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On stop-loss strategies for stock investments.

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Publication:1854965
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DOI10.1016/S0096-3003(99)00229-5zbMath1048.91069WikidataQ127186446 ScholiaQ127186446MaRDI QIDQ1854965

Andrew Minglong Wang, Shih-yu Shen

Publication date: 28 January 2003

Published in: Applied Mathematics and Computation (Search for Journal in Brave)


zbMATH Keywords

convection-diffusion equationboundary element methodboundary value problem


Mathematics Subject Classification ID


Related Items

A probabilistic analysis of the trading the line strategy ⋮ A simple computational model for analyzing the properties of stop-loss, take-profit, and price breakout trading strategies



Cites Work

  • The Pricing of Options and Corporate Liabilities
  • On the first hitting time and the last exit time for a Brownian motion to/from a moving boundary
  • The final size of a nearly critical epidemic, and the first passage time of a Wiener process to a parabolic barrier
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