Pages that link to "Item:Q2407767"

The following pages link to Occupation times of Lévy-driven Ornstein-Uhlenbeck processes with two-sided exponential jumps and applications (Q2407767):

Displaying 7 items.

• \(n\)-dimensional Laplace transforms of occupation times for pre-exit diffusion processes (Q1985945) (← links)
• Occupation time of Lévy processes with jumps rational Laplace transforms (Q1990036) (← links)
• Geometric step options and Lévy models: duality, pides, and semi-analytical pricing (Q2170289) (← links)
• The expected discounted penalty function in the generalized Erlang\((n)\) risk model with two-sided jumps and a constant dividend barrier (Q2657891) (← links)
• General drawdown of general tax model in a time-homogeneous Markov framework (Q5014313) (← links)
• The Erlang(<i>n</i>) risk model with two-sided jumps and a constant dividend barrier (Q5079181) (← links)
• Analytic value function for a pairs trading strategy with a Lévy-driven Ornstein–Uhlenbeck process (Q5139232) (← links)