The distribution of refracted Lévy processes with jumps having rational Laplace transforms (Q4684914): Difference between revisions

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+.09092
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+Some remarks on first passage of Lévy processes, the American put and pasting principles
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+Refracted Lévy processes
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+Occupation times of refracted Lévy processes
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+Pricing equity-indexed annuities with path-dependent options.
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+Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms
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+Theory of stochastic differential equations with jumps and applications.
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+Occupation times of refracted double exponential jump diffusion processes
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+The time of deducting fees for variable annuities under the state-dependent fee structure
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+Valuing equity-linked death benefits with a threshold expense strategy
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