Pages that link to "Item:Q433907"
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The following pages link to Meromorphic Lévy processes and their fluctuation identities (Q433907):
Displayed 31 items.
- Approximating Lévy processes with completely monotone jumps (Q259581) (← links)
- Suprema of Lévy processes (Q373557) (← links)
- Contraction options and optimal multiple-stopping in spectrally negative Lévy models (Q496121) (← links)
- Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations (Q730354) (← links)
- The \(\beta\)-Meixner model (Q765298) (← links)
- Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (Q889625) (← links)
- Pricing credit default swaps with a random recovery rate by a double inverse Fourier transform (Q896751) (← links)
- On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk theory (Q903681) (← links)
- Analytic techniques for option pricing under a hyperexponential Lévy model (Q1639540) (← links)
- Efficient computation of first passage times in Kou's jump-diffusion model (Q1707057) (← links)
- Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes (Q1937998) (← links)
- Asian options and meromorphic Lévy processes (Q2255010) (← links)
- Predicting the time at which a Lévy process attains its ultimate supremum (Q2255610) (← links)
- Resolvent-techniques for multiple exercise problems (Q2340991) (← links)
- A variation of the Canadisation algorithm for the pricing of American options driven by Lévy processes (Q2347464) (← links)
- Optimality of doubly reflected Lévy processes in singular control (Q2348300) (← links)
- On future drawdowns of Lévy processes (Q2360246) (← links)
- First exit from an open set for a matrix-exponential Lévy process (Q2406785) (← links)
- Lévy processes with finite variance conditioned to avoid an interval (Q2423462) (← links)
- Multilevel Monte Carlo simulation for Lévy processes based on the Wiener-Hopf factorisation (Q2434751) (← links)
- Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity (Q2438753) (← links)
- Fluctuation theory for Lévy processes with completely monotone jumps (Q2631866) (← links)
- An Euler–Poisson scheme for Lévy driven stochastic differential equations (Q2804429) (← links)
- Inventory Control for Spectrally Positive Lévy Demand Processes (Q2976149) (← links)
- METHOD OF PAIRED CONTOURS AND PRICING BARRIER OPTIONS AND CDSs OF LONG MATURITIES (Q3191839) (← links)
- Calculation of ruin probabilities for a dense class of heavy tailed distributions (Q4576915) (← links)
- A factorization of a Lévy process over a phase-type horizon (Q4634188) (← links)
- Ghost calibration and the pricing of barrier options and CDS in spectrally one-sided Lévy models: the parabolic Laplace inversion method (Q4683049) (← links)
- The extended hypergeometric class of Lévy processes (Q5245638) (← links)
- ULTRA-FAST PRICING BARRIER OPTIONS AND CDSs (Q5357515) (← links)
- On exact sampling of the first passage event of a Lévy process with infinite Lévy measure and bounded variation (Q5965372) (← links)