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A Drawdown Reflected Spectrally Negative Lévy Process

Crossref DOI link: https://doi.org/10.1007/s10959-019-00971-4

Published Online: 2019-12-13

Published Print: 2021-03

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Wang, Wenyuan https://orcid.org/0000-0002-2838-3379
Zhou, Xiaowen
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Text and Data Mining valid from 2019-12-13

Version of Record valid from 2019-12-13
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Article History

Received: 17 April 2019

Revised: 21 August 2019

First Online: 13 December 2019