Pages that link to "Item:Q4819444"
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The following pages link to On the maximum drawdown of a Brownian motion (Q4819444):
Displayed 4 items.
- Renewal theorems and stability for the reflected process (Q1016615) (← links)
- Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups (Q2270885) (← links)
- On the adjustment coefficient, drawdowns and Lundberg-type bounds for random walk (Q2389601) (← links)
- Drawdowns preceding rallies in the Brownian motion model (Q3437396) (← links)