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An Optimal Stopping Problem Modeling Technical Analysis (1707.05253v4)

Published 17 Jul 2017 in q-fin.MF

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.

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Authors (2)

  1. Jun Maeda
  2. Saul D. Jacka
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