A general method for analysis and valuation of drawdown risk (Q6111436)
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scientific article; zbMATH DE number 7708391
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general method for analysis and valuation of drawdown risk |
scientific article; zbMATH DE number 7708391 |
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A general method for analysis and valuation of drawdown risk (English)
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6 July 2023
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drawdown
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drawdown derivatives
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portfolio drawdown
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Markov chain approximation
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