Mathematical model for resistance and optimal strategy

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dc.creatorBergery, Blandine Berard
dc.creatorProfeta, Christophe
dc.creatorTanré, Etienne
dc.date2008-12-16
dc.date2009-02-24
dc.date.accessioned2026-07-07T12:45:22Z
dc.date.available2026-07-07T12:45:22Z
dc.descriptionWe propose a mathematical model for one pattern of charts studied in technical analysis: in a phase of consolidation, the price of a risky asset goes down $ξ$ times after hitting a resistance level. We construct a mathematical strategy and we calculate the expectation of the wealth for the logaritmic utility function. Via simulations, we compare the strategy with the standard one.
dc.identifierhttps://arxiv.org/abs/0812.3027
dc.identifierhttp://arxiv.org/abs/0812.3027
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/221063
dc.subjectProbability
dc.subject60G35, 91B28, 91B70
dc.titleMathematical model for resistance and optimal strategy
dc.typetext

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