Pages that link to "Item:Q3437396"
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The following pages link to Drawdowns preceding rallies in the Brownian motion model (Q3437396):
Displaying 14 items.
- Omega diffusion risk model with surplus-dependent tax and capital injections (Q320287) (← links)
- On the drawdown of completely asymmetric Lévy processes (Q454869) (← links)
- Drawdowns and rallies in a finite time-horizon. Drawdowns and rallies (Q973024) (← links)
- Drawdown: from practice to theory and back again (Q1679554) (← links)
- Magnitude and speed of consecutive market crashes in a diffusion model (Q1703022) (← 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)
- A Wiener-Hopf factorization related potential measure for spectrally negative Lévy process (Q2048165) (← links)
- Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups (Q2270885) (← links)
- Drawdown and drawup for fractional Brownian motion with trend (Q2312786) (← links)
- Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions (Q5246178) (← links)
- A general method for analysis and valuation of drawdown risk (Q6111436) (← links)
- Speed and duration of drawdown under general Markov models (Q6576880) (← links)