Drawdowns of diffusions

Forskningsoutput: Tidskriftsbidrag › Artikel › Vetenskaplig › Peer review

Originalspråk	Engelska
Sidor (från-till)	357-380
Tidskrift	ESAIM: Probability and Statistics
Volym	29
DOI	https://doi.org/10.1051/ps/2025010
Status	Publicerad - 5 aug. 2025
MoE-publikationstyp	A1 Tidskriftsartikel-refererad

Åtkomst av dokument

@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",

}