Occupation times of general Lévy processes (Q1692245): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2963407325
@@ Property / OpenAlex ID: W2963407325 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.00097
@@ Property / arXiv ID: 1604.00097 / 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 @@
+Q4888858
@@ Property / cites work: Q4888858 / rank @@
+Normal rank
@@ Property / cites work @@
+On first passage times of a hyper-exponential jump diffusion process
+Normal rank
@@ Property / cites work @@
+Occupation Times of Jump-Diffusion Processes with Double Exponential Jumps and the Pricing of Options
+Normal rank
@@ Property / cites work @@
+Q5624436
@@ Property / cites work: Q5624436 / rank @@
+Normal rank
@@ Property / cites work @@
+Joint distribution of a spectrally negative Lévy process and its occupation time, with step option pricing in view
+Normal rank
@@ Property / cites work @@
+Wiener-Hopf Factorization for a Family of Lévy Processes Related to Theta Functions
+Normal rank
@@ Property / cites work @@
+On the distribution of exponential functionals for Lévy processes with jumps of rational transform
+Normal rank
@@ Property / cites work @@
+On the Wiener-Hopf factorization for Lévy processes with bounded positive jumps
+Normal rank
@@ Property / cites work @@
+Introductory lectures on fluctuations of Lévy processes with applications.
+Normal rank
@@ Property / cites work @@
+Occupation times of spectrally negative Lévy processes with applications
+Normal rank
@@ Property / cites work @@
+Q5775184
@@ Property / cites work: Q5775184 / rank @@
+Normal rank
@@ Property / cites work @@
+Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms
+Normal rank
@@ Property / cites work @@
+Two-sided discounted potential measures for spectrally negative Lévy processes
+Normal rank
@@ Property / cites work @@
+Occupation times of intervals until first passage times for spectrally negative Lévy processes
+Normal rank
@@ Property / cites work @@
+Q5409097
@@ Property / cites work: Q5409097 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic-Process Limits
@@ Property / cites work: Stochastic-Process Limits / rank @@
+Normal rank
@@ Property / cites work @@
+Occupation times of hyper-exponential jump diffusion processes with application to price step options
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1692245