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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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:	28 Jan 2024 02:27
URI:	http://eprints.lse.ac.uk/id/eprint/84342

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