"Trapezoid and trapezoidal prism for the maximum relative drawdown: ..."

Jia-Hao Syu, Yuh-Dauh Lyuu (2026)

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DOI: 10.1016/J.AMC.2025.129708

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type: Journal Article

metadata version: 2025-09-16

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Jia-Hao Syu, Yuh-Dauh Lyuu:
Trapezoid and trapezoidal prism for the maximum relative drawdown: Probability, crash options pricing, and risk. Appl. Math. Comput. 510: 129708 (2026)

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