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On future drawdowns of Lévy processes

Baurdoux, Erik J. ORCID: 0000-0002-5407-0683, Palmowski, Z and Pistorius, Martijn R (2017) On future drawdowns of Lévy processes. Stochastic Processes and Their Applications, 127 (8). pp. 2679-2698. ISSN 0304-4149

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Identification Number: 10.1016/
Item Type: Article
Official URL:
Additional Information: © 2017 Elsevier
Divisions: Statistics
Subjects: H Social Sciences > HA Statistics
Date Deposited: 28 Sep 2017 08:38
Last Modified: 29 May 2024 23:18

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