Maximum loss and maximum gain of spectrally negative Lévy processes (Q1675705): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum loss and maximum gain of spectrally negative Lévy processes |
scientific article |
Statements
Maximum loss and maximum gain of spectrally negative Lévy processes (English)
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2 November 2017
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maximum drawdown
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maximum drawup
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spectrally negative
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reflected process
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fluctuation theory
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