Drawdowns and the speed of market crash
type: Item
instance of: scholarly article
title: Drawdowns and the speed of market crash
zbMATH Open document ID: 1282.91396
author: Hongzhong Zhang
author: Olympia Hadjiliadis
published in: Methodology and Computing in Applied Probability
publication date: 2013-01-11T00:00:00Z
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 60J70
zbMATH DE Number: 6124714
zbMATH Keywords: drawdown
zbMATH Keywords: speed of market crash
zbMATH Keywords: diffusions
zbMATH Keywords: drawdown insurance
MaRDI profile type: Publication
full work available at URL: s11009-011-9262-7
OpenAlex ID: W2151945775
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DOI: 10.1007/S11009-011-9262-7
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description: scientific article; zbMATH DE number 6124714