Processes of Class Sigma, Last Passage Times, and Drawdowns (Q4902213)
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scientific article; zbMATH DE number 6130644
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Processes of Class Sigma, Last Passage Times, and Drawdowns |
scientific article; zbMATH DE number 6130644 |
Statements
Processes of Class Sigma, Last Passage Times, and Drawdowns (English)
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25 January 2013
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processes of class Sigma
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last passage times
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drawdowns
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relative drawdowns
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maximum drawdowns
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options on running maxima
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