Optimal prediction of resistance and support levels
Year of publication: |
December 2016
|
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Authors: | De Angelis, Tiziano ; Peskir, Goran |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 23.2016, 5/6, p. 465-483
|
Subject: | Optimal prediction | resistance and support levels | technical analysis | optimal stopping | smooth fit | free-boundary problem | local time-space calculus | geometric Brownian motion | Stochastischer Prozess | Stochastic process | Prognoseverfahren | Forecasting model | Suchtheorie | Search theory |
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