Pages that link to "Item:Q5459913"

The following pages link to Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms (Q5459913):

Displaying 21 items.

• Approximating Lévy processes with completely monotone jumps (Q259581) (← links)
• Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options (Q322636) (← links)
• On the Wiener-Hopf factorization for Lévy processes with bounded positive jumps (Q432503) (← links)
• Meromorphic Lévy processes and their fluctuation identities (Q433907) (← links)
• On extrema of stable processes (Q533746) (← links)
• On the distribution of exponential functionals for Lévy processes with jumps of rational transform (Q665445) (← links)
• Explicit solution of an inverse first-passage time problem for Lévy processes and counterparty credit risk (Q748309) (← links)
• The \(\beta\)-Meixner model (Q765298) (← links)
• Explicit solutions of the exit problem for a class of Lévy processes; applications to the pricing of double-barrier options (Q765888) (← links)
• Zooming in on a Lévy process at its supremum (Q1650094) (← links)
• A note on first passage functionals for Lévy processes with jumps of rational Laplace transforms (Q1669250) (← links)
• Occupation times of general Lévy processes (Q1692245) (← links)
• Exit problems for jump processes having double-sided jumps with rational Laplace transforms (Q1724885) (← links)
• Wiener-Hopf factorization and distribution of extrema for a family of Lévy processes (Q1958501) (← links)
• Occupation time of Lévy processes with jumps rational Laplace transforms (Q1990036) (← links)
• Two-sided optimal stopping for Lévy processes (Q2064841) (← links)
• The distribution of refracted Lévy processes with jumps having rational Laplace transforms (Q4684914) (← links)
• VALUATION OF CONTINUOUSLY MONITORED DOUBLE BARRIER OPTIONS AND RELATED SECURITIES (Q4906521) (← links)
• First passage times over stochastic boundaries for subdiffusive processes (Q5036094) (← links)
• Extreme Value Analysis for a Markov Additive Process Driven by a Nonirreducible Background Chain (Q5046018) (← links)
• The distribution and asympotic behaviour of the negative Wiener–Hopf factor for Lévy processes with rational positive jumps (Q5205944) (← links)