"The maximum drawdown of the Brownian motion."

Malik Magdon-Ismail et al. (2003)

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DOI: 10.1109/CIFER.2003.1196267

access: closed

type: Conference or Workshop Paper

metadata version: 2021-10-14

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Malik Magdon-Ismail, Amir F. Atiya, Amrit Pratap, Yaser S. Abu-Mostafa:
The maximum drawdown of the Brownian motion. CIFEr 2003: 243-247

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