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MathSciNet bibliographic data
MR2036278 60J65 (60G50)
Magdon-Ismail, Malik; Atiya, Amir F.; Pratap, Amrit; Abu-Mostafa, Yaser S. On the maximum drawdown of a Brownian motion. J. Appl. Probab. 41 (2004), no. 1, 147–161.
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