4 results
On moments of downward passage times for spectrally negative Lévy processes
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- Journal:
- Journal of Applied Probability / Volume 60 / Issue 2 / June 2023
- Published online by Cambridge University Press:
- 16 November 2022, pp. 452-464
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- June 2023
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On q-scale functions of spectrally negative Lévy processes
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- Journal:
- Advances in Applied Probability / Volume 55 / Issue 1 / March 2023
- Published online by Cambridge University Press:
- 02 September 2022, pp. 56-84
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- March 2023
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Asymmetric COGARCH processes
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- Journal:
- Journal of Applied Probability / Volume 51 / Issue A / December 2014
- Published online by Cambridge University Press:
- 30 March 2016, pp. 161-173
- Print publication:
- December 2014
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Distributional properties of solutions of dVt = Vt-dUt + dLt with Lévy noise
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- Journal:
- Advances in Applied Probability / Volume 43 / Issue 3 / September 2011
- Published online by Cambridge University Press:
- 01 July 2016, pp. 688-711
- Print publication:
- September 2011
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