Package | Description |
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tech.nmfin.trend.dai2011 |
Modifier and Type | Method and Description |
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Dai2011Solver.Boundaries |
Dai2011Solver.solve()
Solves the HJB equations (a nonlinear PDE system) to get the optimal
stopping regions, i.e., the buying region (buy threshold) and the selling
region (sell threshold).
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