On the Wiener-Hopf factorization for Lévy processes with bounded positive jumps (Q432503): Difference between revisions

@@ Property / DOI @@
-.1016/j.spa.2012.04.014
@@ Property / DOI: 10.1016/j.spa.2012.04.014 / rank @@
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@@ Property / author @@
+H. S. Yoon
@@ Property / author: H. S. Yoon / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G51
@@ Property / Mathematics Subject Classification ID: 60G51 / rank @@
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@@ Property / zbMATH DE Number @@
+6052938
@@ Property / zbMATH DE Number: 6052938 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Lévy process
@@ Property / zbMATH Keywords: Lévy process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Wiener-Hopf factorization
@@ Property / zbMATH Keywords: Wiener-Hopf factorization / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+entire functions of Cartwright class
@@ Property / zbMATH Keywords: entire functions of Cartwright class / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+distribution of the supremum
@@ Property / zbMATH Keywords: distribution of the supremum / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+spectrally-negative processes
@@ Property / zbMATH Keywords: spectrally-negative processes / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+scale function
@@ Property / zbMATH Keywords: scale function / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W2067624906
@@ Property / OpenAlex ID: W2067624906 / rank @@
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@@ Property / arXiv ID @@
+.3008
@@ Property / arXiv ID: 1108.3008 / rank @@
+Normal rank
@@ Property / cites work @@
+Russian and American put options under exponential phase-type Lévy models.
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+Q4888858
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+Conditioned stable Lévy processes and the Lamperti representation
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+Explicit identities for Lévy processes associated to symmetric stable processes
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+Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms
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+Exponential functional of a new family of Lévy processes and self-similar continuous state branching processes with immigration
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@@ Property / DOI @@
+.1016/J.SPA.2012.04.014
@@ Property / DOI: 10.1016/J.SPA.2012.04.014 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:432503