On pre-exit joint occupation times for spectrally negative Lévy processes
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Publication:466993
DOI10.1016/j.spl.2014.06.023zbMath1315.60049OpenAlexW1980528359MaRDI QIDQ466993
Publication date: 3 November 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2014.06.023
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- The Theory of Scale Functions for Spectrally Negative Lévy Processes
- Occupation Times of Jump-Diffusion Processes with Double Exponential Jumps and the Pricing of Options
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