General Draw-Down Times for Refracted Spectrally Negative Lévy Processes
Work
Year: 2022
Type: article
Authors Xuan Huang, Jieming Zhou
Institution Hunan Normal University
Cites: 18
Cited by:
Related to: 10
FWCI:
Citation percentile (by year/subfield):
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: closed
Grant ID 2021JJ30436