We present a model for the behaviour of a stock price process under the assumption of the existence of a support/resistance level, which is one of the most popular approaches in the field of technical analysis. We obtain optimal dynamic trading strategies to maximise expected discounted profit under the setup .
We present a solution to an optimal stopping problem for a process with a wide-class of novel dynamics. The dynamics model the support/resistance line concept from financial technical analysis .
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model for the behaviour of a stock price process under the assumption of the existence of a
solution to an optimal stopping problem for a process with a wide-class of novel dynamics. The dynamics model the
R
level, which is one of the most popular approaches in the field of technical analysis. We obtain optimal dynamic trading strategies to maximise expected discounted profit under the setup
line concept from financial technical analysis