Pages that link to "Item:Q2806357"
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The following pages link to Joint distribution of a spectrally negative Lévy process and its occupation time, with step option pricing in view (Q2806357):
Displaying 19 items.
- A note on Parisian ruin with an ultimate bankruptcy level for Lévy insurance risk processes (Q274168) (← links)
- Weak approximation rates for integral functionals of Markov processes (Q340781) (← links)
- Accuracy of discrete approximation for integral functionals of Markov processes (Q340801) (← links)
- On occupation times in the red of Lévy risk models (Q784389) (← links)
- Fluctuations of Omega-killed spectrally negative Lévy processes (Q1615891) (← links)
- On the distribution of cumulative Parisian ruin (Q1681195) (← links)
- Occupation times of general Lévy processes (Q1692245) (← links)
- Local times for spectrally negative Lévy processes (Q2183759) (← links)
- Sojourn times of Gaussian processes with trend (Q2209315) (← links)
- An occupation time related potential measure for diffusion processes (Q2358367) (← links)
- Bridging the first and last passage times for Lévy models (Q2685908) (← links)
- Occupation times of alternating renewal processes with Lévy applications (Q4611287) (← links)
- How long does the surplus stay close to its historical high? (Q5086633) (← links)
- Poissonian occupation times of spectrally negative Lévy processes with applications (Q5861814) (← links)
- On <i>q</i>-scale functions of spectrally negative Lévy processes (Q6043460) (← links)
- Joint occupation times in an infinite interval for spectrally negative Lévy processes on the last exit time (Q6054053) (← links)
- A note on series representation for the \(q\)-scale function of a class of spectrally negative Lévy processes (Q6569448) (← links)
- Poissonian occupation times of refracted Lévy processes with applications (Q6641289) (← links)
- The bilateral Gamma motion: calibration and option pricing (Q6643155) (← links)
