搜索结果: 1-1 共查到“数量经济学 Drawdowns and Drawups”相关记录1条 . 查询时间(0.059 秒)
Formulas for the Laplace Transform of Stopping Times based on Drawdowns and Drawups
Laplace Transform Drawdowns and Drawups
2010/11/3
In this work we study drawdowns and drawups of general diffu-sion processes. The drawdown process is defined as the current drop of the process from its running maximum, while the drawup process is de...