Pages that link to "Item:Q654399"
From MaRDI portal
The following pages link to First passage time law for some Lévy processes with compound Poisson: existence of a density (Q654399):
Displaying 4 items.
- Statistical arbitrage in jump-diffusion models with compound Poisson processes (Q2151680) (← links)
- Existence and regularity of law density of a pair (diffusion, first component running maximum) (Q2322681) (← links)
- Joint distribution of a Lévy process and its running supremum (Q4684955) (← links)
- PDE for the joint law of the pair of a continuous diffusion and its running maximum (Q6198067) (← links)
