46 citations to https://www.mathnet.ru/rus/tvp594
  1. Zhenyu Cui, “Magnitude and Speed of Consecutive Market Crashes in a Diffusion Model”, SSRN Journal, 2016  crossref
  2. Landriault D., Li B., Li Sh., “Analysis of a Drawdown-Based Regime-Switching Levy Insurance Model”, Insur. Math. Econ., 60 (2015), 98–107  crossref  mathscinet  zmath  isi  scopus
  3. Vardar-Acar C., Bulut H., “Bounds on the Expected Value of Maximum Loss of Fractional Brownian Motion”, Stat. Probab. Lett., 104 (2015), 117–122  crossref  mathscinet  zmath  isi  elib  scopus
  4. Landriault D., Li B., Zhang H., “on the Frequency of Drawdowns For Brownian Motion Processes”, J. Appl. Probab., 52:1 (2015), 191–208  crossref  mathscinet  zmath  isi  elib
  5. David Landriault, Bin Li, Hongzhong Zhang, “On the Frequency of Drawdowns for Brownian Motion Processes”, Journal of Applied Probability, 52:1 (2015), 191  crossref
  6. Ola Mahmoud, “The Two Dimensions of Drawdown: Magnitude and Duration”, SSRN Journal, 2015  crossref
  7. Alvarez L.H.R. Matomaki P., “Optimal Stopping of the Maximum Process”, J. Appl. Probab., 51:3 (2014), 818–836  crossref  mathscinet  zmath  isi
  8. Luis H. R. Alvarez, Pekka Matomäki, “Optimal Stopping of the Maximum Process”, J. Appl. Probab., 51:03 (2014), 818  crossref
  9. Lisa R. Goldberg, Ola Mahmoud, “On a Convex Measure of Drawdown Risk”, SSRN Journal, 2014  crossref
  10. Vardar-Acar C., Zirbel C.L., Szekely G.J., “On the Correlation of the Supremum and the Infimum and of Maximum Gain and Maximum Loss of Brownian Motion with Drift”, J. Comput. Appl. Math., 248 (2013), 61–75  crossref  mathscinet  zmath  isi  elib  scopus
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