Uses of Class
tech.nmfin.trend.dai2011.Dai2011Solver.Boundaries
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Packages that use Dai2011Solver.Boundaries Package Description tech.nmfin.trend.dai2011 -
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Uses of Dai2011Solver.Boundaries in tech.nmfin.trend.dai2011
Methods in tech.nmfin.trend.dai2011 that return Dai2011Solver.Boundaries Modifier and Type Method Description 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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