Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions (Q5246178)
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scientific article; zbMATH DE number 6427244
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions |
scientific article; zbMATH DE number 6427244 |
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Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions (English)
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17 April 2015
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diffusion process
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occupation time
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drawdown
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drawup
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