Libor Pospisil
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Person:2270884
Available identifiers
zbMath Open pospisil.liborMaRDI QIDQ2270884
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 | 2010-08-05 | Paper |
| Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups | 2009-07-29 | Paper |
| PDE methods for maximum drawdown | 2009-04-28 | Paper |
Research outcomes over time
This page was built for person: Libor Pospisil
