• Media type: E-Article
  • Title: Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups
  • Contributor: Pospisil, Libor; Vecer, Jan; Hadjiliadis, Olympia
  • Published: Elsevier BV, 2009
  • Published in: Stochastic Processes and their Applications, 119 (2009) 8, Seite 2563-2578
  • Language: English
  • DOI: 10.1016/j.spa.2009.01.002
  • ISSN: 0304-4149
  • Origination:
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  • Access State: Open Access