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We derive explicit formulas for the Mellin transform and the distribution of the exponential functional for Lévy processes with rational Laplace exponent. This extends recent results by Cai and Kou [3] on the processes with hyper-exponential jumps.
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We study the density of the supremum of a strictly stable Lévy process. Our first goal is to investigate convergence properties of the series representation for this density, which was established recently by Hubalek and Kuznetsov (2011) [24]. Our second goal is to investigate in more detail...
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<Para ID="Par1">One method to compute the price of an arithmetic Asian option in a Lévy driven model is based on an exponential functional of the underlying Lévy process: If we know the distribution of the exponential functional, we can calculate the price of the Asian option via the inverse Laplace...</para>
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This study investigates the attitudes of Russian executives towards corporate social responsibility. The empirical study is based on an original survey of executive managers of 129 medium and large industrial enterprises in all regions of Russia. The questionnaire was designed using some...
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