On the limit distributions of continuous-state branching processes with immigration
Year of publication: |
2012
|
---|---|
Authors: | Keller-Ressel, Martin ; Mijatović, Aleksandar |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 122.2012, 6, p. 2329-2345
|
Publisher: |
Elsevier |
Subject: | Branching processes with immigration | Limit distribution | Stationary distribution | Self-decomposable distribution | Spectrally positive Lévy process | Scale function | Infinitesimal generator |
-
Optimal dividend problem with a terminal value for spectrally positive Lévy processes
Yin, Chuancun, (2013)
-
Optimal dividend problem with a terminal value for spectrally positive Lévy processes
Yin, Chuancun, (2013)
-
On the optimal dividend problem for a spectrally positive Lévy process
Yin, Chuancun, (2014)
- More ...
-
VOLATILITY DERIVATIVES IN MARKET MODELS WITH JUMPS
LO, HARRY, (2011)
-
Deterministic criteria for the absence of arbitrage in one-dimensional diffusion models
Mijatović, Aleksandar, (2012)
-
Correction note for ‘The large-maturity smile for the Heston model’
Bernard, Carole, (2013)
- More ...