Pages that link to "Item:Q2725318"
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The following pages link to Evaluating first-passage probabilities for spectrally one-sided Lévy processes (Q2725318):
Displayed 17 items.
- A note on first-passage times of continuously time-changed Brownian motion (Q654495) (← links)
- A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186) (← links)
- The \(\beta\)-Meixner model (Q765298) (← links)
- Exotic options under Lévy models: an overview (Q818210) (← links)
- The optimal capital structure of the firm with stable Lévy assets returns (Q940998) (← links)
- Refracted Lévy processes (Q974766) (← links)
- Single name credit default swaptions meet single sided jump models (Q1025620) (← links)
- On the numerical inversion of busy-period related transforms (Q1612000) (← links)
- Passage times for a spectrally negative Lévy process with applications to risk theory (Q2565931) (← links)
- A class of Lévy process models with almost exact calibration to both barrier and vanilla FX options (Q3064014) (← links)
- Short Positions, Rally Fears and Option Markets (Q3565100) (← links)
- A transform approach to compute prices and Greeks of barrier options driven by a class of Lévy processes (Q3577151) (← links)
- First passage times of a jump diffusion process (Q4449508) (← links)
- Some fluctuation identities for Lévy processes with jumps of the same sign (Q4660543) (← links)
- Last Exit Before an Exponential Time for Spectrally Negative Lévy Processes (Q5321767) (← links)
- Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process (Q5443742) (← links)
- Evaluating Scale Functions of Spectrally Negative Lévy Processes (Q5459914) (← links)