Maximum Drawdown and Drawdown Duration of Spectrally Negative Lévy Processes Decomposed at Extremes
Crossref DOI link: https://doi.org/10.1007/s10959-020-01014-z
Published Online: 2020-06-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Vardar-Acar, Ceren http://orcid.org/0000-0001-9433-5888
Çağlar, Mine
Avram, Florin
Funding for this research was provided by:
Tubitak (117F273)
Text and Data Mining valid from 2020-06-06
Version of Record valid from 2020-06-06
Article History
Received: 18 October 2019
Revised: 8 May 2020
First Online: 6 June 2020