The following pages link to (Q4453259):
Displaying 11 items.
- On the drawdown of completely asymmetric Lévy processes (Q454869) (← links)
- From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding (Q1650132) (← links)
- Drawdowns and the speed of market crash (Q1930625) (← links)
- Stochastic modeling and fair valuation of drawdown insurance (Q2015656) (← links)
- A Wiener-Hopf factorization related potential measure for spectrally negative Lévy process (Q2048165) (← links)
- On the maximum increase and decrease of one-dimensional diffusions (Q2196380) (← links)
- Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups (Q2270885) (← links)
- On the adjustment coefficient, drawdowns and Lundberg-type bounds for random walk (Q2389601) (← links)
- On taxed spectrally negative Lévy processes with draw-down stopping (Q2404541) (← links)
- Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time (Q5203959) (← links)
- Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions (Q5246178) (← links)
