Pages that link to "Item:Q1242385"
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The following pages link to Formulas for stopped diffusion processes with stopping times based on the maximum (Q1242385):
Displaying 42 items.
- Omega diffusion risk model with surplus-dependent tax and capital injections (Q320287) (← links)
- On the drawdown of completely asymmetric Lévy processes (Q454869) (← links)
- A class of remarkable submartingales (Q850029) (← links)
- On the drawdowns and drawups in diffusion-type models with running maxima and minima (Q890509) (← links)
- Quickest detection with exponential penalty for delay (Q1307093) (← links)
- Designing options given the risk: The optimal Skorokhod-embedding problem (Q1593624) (← links)
- Drawdown: from practice to theory and back again (Q1679554) (← links)
- Magnitude and speed of consecutive market crashes in a diffusion model (Q1703022) (← links)
- Expected utility of the drawdown-based regime-switching risk model with state-dependent termination (Q1742717) (← links)
- Drawdowns and the speed of market crash (Q1930625) (← links)
- Stochastic modeling and fair valuation of drawdown insurance (Q2015656) (← links)
- Optimal trading with a trailing stop (Q2020306) (← links)
- Pricing American drawdown options under Markov models (Q2030371) (← links)
- A Wiener-Hopf factorization related potential measure for spectrally negative Lévy process (Q2048165) (← links)
- General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes (Q2076351) (← links)
- Exit problems for positive self-similar Markov processes with one-sided jumps (Q2091523) (← links)
- On a doubly reflected risk process with running maximum dependent reflecting barriers (Q2104057) (← links)
- Fiscal stimulus as an optimal control problem (Q2145819) (← links)
- General draw-down times for refracted spectrally negative Lévy processes (Q2152244) (← links)
- A drawdown reflected spectrally negative Lévy process (Q2224959) (← links)
- On the analysis of deep drawdowns for the Lévy insurance risk model (Q2234758) (← links)
- Analysis of a drawdown-based regime-switching Lévy insurance model (Q2260949) (← links)
- Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups (Q2270885) (← links)
- Generalized expected discounted penalty function at general drawdown for Lévy risk processes (Q2306086) (← links)
- On taxed spectrally negative Lévy processes with draw-down stopping (Q2404541) (← links)
- Properties of Kagi and Renko moments for homogeneous diffusion processes (Q2435935) (← links)
- Drawdowns preceding rallies in the Brownian motion model (Q3437396) (← links)
- Some time-invariant stopping rule problems (Q4327884) (← links)
- Drawdown analysis for the renewal insurance risk process (Q4575464) (← links)
- Some contributions to the study of stochastic processes of the classes and (Q4584696) (← links)
- A unified approach for drawdown (drawup) of time-homogeneous Markov processes (Q4684875) (← links)
- General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes (Q4684956) (← links)
- A Time-Homogeneous Diffusion Model with Tax (Q4918572) (← links)
- Draw-down Parisian ruin for spectrally negative Lévy processes (Q5005045) (← links)
- General drawdown of general tax model in a time-homogeneous Markov framework (Q5014313) (← links)
- The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
- Exit problems for general draw-down times of spectrally negative Lévy processes (Q5226250) (← links)
- A pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative markov processes, until a generalized draw-down time (Q5242231) (← links)
- Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions (Q5246178) (← links)
- Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes (Q5880987) (← links)
- A general method for analysis and valuation of drawdown risk (Q6111436) (← links)
- Speed and duration of drawdown under general Markov models (Q6576880) (← links)
