On magnitude, asymptotics and duration of drawdowns for Lévy models (Q502880)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On magnitude, asymptotics and duration of drawdowns for Lévy models |
scientific article; zbMATH DE number 6673483
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On magnitude, asymptotics and duration of drawdowns for Lévy models |
scientific article; zbMATH DE number 6673483 |
Statements
On magnitude, asymptotics and duration of drawdowns for Lévy models (English)
0 references
11 January 2017
0 references
asymptotics
0 references
drawdown
0 references
duration
0 references
Lévy process
0 references
magnitude
0 references
Parisian stopping time
0 references
0 references
0.8970256
0 references
0.89642674
0 references
0.8962229
0 references
0.8839226
0 references
0.87081957
0 references
0.86749226
0 references
0 references
