Pages that link to "Item:Q1930625"

The following pages link to Drawdowns and the speed of market crash (Q1930625):

Displaying 15 items.

• Omega diffusion risk model with surplus-dependent tax and capital injections (Q320287) (← links)
• On arbitrages arising with honest times (Q457179) (← links)
• On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk theory (Q903681) (← links)
• Magnitude and speed of consecutive market crashes in a diffusion model (Q1703022) (← links)
• An efficient algorithm for simulating the drawdown stopping time and the running maximum of a Brownian motion (Q1703026) (← links)
• Stochastic modeling and fair valuation of drawdown insurance (Q2015656) (← links)
• Optimal trading with a trailing stop (Q2020306) (← links)
• Pricing American drawdown options under Markov models (Q2030371) (← links)
• A direct solution method for pricing options involving the maximum process (Q2412388) (← links)
• An Excursion-Theoretic Approach to Regulator’s Bank Reorganization Problem (Q3450458) (← links)
• On the last exit times for spectrally negative Lévy processes (Q4684866) (← links)
• Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions (Q5246178) (← links)
• Drawdown risk measures for asset portfolios with high frequency data (Q6110761) (← links)
• A general method for analysis and valuation of drawdown risk (Q6111436) (← links)
• A semi-Markovian approach to drawdown-based measures (Q6497556) (← links)