arXiv (All)
open access
Optimal Liquidation with Support and Resistance Levels under Multi-Skew Brownian Motion
We solve the perpetual liquidation problem for a geometric multi-skew Brownian motion carrying local-time pushes upward at a support level and downward at a resistance level, a model of technical analysis that is Markov in the price alone. Three geometries arise, separated by a closed-form criterion
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- A discrete crack-tip theory for nonlinear lattice networks#927844
- The radial part of $p$-Brownian motion#999081
- Extension of Excess Demand Ascending Auction to Multi-Demand Model by Discrete Convex Analysis Approach#971798
- The Power of Simple Mechanisms: A Tight $e$-Approximation for Gains from Trade in Matching Markets#1142298
- Local Explosions and Extinction in Continuous-state Branching Processes with Logistic Competition#1134147
Record · ID 1129665
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive