Pages that link to "Item:Q2255610"
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The following pages link to Predicting the time at which a Lévy process attains its ultimate supremum (Q2255610):
Displaying 8 items.
- Existence of density functions for the running maximum of a Lévy-Itô diffusion (Q1692337) (← links)
- Optimal stopping problems for running minima with positive discounting rates (Q2216971) (← links)
- Subordinated Brownian motion: last time the process reaches its supremum (Q2352336) (← links)
- Discounted Optimal Stopping Problems for Maxima of Geometric Brownian Motions With Switching Payoffs (Q5022285) (← links)
- Optimally Stopping at a Given Distance from the Ultimate Supremum of a Spectrally Negative Lévy Process (Q5022289) (← links)
- Geometrically Convergent Simulation of the Extrema of Lévy Processes (Q5085135) (← 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)
