The maximal drawdown of the Brownian meander (Q2517267): Difference between revisions
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Revision as of 09:26, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The maximal drawdown of the Brownian meander |
scientific article |
Statements
The maximal drawdown of the Brownian meander (English)
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17 August 2015
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Brownian meander
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Bessel process
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maximal drawdown
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