On Some Properties of Kagi and Renko Trading Strategies for Brownian Motion (Q4905013)
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scientific article; zbMATH DE number 6136026
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Some Properties of Kagi and Renko Trading Strategies for Brownian Motion |
scientific article; zbMATH DE number 6136026 |
Statements
On Some Properties of Kagi and Renko Trading Strategies for Brownian Motion (English)
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14 February 2013
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random walk
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downfall and range of random walk
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Kagi and Renko trading strategies
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Kagi and Renko stopping times
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