Fluctuations of Omega-killed spectrally negative Lévy processes (Q1615891): Difference between revisions

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+Joint distribution of a spectrally negative Lévy process and its occupation time, with step option pricing in view
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+Occupation times of refracted Lévy processes
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+Occupation times of spectrally negative Lévy processes with applications
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@@ Property / DOI @@
+.1016/J.SPA.2017.10.018
@@ Property / DOI: 10.1016/J.SPA.2017.10.018 / rank @@
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+Publication:1615891