Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups (Q2270885): Difference between revisions

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Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups
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    Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups (English)
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    29 July 2009
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    diffusion process
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    drawdowns and drawups
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    stopping time
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