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Issue Date
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2012
Processes of class sigma, last passage times, and drawdowns
Cheridito, P
;
Nikeghbali, A
;
Platen, E
2013-07-01
A reading guide for last passage times with financial applications in view
Nikeghbali, A
;
Platen, E
-
On honest times in financial modeling
Nikeghbali, A
;
Platen, E
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Platen, E
1
Cheridito, P
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Applied Mathematics
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Drawdowns
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Finance
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Last passage times
1
Maximum drawdowns
1
Options on running maxima
1
Processes of class Sigma
1
Relative drawdowns
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2012
1
2013
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