The law of the supremum of a stable Lévy process with no negative jumps (Q948745): Difference between revisions

@@ Property / arXiv ID @@
+.1503
@@ Property / arXiv ID: 0706.1503 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5558293
@@ Property / cites work: Q5558293 / rank @@
+Normal rank
@@ Property / cites work @@
+Russian and American put options under exponential phase-type Lévy models.
+Normal rank
@@ Property / cites work @@
+Predicting the ultimate supremum of a stable Lévy process with no negative jumps
+Normal rank
@@ Property / cites work @@
+Q4888858
@@ Property / cites work: Q4888858 / rank @@
+Normal rank
@@ Property / cites work @@
+Maxima of sums of random variables and suprema of stable processes
+Normal rank
@@ Property / cites work @@
+Q4082108
@@ Property / cites work: Q4082108 / rank @@
+Normal rank
@@ Property / cites work @@
+Kendall's identity for the first crossing time revisited
+Normal rank
@@ Property / cites work @@
+A note on the supremum of a stable process
@@ Property / cites work: A note on the supremum of a stable process / rank @@
+Normal rank
@@ Property / cites work @@
+Q5827353
@@ Property / cites work: Q5827353 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4275389
@@ Property / cites work: Q4275389 / rank @@
+Normal rank
@@ Property / cites work @@
+On the maximum of sums of random variables and the supremum functional for stable processes
+Normal rank
@@ Property / cites work @@
+Q5674478
@@ Property / cites work: Q5674478 / rank @@
+Normal rank
@@ Property / cites work @@
+Introductory lectures on fluctuations of Lévy processes with applications.
+Normal rank
@@ Property / cites work @@
+Q4431586
@@ Property / cites work: Q4431586 / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
+Normal rank
@@ Property / cites work @@
+Q4393445
@@ Property / cites work: Q4393445 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank