Joint distribution of a spectrally negative Lévy process and its occupation time, with step option pricing in view (Q2806357)

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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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    Joint distribution of a spectrally negative Lévy process and its occupation time, with step option pricing in view (English)
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    17 May 2016
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    spectrally negative Lévy process
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    occupation time
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    fluctuation theory
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    scale function
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    step option pricing
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    Lévy jump-diffusion model
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