Baurdoux, Erik J., 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: https://doi.org/10.1016/j.spa.2016.12.008
| Item Type: | Article |
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| 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: | 20 Sep 2025 01:36 |
| URI: | http://eprintstest.lse.ac.uk/id/eprint/84342 |
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