Browsing Open Access Repositories by Author "Imkeller, Nora"
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Trading to stops
Imkeller, Nora; Rogers, Leonard Christopher (Society for Industrial and Applied MathematicsSiam Journal on Financial Mathematics, 2014-12-16)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, ...