Libor Pospisil
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Person:2270884
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Portfolio sensitivity to changes in the maximum and the maximum drawdown Quantitative Finance | 2010-08-05 | Paper |
| Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups Stochastic Processes and their Applications | 2009-07-29 | Paper |
| PDE methods for maximum drawdown The Journal of Computational Finance | 2009-04-28 | Paper |
Research outcomes over time
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