Uses of Package
tech.nmfin.trend.dai2011

Packages that use tech.nmfin.trend.dai2011

Package	Description
tech.nmfin.trend.dai2011

Classes in tech.nmfin.trend.dai2011 used by tech.nmfin.trend.dai2011

Class and Description
Dai2011HMM Creates a two-state Geometric Brownian Motion with a constant volatility.
Dai2011HMM.ModelParam
Dai2011Solver Solves the stochastic control problem in the referenced paper to get the two thresholds.
Dai2011Solver.Boundaries
Dai2011Solver.Builder