Trapezoid and trapezoidal prism for the maximum relative drawdown: Probability, crash options pricing, and risk

Syu, Jia-HaoJia-HaoSyuYUH-DAUH LYUU2025-10-272025-10-272026-02https://scholars.lib.ntu.edu.tw/handle/123456789/733099Trapezoid and trapezoidal prism for the maximum relative drawdown: Probability, crash options pricing, and riskjournal article10.1016/j.amc.2025.129708