Some properties of Kagi and Renko moments for Brownian motion

DOI10.3103/S0027132212020076zbMATH Open1270.91041OpenAlexW2074847342MaRDI QIDQ355294FDOQ355294

Authors: M. A. Spiryaev 

Publication date: 24 July 2013

Published in: Moscow University Mathematics Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s0027132212020076

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zbMATH Keywords

Brownian motionBachelier modelexpected gainKagi and Renko momentstrade models

Mathematics Subject Classification ID

Brownian motion (60J65) Trade models (91B60)

Cites Work

• On some properties of Kagi and Renko trading strategies for Brownian motion
• On Some Probabilistic-Statistical Methods in Technical Analysis

Cited In (3)

• On some properties of Kagi and Renko trading strategies for Brownian motion
• Properties of Kagi and Renko moments for homogeneous diffusion processes
• On Some Probabilistic-Statistical Methods in Technical Analysis

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