Pages that link to "Item:Q4510001"
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The following pages link to On Probability Characteristics of "Downfalls" in a Standard Brownian Motion (Q4510001):
Displayed 17 items.
- On the drawdown of completely asymmetric Lévy processes (Q454869) (← links)
- Bounds on the expected value of maximum loss of fractional Brownian motion (Q491710) (← links)
- On the drawdowns and drawups in diffusion-type models with running maxima and minima (Q890509) (← links)
- Drawdown: from practice to theory and back again (Q1679554) (← links)
- Magnitude and speed of consecutive market crashes in a diffusion model (Q1703022) (← links)
- An efficient algorithm for simulating the drawdown stopping time and the running maximum of a Brownian motion (Q1703026) (← links)
- Drawdowns and the speed of market crash (Q1930625) (← links)
- Stochastic modeling and fair valuation of drawdown insurance (Q2015656) (← links)
- Pricing American drawdown options under Markov models (Q2030371) (← links)
- Analysis of a drawdown-based regime-switching Lévy insurance model (Q2260949) (← links)
- Drawdown and drawup for fractional Brownian motion with trend (Q2312786) (← links)
- On the adjustment coefficient, drawdowns and Lundberg-type bounds for random walk (Q2389601) (← links)
- Distribution of maximum loss of fractional Brownian motion with drift (Q2439647) (← links)
- MAXIMUM DRAWDOWN INSURANCE (Q3225024) (← links)
- A unified approach for drawdown (drawup) of time-homogeneous Markov processes (Q4684875) (← links)
- On the maximum drawdown of a Brownian motion (Q4819444) (← links)
- A general method for analysis and valuation of drawdown risk (Q6111436) (← links)
