The following pages link to José M. Pedraza (Q2041475):
Displayed 6 items.
- Predicting the last zero of a spectrally negative Lévy process (Q2041476) (← links)
- An invertibility paradox (Q3088742) (← links)
- Predicting the last zero before an exponential time of a spectrally negative Lévy process (Q6101822) (← links)
- \(L^p\) optimal prediction of the last zero of a spectrally negative Lévy process (Q6126805) (← links)
- Optimal Stopping for Exponential Lévy Models with Weighted Discounting (Q6169623) (← links)
- On the last zero process with applications in corporate bankruptcy (Q6336788) (← links)