On Exit and Ergodicity of the Spectrally One-Sided Lévy Process Reflected at Its Infimum

By Pistorius M. R.  

Journal of Theoretical Probability, Vol. 17, Iss. 1, 2004-01 ,pp. : 183-220

Springer Publishing Company

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On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models

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Advances in Applied Probability, Vol. 46, Iss. 1, 2014-03 ,pp. : 139-167

Cambridge University Press

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Joint distribution of a spectrally negative Lévy process and its occupation time, with step option pricing in view

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Advances in Applied Probability, Vol. 48, Iss. 1, 2016-03 ,pp. : 274-297

Cambridge University Press

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Lévy-Driven Carma Processes

By Brockwell P.J.  

Annals of the Institute of Statistical Mathematics, Vol. 53, Iss. 1, 2001-03 ,pp. : 113-124

Springer Publishing Company

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Precise Asymptotics for Lévy Processes

By Hu Zhi   Su Chun  

Acta Mathematica Sinica, Vol. 23, Iss. 7, 2007-07 ,pp. : 1265-1270

Springer Publishing Company

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