Pages that link to "Item:Q454869"
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The following pages link to On the drawdown of completely asymmetric Lévy processes (Q454869):
Displayed 9 items.
- Perpetual American options in diffusion-type models with running maxima and drawdowns (Q271879) (← links)
- Markov chain approximations to scale functions of Lévy processes (Q492961) (← links)
- On the drawdowns and drawups in diffusion-type models with running maxima and minima (Q890509) (← links)
- On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk theory (Q903681) (← links)
- Analysis of a drawdown-based regime-switching Lévy insurance model (Q2260949) (← links)
- Buffer-overflows: joint limit laws of undershoots and overshoots of reflected processes (Q2347452) (← links)
- On the Laplace transforms of the first exit times in one-dimensional non-affine jump-diffusion models (Q2520532) (← links)
- The moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk process (Q3449925) (← links)
- Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions (Q5246178) (← links)