Drawdown and drawup for fractional Brownian motion with trend (Q2312786)
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scientific article; zbMATH DE number 7081648
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Drawdown and drawup for fractional Brownian motion with trend |
scientific article; zbMATH DE number 7081648 |
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Drawdown and drawup for fractional Brownian motion with trend (English)
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18 July 2019
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drawdown
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drawup
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fractional Brownian motion
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geometric fractional Brownian motion
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Pickands constant
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Piterbarg constant
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0.8948086
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0.86821115
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0.8559657
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0.85562295
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0.85145664
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0.85060734
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0.8487138
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0.84810287
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