MAXIMUM DRAWDOWN INSURANCE (Q3225024): Difference between revisions

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+MaRDI publication profile
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+A fuzzy approach to construction project risk assessment and analysis: Construction project risk management system
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+SEMI-STATIC HEDGING OF BARRIER OPTIONS UNDER POISSON JUMPS
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+DRAWDOWN MEASURE IN PORTFOLIO OPTIMIZATION
@@ Property / cites work: DRAWDOWN MEASURE IN PORTFOLIO OPTIMIZATION / rank @@
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+On Probability Characteristics of "Downfalls" in a Standard Brownian Motion
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+OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS
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+Products of trees for investment analysis
@@ Property / cites work: Products of trees for investment analysis / rank @@
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+On the maximum drawdown of a Brownian motion
@@ Property / cites work: On the maximum drawdown of a Brownian motion / rank @@
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+PDE methods for maximum drawdown
@@ Property / cites work: PDE methods for maximum drawdown / rank @@
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+Portfolio sensitivity to changes in the maximum and the maximum drawdown
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+Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups
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+HEDGING DOUBLE BARRIERS WITH SINGLES
@@ Property / cites work: HEDGING DOUBLE BARRIERS WITH SINGLES / rank @@
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+Q4429832
@@ Property / cites work: Q4429832 / rank @@
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+Symmetric martingales and symmetric smiles
@@ Property / cites work: Symmetric martingales and symmetric smiles / rank @@
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+Risk based capital for guaranteed minimum withdrawal benefit
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+Drawdowns and rallies in a finite time-horizon. Drawdowns and rallies
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+https://doi.org/10.1142/s0219024911006826
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+W2169717368
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+Publication:3225024