Pages that link to "Item:Q1431556"
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The following pages link to Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options (Q1431556):
Displayed 18 items.
- Exotic options under Lévy models: an overview (Q818210) (← links)
- The integral option in a model with jumps (Q952844) (← links)
- Perpetual options and Canadization through fluctuation theory (Q1425486) (← links)
- On the optimal dividend problem for a spectrally negative Lévy process (Q2467114) (← links)
- Exit problems in regime-switching models (Q2469551) (← links)
- Finite expiry Russian options (Q2485844) (← links)
- Passage times for a spectrally negative Lévy process with applications to risk theory (Q2565931) (← links)
- Some remarks on first passage of Lévy processes, the American put and pasting principles (Q2572401) (← links)
- On doubly reflected completely asymmetric Lévy processes. (Q2574592) (← links)
- Russian and American put options under exponential phase-type Lévy models. (Q2574619) (← links)
- Wavelet Galerkin pricing of American options on Lévy driven assets (Q3375382) (← links)
- Queues with Delays in Two-State Strategies and Lévy Input (Q3516406) (← links)
- Scale functions of Lévy processes and busy periods of finite-capacity M/GI/1 queues (Q4660538) (← links)
- Hysteretic Capacity Switching for M/G/1 Queues (Q5423132) (← links)
- Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes (Q5440644) (← links)
- Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process (Q5443742) (← links)
- Evaluating Scale Functions of Spectrally Negative Lévy Processes (Q5459914) (← links)
- The time to ruin for a class of Markov additive risk process with two-sided jumps (Q5475377) (← links)