Pages that link to "Item:Q259581"

The following pages link to Approximating Lévy processes with completely monotone jumps (Q259581):

Displaying 9 items.

• Analytic techniques for option pricing under a hyperexponential Lévy model (Q1639540) (← links)
• Classical robots perturbed by Lévy processes: analysis and Lévy disturbance rejection methods (Q1678396) (← links)
• On the role of skewness and kurtosis in tempered stable (CGMY) Lévy models in finance (Q2153520) (← links)
• The disorder problem for purely jump Lévy processes with completely monotone jumps (Q2301057) (← links)
• Ruin probabilities by Padé's method: simple moments based mixed exponential approximations (Renyi, De Vylder, Cramér-Lundberg), and high precision approximations with both light and heavy tails (Q2323676) (← links)
• A new class of survival distribution for degradation processes subject to shocks (Q2325274) (← links)
• Fluctuation theory for Lévy processes with completely monotone jumps (Q2631866) (← links)
• A Computational Approach to First Passage Problems of Reflected Hyperexponential Jump Diffusion Processes (Q4995066) (← links)
• Intra‐Horizon expected shortfall and risk structure in models with jumps (Q6054364) (← links)