Drawdown and drawup for fractional Brownian motion with trend (Q2312786)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Drawdown and drawup for fractional Brownian motion with trend |
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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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