Pages that link to "Item:Q4819444"
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The following pages link to On the maximum drawdown of a Brownian motion (Q4819444):
Displayed 13 items.
- Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model (Q377454) (← links)
- On the drawdown of completely asymmetric Lévy processes (Q454869) (← links)
- Drawdowns and rallies in a finite time-horizon. Drawdowns and rallies (Q973024) (← links)
- Renewal theorems and stability for the reflected process (Q1016615) (← links)
- Drawdowns and the speed of market crash (Q1930625) (← links)
- Localization for a random walk in slowly decreasing random potential (Q1942297) (← links)
- Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups (Q2270885) (← links)
- On the adjustment coefficient, drawdowns and Lundberg-type bounds for random walk (Q2389601) (← links)
- AN APPLICATION OF THE METHOD OF MOMENTS TO RANGE-BASED VOLATILITY ESTIMATION USING DAILY HIGH, LOW, OPENING, AND CLOSING (HLOC) PRICES (Q2853373) (← links)
- MAXIMUM DRAWDOWN INSURANCE (Q3225024) (← links)
- Drawdowns preceding rallies in the Brownian motion model (Q3437396) (← links)
- PROBABILITY DISTRIBUTION AND OPTION PRICING FOR DRAWDOWN IN A STOCHASTIC VOLATILITY ENVIRONMENT (Q3564997) (← links)
- Portfolio sensitivity to changes in the maximum and the maximum drawdown (Q3577150) (← links)