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20052009
most citedAn explicit Skorokhod embedding for spectrally negative Levy processes

7 citations · 15 across the 5 of their papers we have counts for

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math.PR2005★ 6 cited

On maxima and ladder processes for a dense class of Levy processes

M. R. Pistorius

Consider the problem to explicitly calculate the law of the first passage time T(a) of a general Levy process Z above a positive level a. In this paper it is shown that the law of…