Bridging the first and last passage times for Lévy models
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Publication:2685908
DOI10.1016/j.spa.2022.12.005OpenAlexW4311764676MaRDI QIDQ2685908
David Landriault, Mohamed Amine Lkabous, Bin Li, Zijia Wang
Publication date: 23 February 2023
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2022.12.005
occupation timefirst passage timescale functionslast passage timespectrally negative Lévy processesParisian time
Cites Work
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