𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A trading strategy based on Callable Bull/Bear Contracts

✍ Scribed by Yan-Leung Cheung; Yin-Wong Cheung; Angela W.W. He; Alan T.K. Wan

Book ID
116816903
Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
515 KB
Volume
18
Category
Article
ISSN
0927-538X

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Forecasting and trading strategies based
Forecasting and trading strategies based on a price trend model
✍ Josephine W. C. Kwan; K. Lam; Mike K. P. So; Philip L. H. Yu πŸ“‚ Article πŸ“… 2000 πŸ› John Wiley and Sons 🌐 English βš– 164 KB

In this paper, we consider the price trend model in which it is assumed that the time series of a security's prices contain a stochastic trend component which remains constant on each of a sequence of time intervals, with each interval having random duration. A quasi-maximum likelihood method is use

[IEEE Comput. Soc Ninth Annual IEEE Inte
[IEEE Comput. Soc Ninth Annual IEEE International Conference and Workshop on the Engineering of Computer-Based Systems - Lund, Sweden (8-11 April 2002)] Proceedings Ninth Annual IEEE International Conference and Workshop on the Engineering of Computer-Based Systems - On the relation between design contracts and errors: a software development strategy
✍ Nordby, E.J.; Blom, M.; Brunstrom, A. πŸ“‚ Article πŸ“… 2002 πŸ› IEEE Comput. Soc βš– 338 KB