Malik Magdon-Ismail, Amir F. Atiya, Amrit Pratap, Yaser S. Abu-Mostafa. The maximum drawdown of the Brownian motion. In 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003. pages 243-247, IEEE, 2003. [doi]
Abstract is missing.