On the Maximum Drawdown of a Brownian Motion
Malik Magdon-Ismail, Amir F. Atiya, Amrit Pratap and Yaser S. Abu-MostafaVolume:
41
Language:
english
Journal:
Journal of Applied Probability
DOI:
10.2307/3215821
Date:
March, 2004
File:
PDF, 1003 KB
english, 2004