Pages that link to "Item:Q454869"
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The following pages link to On the drawdown of completely asymmetric Lévy processes (Q454869):
Displaying 8 items.
- Perpetual American options in diffusion-type models with running maxima and drawdowns (Q271879) (← links)
- Markov chain approximations to scale functions of Lévy processes (Q492961) (← links)
- On the drawdowns and drawups in diffusion-type models with running maxima and minima (Q890509) (← links)
- On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk theory (Q903681) (← links)
- Maximum loss and maximum gain of spectrally negative Lévy processes (Q1675705) (← links)
- Drawdown: from practice to theory and back again (Q1679554) (← links)
- Magnitude and speed of consecutive market crashes in a diffusion model (Q1703022) (← links)
- Pricing insurance drawdown-type contracts with underlying Lévy assets (Q1742698) (← links)
