PDE methods for maximum drawdown (Q3622840)

From MaRDI portal
Revision as of 01:05, 20 February 2024 by RedirectionBot (talk | contribs) (‎Removed claim: author (P16): Item:Q586459)
scientific article
Language Label Description Also known as
English
PDE methods for maximum drawdown
scientific article

    Statements

    title
    PDE methods for maximum drawdown (English)
    0 references
    author
    Libor Pospisil
    0 references
    publication date
    28 April 2009
    0 references
    zbMATH Keywords
    maximum drawdown
    0 references
    Black-Scholes model
    0 references
    PDE
    0 references
    Peaceman-Rockford scheme
    0 references
    Douglas-Rockford scheme
    0 references

    Identifiers

    DOI
    10.21314/JCF.2008.177
    0 references
    Mathematics Subject Classification ID
    91G80
    0 references
    91G60
    0 references
    91B30
    0 references
    zbMATH DE Number
    5548818
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3622840&oldid=21735863"
    Powered by MediaWiki