Drawdowns of diffusions

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Original language	English
Pages (from-to)	357-380
Journal	ESAIM: Probability and Statistics
Volume	29
DOIs	https://doi.org/10.1051/ps/2025010
Publication status	Published - 5 Aug 2025
MoE publication type	A1 Journal article-refereed

Access to Document

@article{e268cc1da43343bfbe8def69a8514d7b,

title = "Drawdowns of diffusions",

author = "Paavo Salminen and Pierre Vallois",

year = "2025",

month = aug,

day = "5",

doi = "10.1051/ps/2025010",

language = "English",

volume = "29",

pages = "357--380",

journal = "ESAIM: Probability and Statistics",

issn = "1292-8100",

publisher = "Cambridge University Press",

}