"Last exit time until first exit time for spectrally negative Lévy ..."

Xiaofeng Yang, José M. Pedraza, Bin Li (2025)

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DOI: 10.1017/JPR.2024.104

access: closed

type: Journal Article

metadata version: 2025-09-15

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Xiaofeng Yang, José M. Pedraza, Bin Li:
Last exit time until first exit time for spectrally negative Lévy processes. J. Appl. Probab. 62(3): 876-897 (2025)

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