On the Frequency of Drawdowns for Brownian Motion Processes (Q5252245)
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scientific article; zbMATH DE number 6441360
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Frequency of Drawdowns for Brownian Motion Processes |
scientific article; zbMATH DE number 6441360 |
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On the Frequency of Drawdowns for Brownian Motion Processes (English)
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29 May 2015
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Brownian motion
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drawdowns
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extremal events
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historical running maxima
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