On future drawdowns of Lévy processes (Q2360246): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On future drawdowns of Lévy processes |
scientific article |
Statements
On future drawdowns of Lévy processes (English)
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30 June 2017
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Lévy process
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reflected process
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drawdown process
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Cramér asymptotics
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heavy-tailed distributions
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queueing
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workload process
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Black-Scholes-Samuelson model
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