Pages that link to "Item:Q5459913"
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The following pages link to Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms (Q5459913):
Displaying 41 items.
- Approximating Lévy processes with completely monotone jumps (Q259581) (← links)
- Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options (Q322636) (← links)
- On the Wiener-Hopf factorization for Lévy processes with bounded positive jumps (Q432503) (← links)
- Meromorphic Lévy processes and their fluctuation identities (Q433907) (← links)
- On extrema of stable processes (Q533746) (← links)
- On the distribution of exponential functionals for Lévy processes with jumps of rational transform (Q665445) (← links)
- Explicit solution of an inverse first-passage time problem for Lévy processes and counterparty credit risk (Q748309) (← links)
- The \(\beta\)-Meixner model (Q765298) (← links)
- Explicit solutions of the exit problem for a class of Lévy processes; applications to the pricing of double-barrier options (Q765888) (← links)
- Zooming in on a Lévy process at its supremum (Q1650094) (← links)
- A note on first passage functionals for Lévy processes with jumps of rational Laplace transforms (Q1669250) (← links)
- Occupation times of general Lévy processes (Q1692245) (← links)
- Exit problems for jump processes having double-sided jumps with rational Laplace transforms (Q1724885) (← links)
- Wiener-Hopf factorization and distribution of extrema for a family of Lévy processes (Q1958501) (← links)
- Occupation time of Lévy processes with jumps rational Laplace transforms (Q1990036) (← links)
- Two-sided optimal stopping for Lévy processes (Q2064841) (← links)
- Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon (Q2239255) (← links)
- On the threshold dividend strategy for a generalized jump-diffusion risk model (Q2276238) (← links)
- A Wiener-Hopf based approach to numerical computations in fluctuation theory for Lévy processes (Q2391871) (← links)
- First exit from an open set for a matrix-exponential Lévy process (Q2406785) (← links)
- Numerical techniques in Lévy fluctuation theory (Q2445476) (← links)
- Fluctuation theory for Lévy processes with completely monotone jumps (Q2631866) (← links)
- Randomisation and recursion methods for mixed-exponential Lévy models, with financial applications (Q2794727) (← links)
- A weak approximation for the Wiener–Hopf factorization (Q2813510) (← links)
- On Optimal Stopping Problems for Matrix-Exponential Jump-Diffusion Processes (Q2897161) (← links)
- Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes (Q2904873) (← links)
- Lévy Processes, Phase-Type Distributions, and Martingales (Q2937469) (← links)
- Wiener-Hopf Factorization for a Family of Lévy Processes Related to Theta Functions (Q3067843) (← links)
- A Direct Approach to the Discounted Penalty Function (Q3088982) (← links)
- VOTRE LÉVY RAMPE-T-IL? (Q3151097) (← links)
- A Generalized Renewal Equation for Perturbed Compound Poisson Processes with Two-Sided Jumps (Q3182400) (← links)
- On the First Passage time for Brownian Motion Subordinated by a Lévy Process (Q3621155) (← links)
- A factorization of a Lévy process over a phase-type horizon (Q4634188) (← links)
- Pricing Perpetual American Compound Options under a Matrix-Exponential Jump-Diffusion Model (Q4682493) (← links)
- The distribution of refracted Lévy processes with jumps having rational Laplace transforms (Q4684914) (← links)
- VALUATION OF CONTINUOUSLY MONITORED DOUBLE BARRIER OPTIONS AND RELATED SECURITIES (Q4906521) (← links)
- First passage times over stochastic boundaries for subdiffusive processes (Q5036094) (← links)
- Extreme Value Analysis for a Markov Additive Process Driven by a Nonirreducible Background Chain (Q5046018) (← links)
- How long does the surplus stay close to its historical high? (Q5086633) (← links)
- The distribution and asympotic behaviour of the negative Wiener–Hopf factor for Lévy processes with rational positive jumps (Q5205944) (← links)
- On Maxima and Ladder Processes for a Dense Class of Lévy Process (Q5489000) (← links)
