Pages that link to "Item:Q665445"
From MaRDI portal
The following pages link to On the distribution of exponential functionals for Lévy processes with jumps of rational transform (Q665445):
Displaying 15 items.
- Approximating Lévy processes with completely monotone jumps (Q259581) (← links)
- A hyper-Erlang jump-diffusion process and applications in finance (Q328100) (← links)
- Statistical inference for generalized Ornstein-Uhlenbeck processes (Q887250) (← 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)
- Exponential functionals of Lévy processes and variable annuity guaranteed benefits (Q1713470) (← links)
- Exit problems for jump processes having double-sided jumps with rational Laplace transforms (Q1724885) (← links)
- Occupation time of Lévy processes with jumps rational Laplace transforms (Q1990036) (← links)
- Invariance principles for clocks (Q2091527) (← links)
- Asian options and meromorphic Lévy processes (Q2255010) (← links)
- Kac-Lévy processes (Q2297322) (← links)
- On the density of exponential functionals of Lévy processes (Q2435229) (← links)
- Lévy Processes, Phase-Type Distributions, and Martingales (Q2937469) (← links)
- The distribution of refracted Lévy processes with jumps having rational Laplace transforms (Q4684914) (← links)
- How long does the surplus stay close to its historical high? (Q5086633) (← links)