Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions

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Publication:5246178

DOI10.1239/aap/1427814588zbMath1310.60114arXiv1304.8093OpenAlexW3104999188MaRDI QIDQ5246178

Hongzhong Zhang

Publication date: 17 April 2015

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.8093




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