Pages that link to "Item:Q2252259"

The following pages link to Phase-type Fitting of scale functions for spectrally negative Lévy processes (Q2252259):

Displaying 50 items.

• Games of singular control and stopping driven by spectrally one-sided Lévy processes (Q468726) (← links)
• Contraction options and optimal multiple-stopping in spectrally negative Lévy models (Q496121) (← links)
• On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models (Q506083) (← links)
• Optimality of hybrid continuous and periodic barrier strategies in the dual model (Q781548) (← links)
• On occupation times in the red of Lévy risk models (Q784389) (← links)
• Optimal dividends and capital injections in the dual model with a random time horizon (Q887106) (← links)
• Iterative algorithm for the first passage time distribution in a jump-diffusion model with regime-switching, and its applications (Q893122) (← links)
• The dual risk model with dividends taken at arrival (Q1622513) (← links)
• Optimality of multi-refraction control strategies in the dual model (Q1622523) (← links)
• On the bail-out optimal dividend problem (Q1626508) (← links)
• On optimal periodic dividend strategies for Lévy risk processes (Q1641138) (← links)
• American options under periodic exercise opportunities (Q1650302) (← links)
• On the optimality of periodic barrier strategies for a spectrally positive Lévy process (Q1681080) (← links)
• Optimal dividends in the dual model under transaction costs (Q2015482) (← links)
• On scale functions for Lévy processes with negative phase-type jumps (Q2052939) (← links)
• On a doubly reflected risk process with running maximum dependent reflecting barriers (Q2104057) (← links)
• The Leland-Toft optimal capital structure model under Poisson observations (Q2211349) (← links)
• Statistical estimation for some dividend problems under the compound Poisson risk model (Q2212164) (← links)
• Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon (Q2239255) (← links)
• Dividend problem with Parisian delay for a spectrally negative Lévy risk process (Q2247926) (← links)
• Resolvent-techniques for multiple exercise problems (Q2340991) (← links)
• Optimality of doubly reflected Lévy processes in singular control (Q2348300) (← links)
• Optimal dividends and capital injections for a spectrally positive Lévy process (Q2358466) (← links)
• Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes (Q2397860) (← links)
• Parisian ruin for a refracted Lévy process (Q2397862) (← links)
• First and last passage times of spectrally positive Lévy processes with application to reliability (Q2516387) (← links)
• Some new infinite series expansions for the first passage time densities in a jump diffusion model with phase-type jumps (Q2671877) (← links)
• Moments of the ruin time in a Lévy risk model (Q2684957) (← links)
• Parisian ruin with random deficit-dependent delays for spectrally negative Lévy processes (Q2700076) (← links)
• Optimality of Refraction Strategies for Spectrally Negative Lévy Processes (Q2807401) (← links)
• Lévy Processes, Phase-Type Distributions, and Martingales (Q2937469) (← links)
• AN ANALYTIC RECURSIVE METHOD FOR OPTIMAL MULTIPLE STOPPING: CANADIZATION AND PHASE-TYPE FITTING (Q2947345) (← links)
• Inventory Control for Spectrally Positive Lévy Demand Processes (Q2976149) (← links)
• An Excursion-Theoretic Approach to Regulator’s Bank Reorganization Problem (Q3450458) (← links)
• REFRACTION–REFLECTION STRATEGIES IN THE DUAL MODEL (Q4563792) (← links)
• On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models (Q4611286) (← links)
• Ghost calibration and the pricing of barrier options and CDS in spectrally one-sided Lévy models: the parabolic Laplace inversion method (Q4683049) (← links)
• OPTIMAL CAPITAL STRUCTURE WITH SCALE EFFECTS UNDER SPECTRALLY NEGATIVE LÉVY MODELS (Q4979886) (← links)
• Gambler's ruin problem in a Markov-modulated jump-diffusion risk model (Q5042786) (← links)
• Banach contraction principle, <i>q</i>-scale function and ultimate ruin probability under a Markov-modulated classical risk model (Q5073018) (← links)
• Optimal Periodic Replenishment Policies for Spectrally Positive Lévy Demand Processes (Q5136747) (← links)
• The Omega-model with two bankruptcy rates (Q5157350) (← links)
• Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models (Q5162845) (← links)
• On the time spent in the red by a refracted L\'evy risk process (Q5176527) (← links)
• Optimality of refraction strategies for a constrained dividend problem (Q5203951) (← links)
• On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models (Q5415097) (← links)
• American step-up and step-down default swaps under Lévy models (Q5746748) (← links)
• <i>q</i>-scale function, Banach contraction principle, and ultimate ruin probability in a Markov-modulated jump–diffusion risk model (Q5878641) (← links)
• On <i>q</i>-scale functions of spectrally negative Lévy processes (Q6043460) (← links)
• Double continuation regions for American options under Poisson exercise opportunities (Q6054363) (← links)