Drawdowns and the speed of market crash (Q1930625)
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scientific article; zbMATH DE number 6124714
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Drawdowns and the speed of market crash |
scientific article; zbMATH DE number 6124714 |
Statements
Drawdowns and the speed of market crash (English)
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11 January 2013
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drawdown
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speed of market crash
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diffusions
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drawdown insurance
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0.82945895
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0.80501926
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0.8024063
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0.8005735
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0.7977434
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0.7861424
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