✦ LIBER ✦

Phase-type fitting of scale functions for spectrally negative Lévy processes

✍ Scribed by Egami, Masahiko; Yamazaki, Kazutoshi

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Smoothness of scale functions for spectr

✍ T. Chan; A. E. Kyprianou; M. Savov 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 214 KB

[Lecture Notes in Mathematics] Lévy Matt

✍ Cohen, Serge; Kuznetsov, Alexey; Kyprianou, Andreas E.; Rivero, Victor 📂 Article 📅 2012 🏛 Springer Berlin Heidelberg ⚖ 952 KB

On an Explicit Skorokhod Embedding for S

✍ Jan Obłój; Martijn Pistorius 📂 Article 📅 2008 🏛 Springer US 🌐 English ⚖ 492 KB

Occupation times of spectrally negative

✍ David Landriault; Jean-François Renaud; Xiaowen Zhou 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 213 KB

On pre-exit joint occupation times for s

✍ Li, Yingqiu; Zhou, Xiaowen 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 366 KB

Dividend Problem with Parisian Delay for

✍ Irmina Czarna, Zbigniew Palmowski 📂 Article 📅 2013 🏛 Springer 🌐 English ⚖ 642 KB