4. Mathematics
  5. Probability

Sonia Fourati

Mathematics – Probability

Scientist

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Scientist

LMI, PMA

Explicit solutions for the exit problem for a class of Lévy processes. Applications to the pricing of double barrier options

Mathematics – Probability
Scientific paper

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Fluctuations of Levy processes and scattering theory

Mathematics – Probability
Scientific paper

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Krein's Theory applied to fluctuations of Lévy processes

Mathematics – Probability
Scientific paper

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Profile ID: LFWR-SCP-P-49649

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