General draw-down times for refracted spectrally negative Lévy processes (Q2152244)
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scientific article; zbMATH DE number 7554089
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| English | General draw-down times for refracted spectrally negative Lévy processes |
scientific article; zbMATH DE number 7554089 |
Statements
General draw-down times for refracted spectrally negative Lévy processes (English)
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7 July 2022
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refracted spectrally negative Lévy processes
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draw-down time
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exit problems
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potential measure
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0.92002827
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0.90745884
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0.9071486
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0.9045105
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0.89655554
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0.89647377
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0.88929725
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