| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 979168 | Physica A: Statistical Mechanics and its Applications | 2006 | 7 Pages |
Abstract
Bollinger bands are well-known in stock market as a popular technical analysis tool. We found that Black–Scholes stock price model had this Bollinger bands property also. In this paper, we give the proof of this phenomenon, and give a new distribution of a statistics generated by the Bollinger bands.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Wei Liu, Xudong Huang, Weian Zheng,