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Journal: Risks, 2019
Volume: 7
Number: 87

Article: On the Laplace Transforms of the First Hitting Times for Drawdowns and Drawups of Diffusion-Type Processes
Authors: by Pavel V. Gapeev, Neofytos Rodosthenous and V. L. Raju Chinthalapati
Link: https://www.mdpi.com/2227-9091/7/3/87

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