On the maximum drawdown of a Brownian motion
- Citation:
- Magdon-Ismail, M., A. F. Atiya, A. Pratap, and Y. S. Abu-Mostafa,
"On the maximum drawdown of a Brownian motion",
Journal of Applied Probability, vol. 41, pp. 147–161, 2004.
Abstract:
n/a
Notes:
n/a