Processes of class Sigma, last passage times, and drawdowns (Q4902213)
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scientific article; zbMATH DE number 6130644
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Processes of class Sigma, last passage times, and drawdowns |
scientific article; zbMATH DE number 6130644 |
Statements
Processes of Class Sigma, Last Passage Times, and Drawdowns (English)
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25 January 2013
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processes of class Sigma
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last passage times
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drawdowns
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relative drawdowns
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maximum drawdowns
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options on running maxima
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0.7539973855018616
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0.7273346781730652
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0.7160959839820862
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0.7081440091133118
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0.7046419978141785
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