Distribution of maximum loss of fractional Brownian motion with drift (Q2439647)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution of maximum loss of fractional Brownian motion with drift |
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Distribution of maximum loss of fractional Brownian motion with drift (English)
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14 March 2014
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maximum drawdown
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maximum loss
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fractional Brownian motion
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large deviation
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Gaussian process
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