Work

General drawdown-based exit identities for Lévy processes observed at poisson arrival time

Year: 2026

Type: article

Source: Advances in Applied Probability

DOI: 10.1017/apr.2026.10053

Authors: Jingchao Li, Shuanming Li, Wenyuan Wang, Kaixin Yan

Institutions: Shenzhen University, The University of Melbourne, Fujian Normal University, Xiamen University

Language: English

Topic: Probability and Risk Models

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W7129395235

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Cites: 26

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