Markov-Modulated Geometric Brownian Motion and Bollinger Bands
HUNAG Xudong, Liu Wei
CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST . 2007, (4): 428 -433 . 

Copyright © CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS
Tel: 021-54345267　Fax: 021-54345058　E-mail: aps@stat.ecnu.edu.cn
Powered by Beijing Magtech Co. Ltd.