Libor Pospisil
From MaRDI portal
Person:2270884
Available identifiers
zbMath Open pospisil.liborMaRDI QIDQ2270884
List of research outcomes
| 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
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
| Property | Value |
|---|---|
| MaRDI profile type | MaRDI person profile |
| instance of | human |
This page was built for person: Libor Pospisil
