@article{guerin:hal-01006032,
TITLE = {Joint distribution of a spectrally negative L{\'e}vy process and its occupation time, with step option pricing in view},
AUTHOR = {Gu{\'e}rin, H{\'e}l{\`e}ne and Renaud, Jean-Fran{\c c}ois},
URL = {https://hal.science/hal-01006032},
NOTE = {25 pages},
JOURNAL = {Advances in Applied Probability},
PUBLISHER = {Applied Probability Trust},
VOLUME = {48},
NUMBER = {1},
PAGES = {274-297},
YEAR = {2016},
DOI = {10.1017/apr.2015.17},
KEYWORDS = {Occupations times ; Spectrally negative L{\'e}vy processes ; Fluctuation theory ; Scale functions ; Step options},
HAL_ID = {hal-01006032},
HAL_VERSION = {v1},
}