Drawdowns preceding rallies in the Brownian motion model (Q3437396)

From MaRDI portal
Revision as of 12:16, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Drawdowns preceding rallies in the Brownian motion model
scientific article

    Statements

    title
    Drawdowns preceding rallies in the Brownian motion model (English)
    0 references
    author
    Olympia Hadjiliadis
    0 references
    Jan Večeř
    0 references
    publication date
    9 May 2007
    0 references
    zbMATH Keywords
    drawdowns
    0 references
    Brownian motion model
    0 references
    rallies
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91B28
    0 references
    91B30
    0 references
    60J65
    0 references
    zbMATH DE Number
    5150692
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3437396&oldid=27780172"
    Powered by MediaWiki