On the Frequency of Drawdowns for Brownian Motion Processes
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Publication:5252245
DOI10.1239/jap/1429282615zbMath1317.60106arXiv1403.1183OpenAlexW3104892856MaRDI QIDQ5252245
David Landriault, Bin Li, Hongzhong Zhang
Publication date: 29 May 2015
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.1183
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