On stop-loss strategies for stock investments.
From MaRDI portal
Publication:1854965
DOI10.1016/S0096-3003(99)00229-5zbMath1048.91069WikidataQ127186446 ScholiaQ127186446MaRDI QIDQ1854965
Andrew Minglong Wang, Shih-yu Shen
Publication date: 28 January 2003
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Related Items
A probabilistic analysis of the trading the line strategy ⋮ A simple computational model for analyzing the properties of stop-loss, take-profit, and price breakout trading strategies
Cites Work
- The Pricing of Options and Corporate Liabilities
- On the first hitting time and the last exit time for a Brownian motion to/from a moving boundary
- The final size of a nearly critical epidemic, and the first passage time of a Wiener process to a parabolic barrier
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item