Maximum loss and maximum gain of spectrally negative Lévy processes (Q1675705)
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scientific article; zbMATH DE number 6802599
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| English | Maximum loss and maximum gain of spectrally negative Lévy processes |
scientific article; zbMATH DE number 6802599 |
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Maximum loss and maximum gain of spectrally negative Lévy processes (English)
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2 November 2017
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maximum drawdown
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maximum drawup
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spectrally negative
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reflected process
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fluctuation theory
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0.7903029322624207
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0.785973846912384
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0.7809793949127197
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0.7682082653045654
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0.7664707899093628
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