Drawdowns and the speed of market crash (Q1930625)

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scientific article
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English
Drawdowns and the speed of market crash
scientific article

    Statements

    title
    Drawdowns and the speed of market crash (English)
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    author
    Hongzhong Zhang
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    Olympia Hadjiliadis
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    publication date
    11 January 2013
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    zbMATH Keywords
    drawdown
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    speed of market crash
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    diffusions
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    drawdown insurance
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    Identifiers

    Mathematics Subject Classification ID
    91G80
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    60G40
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    60H30
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    60J70
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    zbMATH DE Number
    6124714
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