Occupation times of general Lévy processes (Q1692245): Difference between revisions

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-.1007/s10959-016-0690-8
@@ Property / DOI: 10.1007/s10959-016-0690-8 / rank @@
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+MaRDI publication profile
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+W2963407325
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+.00097
@@ Property / arXiv ID: 1604.00097 / rank @@
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+Some remarks on first passage of Lévy processes, the American put and pasting principles
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+Russian and American put options under exponential phase-type Lévy models.
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+Q4888858
@@ Property / cites work: Q4888858 / rank @@
+Normal rank
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+On first passage times of a hyper-exponential jump diffusion process
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+Occupation Times of Jump-Diffusion Processes with Double Exponential Jumps and the Pricing of Options
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+Q5624436
@@ Property / cites work: Q5624436 / rank @@
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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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+Wiener-Hopf Factorization for a Family of Lévy Processes Related to Theta Functions
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+On the distribution of exponential functionals for Lévy processes with jumps of rational transform
+Normal rank
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+On the Wiener-Hopf factorization for Lévy processes with bounded positive jumps
+Normal rank
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+Introductory lectures on fluctuations of Lévy processes with applications.
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@@ Property / cites work @@
+Occupation times of spectrally negative Lévy processes with applications
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@@ Property / cites work @@
+Q5775184
@@ Property / cites work: Q5775184 / rank @@
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+Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms
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@@ Property / cites work @@
+Two-sided discounted potential measures for spectrally negative Lévy processes
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@@ Property / cites work @@
+Occupation times of intervals until first passage times for spectrally negative Lévy processes
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@@ Property / cites work @@
+Q5409097
@@ Property / cites work: Q5409097 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic-Process Limits
@@ Property / cites work: Stochastic-Process Limits / rank @@
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@@ Property / cites work @@
+Occupation times of hyper-exponential jump diffusion processes with application to price step options
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@@ Property / DOI @@
+.1007/S10959-016-0690-8
@@ Property / DOI: 10.1007/S10959-016-0690-8 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:1692245