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| CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS
2007 23 (4):
428-433
ISSN: 1001-4268: CN: 31-1256 / O1 |
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| 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 Online 2007-11-15 |
| Reference |
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| Corresponding author: HUNAG Xudong |
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