Drawdowns preceding rallies in the Brownian motion model (Q3437396)
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scientific article; zbMATH DE number 5150692
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Drawdowns preceding rallies in the Brownian motion model |
scientific article; zbMATH DE number 5150692 |
Statements
Drawdowns preceding rallies in the Brownian motion model (English)
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9 May 2007
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drawdowns
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Brownian motion model
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rallies
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0.8986591696739197
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0.8838602900505066
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0.7843634486198425
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0.7838193774223328
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0.7755566835403442
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