On some properties of Kagi and Renko strategies for random walk
Teoriâ veroâtnostej i ee primeneniâ, Tome 56 (2011) no. 2, pp. 279-300
Cet article a éte moissonné depuis la source Math-Net.Ru
@article{TVP_2011_56_2_a3,
author = {M. A. Spiryaev},
title = {On some properties of {Kagi} and {Renko} strategies for random walk},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {279--300},
year = {2011},
volume = {56},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2011_56_2_a3/}
}
M. A. Spiryaev. On some properties of Kagi and Renko strategies for random walk. Teoriâ veroâtnostej i ee primeneniâ, Tome 56 (2011) no. 2, pp. 279-300. http://geodesic.mathdoc.fr/item/TVP_2011_56_2_a3/
[1] Bulinskii A. V., Shiryaev A. N., Teoriya sluchainykh protsessov, Fizmatlit, M., 2005, 402 pp.
[2] Pastukhov S. V., “O nekotorykh veroyatnostno-statisticheskikh metodakh v tekhnicheskom analize”, Teoriya veroyatn. i ee primen., 49:2 (2004), 297–316 | Zbl
[3] Feller V., Vvedenie v teoriyu veroyatnostei i ee prilozheniya, Mir, M., 1964, 498 pp.
[4] Shiryaev A. N., O martingalnykh metodakh v zadachakh o peresechenii granits brounovskim dvizheniem, Sovr. probl. matem., 8, MIAN, M., 2007, 78 pp.
[5] Nison C., Za granyu yaponskikh svechei: novye yaponskie metody graficheskogo analiza, Evro, M., 2009, 304 pp.