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"A Semi-Markovian Approach to drawdown-based Measures."

Guglielmo D'Amico, Bice di Basilio, Filippo Petroni (2020)

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DOI: 10.1142/S0219525920500204

access: closed

type: Journal Article

metadata version: 2021-09-09

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  - journals/advcs/DAmicoBP20
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  - https://dblp.org/rec/journals/advcs/DAmicoBP20
Guglielmo D'Amico, Bice di Basilio, Filippo Petroni:
A Semi-Markovian Approach to drawdown-based Measures. Adv. Complex Syst. 23(8): 2050020:1-2050020:28 (2020)

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