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):
Displaying 8 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)
- A semi-Markovian approach to drawdown-based measures (Q6497556) (← links)
