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Expected maximum drawdowns under constant and stochastic volatility

Thesis (M.S.)--Worcester Polytechnic Institute. / Keywords: drawdowns, maximum drawdowns. Includes bibliographical references (p.23).

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/70192443
Date January 2006
CreatorsNouri, Suhila Lynn.
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
SourceLink to electronic thesis

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