Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
On the maximum drawdown of a Brownian motion - MaRDI portal

On the maximum drawdown of a Brownian motion (Q4819444)

From MaRDI portal
scientific article; zbMATH DE number 2103352
Language Label Description Also known as
English
On the maximum drawdown of a Brownian motion
scientific article; zbMATH DE number 2103352

    Statements

    title
    On the maximum drawdown of a Brownian motion (English)
    0 references
    author
    Malik Magdon-Ismail
    0 references
    Amir F. Atiya
    0 references
    Amrit Pratap
    0 references
    Yaser S. Abu-Mostafa
    0 references
    publication date
    24 September 2004
    0 references
    zbMATH Keywords
    Brownian motion
    0 references
    random walk
    0 references
    distribution/expectation of maximum drawdown
    0 references
    reflected Brownian motion
    0 references

    Identifiers

    zbMATH DE Number
    2103352
    0 references
    OpenAlex ID
    W2119657026
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4819444&oldid=34370329"
    Powered by MediaWiki