Drawdowns preceding rallies in the Brownian motion model
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Publication:3437396
DOI10.1080/14697680600764227zbMath1134.91420MaRDI QIDQ3437396
Jan Večeř, Olympia Hadjiliadis
Publication date: 9 May 2007
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697680600764227
60J65: Brownian motion
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