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/j.spa.2016.12.008
| Item Type: | Article |
|---|---|
| Official URL: | http://www.sciencedirect.com/science/journal/03044... |
| Additional Information: | © 2017 Elsevier |
| Divisions: | Statistics |
| Subjects: | H Social Sciences > HA Statistics |
| Date Deposited: | 28 Sep 2017 08:38 |
| Last Modified: | 12 Dec 2024 01:33 |
| URI: | http://eprints.lse.ac.uk/id/eprint/84342 |
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