Pages that link to "Item:Q5328443"
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The following pages link to A Wiener-Hopf Type Method for a General Random Walk with a Two-Sided Boundary (Q5328443):
Displaying 22 items.
- Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options (Q322636) (← links)
- Three-term asymptotic expansions for the moments of the random walk with triangular distributed interference of chance (Q611617) (← links)
- On some boundary crossing problems for Gaussian random walks (Q674526) (← links)
- Fluctuation identities with continuous monitoring and their application to the pricing of barrier options (Q724078) (← links)
- Convolution equation with a kernel represented by gamma distributions (Q891696) (← links)
- On the number of claims until ruin in a two-barrier renewal risk model with Erlang mixtures (Q893119) (← links)
- Exact calculation of the distributions of the stopping times of two types of truncated SPRT for the mean of the exponential distribution (Q905224) (← links)
- Asymptotic expansions in a boundary problem (Q1056983) (← links)
- The oscillating random walk (Q1225880) (← links)
- On a walk in a strip with inhibitory boundaries (Q1229043) (← links)
- Asymptotic expansions for the moments of the Gaussian random walk with two barriers (Q1771441) (← links)
- Limit theorems in a boundary crossing problem for random walks (Q1975810) (← links)
- Hilbert transform, spectral filters and option pricing (Q2288941) (← links)
- Distributional Properties of CUSUM Stopping Times (Q3543505) (← links)
- THE WIENER-HOPF TECHNIQUE AND DISCRETELY MONITORED PATH-DEPENDENT OPTION PRICING (Q3553256) (← links)
- Distributional Properties of CUSUM Stopping Times and Stopped Processes (Q3630049) (← links)
- Intersections of an Interval By a Difference of a Compound Poisson Process and a Compound Renewal Process (Q3643188) (← links)
- Sequential testing for exponential and pareto distributions (Q3745097) (← links)
- Properties of factorization operators in boundary crossing problems for random walks (Q5241546) (← links)
- On the Asymptotics of the Ruin Probability (Q5252479) (← links)
- Two-boundary problems for semi-Markov walk with a linear drift (Q5324839) (← links)
- Intersections of the interval and reflections for a semi-Markov walk with linear drift (Q5324859) (← links)
