摘要
本文提出证券市场多次最优停止的理论和方法。
In this paper,we establish the theory and method of multi optimal stopping in stock market,and apply this theory to explain several widely used technical analysis tools:support lines,resistance lines.
出处
《经济数学》
1999年第4期13-26,共14页
Journal of Quantitative Economics
基金
国家自然科学基金!(79670034)
