"On the Frequency of Drawdowns for Brownian Motion Processes."

David Landriault, Bin Li, Hongzhong Zhang (2015)

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DOI: 10.1017/S0021900200012286

access: closed

type: Journal Article

metadata version: 2020-04-16

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David Landriault, Bin Li, Hongzhong Zhang:
On the Frequency of Drawdowns for Brownian Motion Processes. J. Appl. Probab. 52(1): 191-208 (2015)

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