Zobrazeno 1 - 1
of 1
pro vyhledávání: '"Chinthalapati, V.L Raju"'
Publikováno v:
Risks, Vol 7, Iss 3, p 87 (2019)
We obtain closed-form expressions for the value of the joint Laplace transform of the running maximum and minimum of a diffusion-type process stopped at the first time at which the associated drawdown or drawup process hits a constant level before an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::791d111875da36fea87190154e378a39
https://eprints.soton.ac.uk/433704/
https://eprints.soton.ac.uk/433704/
