The following pages link to PDE methods for maximum drawdown (Q3622840):
Displaying 10 items.
- Omega diffusion risk model with surplus-dependent tax and capital injections (Q320287) (← links)
- Drawdowns and rallies in a finite time-horizon. Drawdowns and rallies (Q973024) (← links)
- Pricing American drawdown options under Markov models (Q2030371) (← links)
- On the maximum increase and decrease of one-dimensional diffusions (Q2196380) (← links)
- MAXIMUM DRAWDOWN INSURANCE (Q3225024) (← links)
- PROBABILITY DISTRIBUTION AND OPTION PRICING FOR DRAWDOWN IN A STOCHASTIC VOLATILITY ENVIRONMENT (Q3564997) (← links)
- Numerical analysis for Spread option pricing model of markets with finite liquidity: first-order feedback model (Q5175480) (← links)
- Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions (Q5246178) (← links)
- A general method for analysis and valuation of drawdown risk (Q6111436) (← links)
- Speed and duration of drawdown under general Markov models (Q6576880) (← links)
