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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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On the Correlation of Maximum Loss and Maximum Gain of Stock Price Processes

Vardar, Ceren 11 December 2008 (has links)
No description available.
Mathematics
Brownian Motion
Geometric Brownian Motion
Sharpe Ratio
Strong Markov Property
Scaling Property
Bessel Process
Doob's h-transform
Path Decomposition

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