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Three-dimensional Brownian motion and the golden ratio rule - MaRDI portal

Three-dimensional Brownian motion and the golden ratio rule (Q1950257)

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Three-dimensional Brownian motion and the golden ratio rule
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    Three-dimensional Brownian motion and the golden ratio rule (English)
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    10 May 2013
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    optimal prediction
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    transient diffusion
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    Bessel process
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    Brownian motion
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    golden ratio
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    maximality principle
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    Fibonacci retracement
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    support and resistance levels
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    constant elasticity of variance model
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    strict local martingale
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    bubbles
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