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Gapeev, Pavel V. ORCID: 0000-0002-1346-2074, Rodosthenous, Neofytos and Chinthalapati, V.L Raju
(2019)
On the Laplace transforms of the first hitting times for drawdowns and drawups of diffusion-type processes.
Risks, 7 (3).
ISSN 2227-9091