On the drawdowns and drawups in diffusion-type models with running maxima and minima
| Autor: | Gapeev, Pavel V., Rodosthenous, Neofytos |
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| Zdroj: | In Journal of Mathematical Analysis and Applications 1 February 2016 434(1):413-431 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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