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2007, Vol. 23(4): 428-433 DOI: | ||
Markov-Modulated Geometric Brownian Motion and Bollinger Bands | ||
HUNAG Xudong, Liu Wei | ||
Department of Statistics, East China Normal University, College of Mathematics and Computer Science, Anhui Normal University | ||
Received 1900-01-01 Revised 1900-01-01 | ||
Supporting info | ||
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