Formulas for the Laplace Transform of Stopping Times based on Drawdowns and Drawups (Q6216248)
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scientific article; zbMATH DE number 900073384
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| English | Formulas for the Laplace Transform of Stopping Times based on Drawdowns and Drawups |
scientific article; zbMATH DE number 900073384 |
Statements
8 November 2009
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math.PR
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math.ST
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q-fin.RM
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stat.TH
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