Pages that link to "Item:Q1703022"
From MaRDI portal
The following pages link to Magnitude and speed of consecutive market crashes in a diffusion model (Q1703022):
Displaying 6 items.
- Drawdowns and the speed of market crash (Q1930625) (← links)
- Pricing American drawdown options under Markov models (Q2030371) (← links)
- Dynamic behaviors and measurements of financial market crash rate (Q2161805) (← links)
- ENDOGENOUS DOWNWARD JUMP DIFFUSION AND BLOW UP PHENOMENA BEFORE CRASH (Q3066504) (← links)
- A general method for analysis and valuation of drawdown risk (Q6111436) (← links)
- Speed and duration of drawdown under general Markov models (Q6576880) (← links)