Exit problems for general draw-down times of spectrally negative Lévy processes (Q5226250): Difference between revisions

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+Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options
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+On taxed spectrally negative Lévy processes with draw-down stopping
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+An Excursion-Theoretical Approach to Some Boundary Crossing Problems and the Skorokhod Embedding for Reflected Lévy Processes
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+Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions
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+Exit Problems for Spectrally Negative Lévy Processes Reflected at Either the Supremum or the Infimum
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