On the maximum increase and decrease of one-dimensional diffusions (Q2196380)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the maximum increase and decrease of one-dimensional diffusions |
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On the maximum increase and decrease of one-dimensional diffusions (English)
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2 September 2020
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maximum drawdown
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maximum drawup
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optional sampling
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\(h\)-transform
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Brownian motion with drift
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geometric Brownian motion
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