On the drawdown of completely asymmetric Lévy processes (Q454869)
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scientific article; zbMATH DE number 6092502
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| English | On the drawdown of completely asymmetric Lévy processes |
scientific article; zbMATH DE number 6092502 |
Statements
On the drawdown of completely asymmetric Lévy processes (English)
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10 October 2012
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spectrally one-sided Lévy process
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reflected process
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drawdown
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fluctuation theory
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excursion theory
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sextuple law
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0.8246162533760071
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0.8176517486572266
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0.8079150319099426
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0.7986229062080383
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0.7859096527099609
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