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Filtering by: Unit (Department) Mathematical Sciences Keyword maximum drawdowns

Expected Maximum Drawdowns Under Constant and Stochastic Volatility

Keyword:

maximum drawdowns and drawdowns

Creator:

Nouri, Suhila Lynn

Advisor:

Roman, Luis J.

Publisher:

Worcester Polytechnic Institute

Date Created:

2006-05-04

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences