An Optimal Stopping Problem Modeling Technical Analysis
Mathematical Finance
2020-03-30 v4
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.
Cite
@article{arxiv.1707.05253,
title = {An Optimal Stopping Problem Modeling Technical Analysis},
author = {Jun Maeda and Saul D. Jacka},
journal= {arXiv preprint arXiv:1707.05253},
year = {2020}
}
Comments
16 pages