Parisian quasi-stationary distributions for asymmetric Lévy processes-Reference-Cited by-同舟云学术

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Parisian quasi-stationary distributions for asymmetric Lévy processes

Published:2017-08 Issue: Volume:127 Page:75-84
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Czarna Irmina,Palmowski Zbigniew

Funder

Ministry of Science and Higher Education of Poland

RARE

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference23 articles.

1. Asymptotics for M/G/1 low-priority waiting-time tail probabilities;Abate;Queueing Syst.,1997

2. Handbook of Mathematical Functions;Abramowitz,1965

3. Pricing of Parisian options for a jump-diffusion model with two-sided jumps;Albrecher;Appl. Math. Finance,2012

4. Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes;Baurdoux;J. Appl. Probab.,2016

5. Lévy Processes;Bertoin,1996

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Yaglom limit for unimodal Lévy processes;Annales de l'Institut Henri Poincaré, Probabilités et Statistiques;2023-08-01

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