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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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