Timeline for Comparison of Brownian Motion Expected Drawdown and simulated results
Current License: CC BY-SA 3.0
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Oct 5, 2018 at 6:03 | comment | added | elemolotiv | some years later... I am facing exactly your topic and I am finding inconsistencies between theory and simulation. (quant.stackexchange.com/questions/42031) Did you develop further experience in on this topic? Discussion welcome 🙂 | |
| Apr 5, 2014 at 2:05 | history | tweeted | twitter.com/#!/StackQuant/status/452265638699216896 | ||
| Feb 13, 2014 at 15:40 | comment | added | user7228 | The longer you run the simulation or the higher the number of iterations you run it the closer it should be. | |
| Apr 25, 2013 at 14:34 | vote | accept | ManInMoon | ||
| Jan 15, 2013 at 16:52 | answer | added | Matt Wolf | timeline score: 1 | |
| Jan 15, 2013 at 16:26 | answer | added | vanguard2k | timeline score: 3 | |
| Jan 15, 2013 at 14:44 | review | First posts | |||
| Jan 16, 2013 at 19:30 | |||||
| Jan 15, 2013 at 14:25 | history | asked | ManInMoon | CC BY-SA 3.0 |