On the First Passage time for Brownian Motion Subordinated by a Lévy Process (Q3621155): Difference between revisions

@@ Property / OpenAlex ID @@
+W2150075914
@@ Property / OpenAlex ID: W2150075914 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.4618
@@ Property / arXiv ID: 0805.4618 / rank @@
+Normal rank
@@ Property / cites work @@
+Some remarks on first passage of Lévy processes, the American put and pasting principles
+Normal rank
@@ Property / cites work @@
+Russian and American put options under exponential phase-type Lévy models.
+Normal rank
@@ Property / cites work @@
+Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
+Normal rank
@@ Property / cites work @@
+Q4888858
@@ Property / cites work: Q4888858 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4714465
@@ Property / cites work: Q4714465 / rank @@
+Normal rank
@@ Property / cites work @@
+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
+Normal rank
@@ Property / cites work @@
+A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models
+Normal rank
@@ Property / cites work @@
+Q4515165
@@ Property / cites work: Q4515165 / rank @@
+Normal rank
@@ Property / cites work @@
+CREDIT RISK MODELING USING TIME-CHANGED BROWNIAN MOTION
+Normal rank
@@ Property / cites work @@
+Q3774629
@@ Property / cites work: Q3774629 / rank @@
+Normal rank
@@ Property / cites work @@
+First passage times of a jump diffusion process
@@ Property / cites work: First passage times of a jump diffusion process / rank @@
+Normal rank
@@ Property / cites work @@
+Introductory lectures on fluctuations of Lévy processes with applications.
+Normal rank
@@ Property / cites work @@
+Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms
+Normal rank
@@ Property / cites work @@
+Q4431586
@@ Property / cites work: Q4431586 / rank @@
+Normal rank
@@ Property / cites work @@
+Characterization of phase-type distributions
@@ Property / cites work: Characterization of phase-type distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Q5590477
@@ Property / cites work: Q5590477 / rank @@
+Normal rank