4. Mathematics
  5. Probability

Ronnie Loeffen

Mathematics – Probability

Scientist

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Optimal control with absolutely continuous strategies for spectrally negative Levy processes

Mathematics – Probability
Scientific paper

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Parisian ruin probability for spectrally negative Lévy processes

Mathematics – Probability
Scientific paper

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Refracted Levy processes

Mathematics – Probability
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Semi-Closed Form Cubature and Applications to Financial Diffusion Models

Economy – Quantitative Finance – Computational Finance
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Profile ID: LFWR-SCP-P-166923

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