Browsing Department of Pure Mathematics and Mathematical Statistics (DPMMS) by Subject "barriers"
Now showing items 11 of 1

Trading to stops
(Society for Industrial and Applied MathematicsSiam Journal on Financial Mathematics, 20141216)The use of trading stops is a common practice in financial markets for a variety of reasons: it reduces the frequency of trading and thereby transaction costs; it provides a simple way to control losses on a given trade, ...