On future drawdowns of Lévy processes
Baurdoux, E. J.
, Palmowski, Z. & Pistorius, M. R.
(2017).
On future drawdowns of Lévy processes.
Stochastic Processes and Their Applications,
127(8), 2679-2698.
https://doi.org/10.1016/j.spa.2016.12.008
, Palmowski, Z. & Pistorius, M. R.
(2017).
On future drawdowns of Lévy processes.
Stochastic Processes and Their Applications,
127(8), 2679-2698.
https://doi.org/10.1016/j.spa.2016.12.008