at Poisson arrival times
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+Pricing of Parisian Options for a Jump-Diffusion Model with Two-Sided Jumps
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+Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes
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+Q4888858
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+American Parisian options
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+Brownian Excursions and Parisian Barrier Options
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+Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process
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+Pricing corporate debt with finite maturity and chapter 11 proceedings
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+Parisian Option Pricing: A Recursive Solution for the Density of the Parisian Stopping Time
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+Perturbed Brownian motion and its application to Parisian option pricing
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+Double-Barrier Parisian Options
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+The joint distribution of Parisian and hitting times of Brownian motion with application to Parisian option pricing
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+Q3191628
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+The Theory of Scale Functions for Spectrally Negative Lévy Processes
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+Fluctuations of Lévy processes with applications. Introductory lectures
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+Occupation times of spectrally negative Lévy processes with applications
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+An insurance risk model with Parisian implementation delays
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+The Joint Laplace Transforms for Diffusion Occupation Times
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+Parisian ruin for a refracted Lévy process
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+Parisian ruin probability for spectrally negative Lévy processes
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+On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps
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