Pages that link to "Item:Q2270885"

The following pages link to Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups (Q2270885):

Displaying 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)
• A semi-Markovian approach to drawdown-based measures (Q6497556) (← links)