Markov-modulated geometric Brownian motion and Bollinger bands (Q3516636)
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scientific article; zbMATH DE number 5307316
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| default for all languages | No label defined |
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| English | Markov-modulated geometric Brownian motion and Bollinger bands |
scientific article; zbMATH DE number 5307316 |
Statements
6 August 2008
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Markov-modulated
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geometric Brownian motion
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Bollinger band
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stationary process
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0.7464002370834351
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0.7384898066520691
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0.731428861618042
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0.6764275431632996
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