On the frequency of deep drawdowns and ranges for Brownian motion processes

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In preparation date: 2025

Local EPrints ID: 502495

URI: http://eprints.soton.ac.uk/id/eprint/502495

PURE UUID: 1b4fd487-c704-40c9-9c65-111a116274a3

Date deposited: 27 Jun 2025 16:38

Last modified: 27 Jun 2025 16:38

Author: Amine Lkabous

Author: Mengni Yang

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