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Libor Pospisil, Ph.D. - Publications

Affiliations: 
2008 Columbia University, New York, NY 
Area:
Mathematics, Statistics, Finance
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3 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2010 Pospisil L, Vecer J. Portfolio sensitivity to changes in the maximum and the maximum drawdown Quantitative Finance. 10: 617-627. DOI: 10.1080/14697680903008751  0.505
2009 Pospisil L, Vecer J, Hadjiliadis O. Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups Stochastic Processes and Their Applications. 119: 2563-2578. DOI: 10.1016/J.Spa.2009.01.002  0.4
2008 Pospisil L, Vecer J. PDE methods for maximum drawdown Journal of Computational Finance. 12: 59-76. DOI: 10.21314/Jcf.2008.177  0.493
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