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math.PR2008
Mathematical model for resistance and optimal strategy
Blandine Berard Bergery, Christophe Profeta, Etienne Tanré
We propose a mathematical model for one pattern of charts studied in technical analysis: in a phase of consolidation, the price of a risky asset goes down times after hitting a…
math.PR2006
Quelques approximations du temps local brownien
Blandine Berard Bergery, Pierre Vallois
We give some approximations of the local time process at level of the real Brownian motion . We prove that $ \frac{2}ε\int_0^{t} X_{(u+ε)\wedge…