Pages that link to "Item:Q2270885"
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The following pages link to Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups (Q2270885):
Displayed 23 items.
- Perpetual American options in diffusion-type models with running maxima and drawdowns (Q271879) (← links)
- Omega diffusion risk model with surplus-dependent tax and capital injections (Q320287) (← links)
- On the drawdown of completely asymmetric Lévy processes (Q454869) (← links)
- On the drawdowns and drawups in diffusion-type models with running maxima and minima (Q890509) (← links)
- Drawdowns and rallies in a finite time-horizon. Drawdowns and rallies (Q973024) (← links)
- Drawdown: from practice to theory and back again (Q1679554) (← links)
- Magnitude and speed of consecutive market crashes in a diffusion model (Q1703022) (← links)
- Drawdowns and the speed of market crash (Q1930625) (← links)
- Fair valuation of Lévy-type drawdown-drawup contracts with general insured and penalty functions (Q1987324) (← links)
- Stochastic modeling and fair valuation of drawdown insurance (Q2015656) (← links)
- Pricing American drawdown options under Markov models (Q2030371) (← links)
- Perpetual American double lookback options on drawdowns and drawups with floating strikes (Q2152239) (← links)
- On the maximum increase and decrease of one-dimensional diffusions (Q2196380) (← links)
- Drawdown and drawup for fractional Brownian motion with trend (Q2312786) (← links)
- On future drawdowns of Lévy processes (Q2360246) (← links)
- MAXIMUM DRAWDOWN INSURANCE (Q3225024) (← links)
- A unified approach for drawdown (drawup) of time-homogeneous Markov processes (Q4684875) (← links)
- Bayesian Quickest Detection Problems for Some Diffusion Processes (Q4915654) (← links)
- Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processes (Q5055203) (← 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)
- An econometric analysis of drawdown based measures (Q6153227) (← links)
