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

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

Bibliographic Details
Main Author: Vardar, Ceren
Language:English
Published: Bowling Green State University / OhioLINK 2008
Subjects:
Mathematics
Brownian Motion
Geometric Brownian Motion
Sharpe Ratio
Strong Markov Property
Scaling Property
Bessel Process
Doob's h-transform
Path Decomposition
Online Access:http://rave.ohiolink.edu/etdc/view?acc_num=bgsu1224274306

Internet

http://rave.ohiolink.edu/etdc/view?acc_num=bgsu1224274306

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