Pages that link to "Item:Q765888"

The following pages link to Explicit solutions of the exit problem for a class of Lévy processes; applications to the pricing of double-barrier options (Q765888):

Displayed 5 items.

• Approximating Lévy processes with completely monotone jumps (Q259581) ‎ (← links)
• On the Wiener-Hopf factorization for Lévy processes with bounded positive jumps (Q432503) ‎ (← links)
• A note on Wiener-Hopf factorization for Markov additive processes (Q457101) ‎ (← links)
• First-passage times of regime switching models (Q2251701) ‎ (← links)
• Lévy Processes, Phase-Type Distributions, and Martingales (Q2937469) ‎ (← links)