Pages that link to "Item:Q433907"

The following pages link to Meromorphic Lévy processes and their fluctuation identities (Q433907):

Displaying 42 items.

• Approximating Lévy processes with completely monotone jumps (Q259581) (← links)
• Suprema of Lévy processes (Q373557) (← links)
• Contraction options and optimal multiple-stopping in spectrally negative Lévy models (Q496121) (← links)
• Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations (Q730354) (← links)
• The \(\beta\)-Meixner model (Q765298) (← links)
• Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (Q889625) (← links)
• Pricing credit default swaps with a random recovery rate by a double inverse Fourier transform (Q896751) (← links)
• On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk theory (Q903681) (← links)
• Analytic techniques for option pricing under a hyperexponential Lévy model (Q1639540) (← links)
• Efficient computation of first passage times in Kou's jump-diffusion model (Q1707057) (← links)
• Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes (Q1937998) (← links)
• Deep factorisation of the stable process III: the view from radial excursion theory and the point of closest reach (Q2006377) (← links)
• On scale functions for Lévy processes with negative phase-type jumps (Q2052939) (← links)
• The Leland-Toft optimal capital structure model under Poisson observations (Q2211349) (← links)
• Asian options and meromorphic Lévy processes (Q2255010) (← links)
• Predicting the time at which a Lévy process attains its ultimate supremum (Q2255610) (← links)
• Resolvent-techniques for multiple exercise problems (Q2340991) (← links)
• A variation of the Canadisation algorithm for the pricing of American options driven by Lévy processes (Q2347464) (← links)
• Optimality of doubly reflected Lévy processes in singular control (Q2348300) (← links)
• On future drawdowns of Lévy processes (Q2360246) (← links)
• First exit from an open set for a matrix-exponential Lévy process (Q2406785) (← links)
• Lévy processes with finite variance conditioned to avoid an interval (Q2423462) (← links)
• Multilevel Monte Carlo simulation for Lévy processes based on the Wiener-Hopf factorisation (Q2434751) (← links)
• Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity (Q2438753) (← links)
• Fluctuation theory for Lévy processes with completely monotone jumps (Q2631866) (← links)
• Boundary traces of shift-invariant diffusions in half-plane (Q2686622) (← links)
• An Euler–Poisson scheme for Lévy driven stochastic differential equations (Q2804429) (← links)
• Inventory Control for Spectrally Positive Lévy Demand Processes (Q2976149) (← links)
• METHOD OF PAIRED CONTOURS AND PRICING BARRIER OPTIONS AND CDSs OF LONG MATURITIES (Q3191839) (← links)
• Calculation of ruin probabilities for a dense class of heavy tailed distributions (Q4576915) (← links)
• A factorization of a Lévy process over a phase-type horizon (Q4634188) (← links)
• Ghost calibration and the pricing of barrier options and CDS in spectrally one-sided Lévy models: the parabolic Laplace inversion method (Q4683049) (← links)
• Double hypergeometric Lévy processes and self-similarity (Q4964793) (← links)
• SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS (Q5061497) (← links)
• Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models (Q5162845) (← links)
• More on hypergeometric Lévy processes (Q5197401) (← links)
• ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS (Q5214827) (← links)
• The extended hypergeometric class of Lévy processes (Q5245638) (← links)
• ULTRA-FAST PRICING BARRIER OPTIONS AND CDSs (Q5357515) (← links)
• On exact sampling of the first passage event of a Lévy process with infinite Lévy measure and bounded variation (Q5965372) (← links)
• On the optimality of the refraction-reflection strategies for Lévy processes (Q6044251) (← links)
• Optimal Stopping for Exponential Lévy Models with Weighted Discounting (Q6169623) (← links)