Pages that link to "Item:Q2564702"

The following pages link to On a generalization of the arc-sine law (Q2564702):

Displaying 18 items.

• On the sojourn time of a random walk in a strip (Q630285) (← links)
• On the regulator-insurer interaction in a structural model (Q732093) (← links)
• On occupation times in the red of Lévy risk models (Q784389) (← links)
• On the sojourn time of a generalized Brownian meander (Q826669) (← links)
• Occupation times of hyper-exponential jump diffusion processes with application to price step options (Q893129) (← links)
• Optimal investment strategy to minimize occupation time (Q993736) (← links)
• Default risk, bankruptcy procedures and the market value of life insurance liabilities (Q995500) (← links)
• The arc-sine law and its analogs for processes governed by signed and complex measures (Q1338749) (← links)
• How the sojourn time distributions of Brownian motion are affected by different forms of conditioning. (Q1423051) (← links)
• On the distribution of cumulative Parisian ruin (Q1681195) (← links)
• Corridor options and arc-sine law. (Q1884834) (← links)
• Occupation time of Lévy processes with jumps rational Laplace transforms (Q1990036) (← links)
• Diffusion processes with identical bridges (Q2567725) (← links)
• Distribution of occupation times for constant elasticity of variance diffusion and the pricing of<b>α</b>-quantile options (Q3439870) (← links)
• A note on the α-quantile option (Q4551190) (← links)
• Small drift limit theorems for random walks (Q4684847) (← links)
• Arcsine laws for random walks generated from random permutations with applications to genomics (Q5014297) (← links)
• Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise (Q6617600) (← links)