Drawdowns Preceding Rallies in the Brownian Motion Model

Quantitative Finance - United Kingdom
doi 10.1080/14697680600764227
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Informa UK Limited

Related search

Subordinated Brownian Motion Model for Sediment Transport

Physical Review E
2009English

Brownian Motion in Parabolic Space

Journal of Modern Physics
2012English

A Continuous Non-Brownian Motion Martingale With Brownian Motion Marginal Distributions

Statistics and Probability Letters
UncertaintyStatisticsProbability
2008English

Brownian Motion Model of Aq-Deformed Random Matrix Ensemble

Journal of Physics A: Mathematical and General
1998English

An Application of the Voter Model–super-Brownian Motion Invariance Principle

Annales de l'institut Henri Poincare (B) Probability and Statistics
UncertaintyStatisticsProbability
2004English

On Hedging European Options in Geometric Fractional Brownian Motion Market Model

Statistics & Decisions
2009English

Brownian and Quantum Motion

Nature
Multidisciplinary
1984English

Ergodicity Breaking in Geometric Brownian Motion

Physical Review Letters
AstronomyPhysics
2013English

The Mössbauer Effect and Brownian Motion

Le Journal de Physique Colloques
1974English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy