PDE methods for maximum drawdown
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Publication:3622840
DOI10.21314/JCF.2008.177zbMath1175.91200OpenAlexW2462232973MaRDI QIDQ3622840
Publication date: 28 April 2009
Published in: The Journal of Computational Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.21314/jcf.2008.177
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