Pages that link to "Item:Q5328443"

The following pages link to A Wiener-Hopf Type Method for a General Random Walk with a Two-Sided Boundary (Q5328443):

Displaying 14 items.

• Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options (Q322636) (← links)
• Three-term asymptotic expansions for the moments of the random walk with triangular distributed interference of chance (Q611617) (← links)
• On some boundary crossing problems for Gaussian random walks (Q674526) (← links)
• Fluctuation identities with continuous monitoring and their application to the pricing of barrier options (Q724078) (← links)
• Convolution equation with a kernel represented by gamma distributions (Q891696) (← links)
• On the number of claims until ruin in a two-barrier renewal risk model with Erlang mixtures (Q893119) (← links)
• Exact calculation of the distributions of the stopping times of two types of truncated SPRT for the mean of the exponential distribution (Q905224) (← links)
• Asymptotic expansions in a boundary problem (Q1056983) (← links)
• The oscillating random walk (Q1225880) (← links)
• On a walk in a strip with inhibitory boundaries (Q1229043) (← links)
• Asymptotic expansions for the moments of the Gaussian random walk with two barriers (Q1771441) (← links)
• Limit theorems in a boundary crossing problem for random walks (Q1975810) (← links)
• Hilbert transform, spectral filters and option pricing (Q2288941) (← links)
• Two-boundary problems for semi-Markov walk with a linear drift (Q5324839) (← links)