Pages that link to "Item:Q765888"
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The following pages link to Explicit solutions of the exit problem for a class of Lévy processes; applications to the pricing of double-barrier options (Q765888):
Displaying 6 items.
- Approximating Lévy processes with completely monotone jumps (Q259581) (← links)
- On the Wiener-Hopf factorization for Lévy processes with bounded positive jumps (Q432503) (← links)
- A note on Wiener-Hopf factorization for Markov additive processes (Q457101) (← links)
- First-passage times of regime switching models (Q2251701) (← links)
- Lévy Processes, Phase-Type Distributions, and Martingales (Q2937469) (← links)
- A Simple Wiener-Hopf Factorization Approach for Pricing Double-Barrier Options (Q5014528) (← links)
