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Drawdowns preceding rallies in the Brownian motion model - MaRDI portal

Drawdowns preceding rallies in the Brownian motion model (Q3437396)

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Drawdowns preceding rallies in the Brownian motion model
scientific article

    Statements

    title
    Drawdowns preceding rallies in the Brownian motion model (English)
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    author
    Olympia Hadjiliadis
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    Jan Večeř
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    publication date
    9 May 2007
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    zbMATH Keywords
    drawdowns
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    Brownian motion model
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    rallies
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    91B30
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    60J65
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    zbMATH DE Number
    5150692
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    OpenAlex ID
    W1973164504
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