On future drawdowns of Lévy processes

; 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
Departments	Statistics
DOI	10.1016/j.spa.2016.12.008
Date Deposited	28 Sep 2017 08:38
URI	https://researchonline.lse.ac.uk/id/eprint/84342

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Baurdoux, Erik J.
Palmowski, Z
Pistorius, Martijn R

HA Statistics

http://www.lse.ac.uk/Statistics/People/Dr-Erik-Baurdoux.aspx (Author)
10.1016/j.spa.2016.12.008 (DOI)

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