An Optimal Stopping Problem Modeling Technical Analysis

Jun Maeda and Saul D. Jacka

Papers from arXiv.org

Abstract: We present a solution to an optimal stopping problem for a process with a wide-class of novel dynamics. The dynamics model the support/resistance line concept from financial technical analysis.

Date: 2017-07, Revised 2020-03
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1707.05253

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