Pages that link to "Item:Q5321767"

The following pages link to Last Exit Before an Exponential Time for Spectrally Negative Lévy Processes (Q5321767):

Displaying 12 items.

• A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186) (← links)
• Occupation times of intervals until last passage times for spectrally negative Lévy processes (Q1800500) (← links)
• Occupation times for spectrally negative Lévy processes on the last exit time (Q2244451) (← links)
• First and last passage times of spectrally positive Lévy processes with application to reliability (Q2516387) (← links)
• Bridging the first and last passage times for Lévy models (Q2685908) (← links)
• On the last exit times for spectrally negative Lévy processes (Q4684866) (← links)
• The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
• Joint occupation times in an infinite interval for spectrally negative Lévy processes on the last exit time (Q6054053) (← links)
• Double continuation regions for American options under Poisson exercise opportunities (Q6054363) (← links)
• Joint distributions concerning last exit time for diffusion processes (Q6082877) (← links)
• Predicting the last zero before an exponential time of a spectrally negative Lévy process (Q6101822) (← links)
• Perpetual American options with asset-dependent discounting (Q6139952) (← links)