On the drawdown of completely asymmetric Lévy processes (Q454869): Difference between revisions

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+Numerical Inversion of Laplace Transforms of Probability Distributions
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+Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options
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+Q4888858
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+Exponential decay and ergodicity of completely asymmetric Lévy processes in a finite interval
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+On Azéma-Yor processes, their optimal properties and the Bachelier-drawdown equation
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+Smoothness of scale functions for spectrally negative Lévy processes
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+On Lévy processes conditioned to stay positive
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+DRAWDOWN MEASURE IN PORTFOLIO OPTIMIZATION
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+Séminaire de Probabilités XXXVIII
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+On Probability Characteristics of "Downfalls" in a Standard Brownian Motion
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+Risk processes perturbed by α-stable Lévy motion
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+Drawdowns preceding rallies in the Brownian motion model
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+Exact and asymptotic \(n\)-tuple laws at first and last passage
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+Formulas for stopped diffusion processes with stopping times based on the maximum
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+On the maximum drawdown of a Brownian motion
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+Exit Properties of Stochastic Processes with Stationary Independent Increments
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+On exit and ergodicity of the spectrally one-sided Lévy process reflected at its infimum
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+An Excursion-Theoretical Approach to Some Boundary Crossing Problems and the Skorokhod Embedding for Reflected Lévy Processes
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+Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups
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+The Russian option: Reduced regret
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+A stopped Brownian motion formula
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+Drawdowns and rallies in a finite time-horizon. Drawdowns and rallies
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