Maximum loss and maximum gain of spectrally negative Lévy processes (Q1675705): Difference between revisions

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-.1007/s10687-016-0279-8
@@ Property / DOI: 10.1007/s10687-016-0279-8 / rank @@
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-Mine Caglar
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+Mine Caglar
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+MaRDI publication profile
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+W2566396015
@@ Property / OpenAlex ID: W2566396015 / rank @@
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+.03629
@@ Property / arXiv ID: 1510.03629 / rank @@
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@@ Property / cites work @@
+Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options
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@@ Property / cites work @@
+Q4223075
@@ Property / cites work: Q4223075 / rank @@
+Normal rank
@@ Property / cites work @@
+Probability and Stochastics
@@ Property / cites work: Probability and Stochastics / rank @@
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@@ Property / cites work @@
+Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes
+Normal rank
@@ Property / cites work @@
+The Theory of Scale Functions for Spectrally Negative Lévy Processes
+Normal rank
@@ Property / cites work @@
+Fluctuations of Lévy processes with applications. Introductory lectures
+Normal rank
@@ Property / cites work @@
+On the drawdown of completely asymmetric Lévy processes
+Normal rank
@@ Property / cites work @@
+On exit and ergodicity of the spectrally one-sided Lévy process reflected at its infimum
+Normal rank
@@ Property / cites work @@
+On maximum increase and decrease of Brownian motion
+Normal rank
@@ Property / cites work @@
+On the correlation of the supremum and the infimum and of maximum gain and maximum loss of Brownian motion with drift
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@@ Property / DOI @@
+.1007/S10687-016-0279-8
@@ Property / DOI: 10.1007/S10687-016-0279-8 / rank @@
+Normal rank
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+Publication:1675705