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Fluctuation theory and stochastic games for spectrally negative Lévy processes

By Erik J. Baurdoux
Topics: QA Mathematics
Year: 2007
OAI identifier: oai:eprints.lse.ac.uk:23928
Provided by: LSE Research Online

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Citations

  1. (2006). A two-person game for pricing convertible bonds. doi
  2. (2007). An approach for solving perpetual optimal stopping problems driven by L´ evy processes. doi
  3. (2007). Evaluating scale functions of spectrally negative L´ evy processes. doi
  4. (2006). I would like to thank the members of the reading committee Lo¨ ıc
  5. (1986). One-dimensional Stable Distributions.
  6. (1968). Optimal stopping in a Markov process. doi

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