A probabilistic analysis of the trading the line strategy (Q3605224)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A probabilistic analysis of the trading the line strategy |
scientific article |
Statements
A probabilistic analysis of the trading the line strategy (English)
0 references
23 February 2009
0 references
binomial model
0 references
cumulative sum procedure
0 references
financial securities
0 references
geometric random walk
0 references
long position
0 references
short position
0 references
SPRT
0 references
trailing stops strategy
0 references
trinomial model
0 references
