scientific article; zbMATH DE number 3896044

Recommendations

Cited in

(21)

On first passage times of sticky reflecting diffusion processes with double exponential jumps
Lamperti transformation for continuous-state branching processes with competition and applications
On exit times of Levy-driven Ornstein-Uhlenbeck processes
Continuous-state branching processes with competition: duality and reflection at infinity
Exit times for a class of piecewise exponential Markov processes with two-sided jumps
Fluctuation theory for level-dependent Lévy risk processes
Analytic value function for a pairs trading strategy with a Lévy-driven Ornstein-Uhlenbeck process
Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes
Self-similar processes with independent increments associated with Lévy and Bessel processes.
Exact solution to a first-passage problem for an Ornstein-Uhlenbeck process with jumps and its integral
On some functionals of the first passage times in jump models of stochastic volatility
A recurrence criterion for Markov processes of Ornstein-Uhlenbeck type
Two-sided exit problem for a spectrally negative -stable Ornstein-Uhlenbeck process and the Wright's generalized hypergeometric functions
First passage times of (reflected) Ornstein-Uhlenbeck processes over random jump boundaries
On contingent-claim valuation in continuous-time for volatility models of Ornstein-Uhlenbeck type
First passage times of reflected generalized Ornstein-Uhlenbeck processes
On Maximal Inequalities for Ornstein--Uhlenbeck Processes with Jumps
On a martingale associated to generalized Ornstein-Uhlenbeck processes and an application to finance
Martingales and First-Passage Times for Ornstein--Uhlenbeck Processes with a Jump Component
On the hitting times of continuous-state branching processes with immigration
Discrete-time approximation of functionals in models of Ornstein-Uhlenbeck type, with applications to finance

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3675282)