General draw-down times for refracted spectrally negative Lévy processes (Q2152244): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q1632778 |
||
| Property / author | |||
| Property / author: Jie-Ming Zhou / rank | |||
Revision as of 23:05, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | General draw-down times for refracted spectrally negative Lévy processes |
scientific article |
Statements
General draw-down times for refracted spectrally negative Lévy processes (English)
0 references
7 July 2022
0 references
refracted spectrally negative Lévy processes
0 references
draw-down time
0 references
exit problems
0 references
potential measure
0 references
