Items Authored/Edited by Gapeev, Pavel
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Gapeev, Pavel; Rodosthenous, Neofytos and Chinthalapati, V L Raju.
2019.
On the laplace transforms of the first hitting times for drawdowns and drawups of diffusion-type processes.
Risks, 7(3),
pp. 1-15.
ISSN 2227-9091
[Article]