The law of the supremum of a stable Lévy process with no negative jumps (Q948745): Difference between revisions

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+Russian and American put options under exponential phase-type Lévy models.
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+Predicting the ultimate supremum of a stable Lévy process with no negative jumps
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+Q4888858
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+Maxima of sums of random variables and suprema of stable processes
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+Q4082108
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+Kendall's identity for the first crossing time revisited
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+A note on the supremum of a stable process
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+Q5827353
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+Q4275389
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+On the maximum of sums of random variables and the supremum functional for stable processes
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+Q5674478
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+Q4431586
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+Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
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+Q4393445
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+Publication:948745