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

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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
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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
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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
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+On the Wiener-Hopf factorization for Lévy processes with bounded positive jumps
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+Occupation times of spectrally negative Lévy processes with applications
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+Q5775184
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+Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms
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+Two-sided discounted potential measures for spectrally negative Lévy processes
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+Occupation times of intervals until first passage times for spectrally negative Lévy processes
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+Q5409097
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+Stochastic-Process Limits
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+Occupation times of hyper-exponential jump diffusion processes with application to price step options
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