Liu, Wei; Huang, Xudong; Zheng, Weian - In: Physica A: Statistical Mechanics and its Applications 371 (2006) 2, pp. 565-571
Bollinger bands are well-known in stock market as a popular technical analysis tool. We found that Black–Scholes stock price model had this Bollinger bands property also. In this paper, we give the proof of this phenomenon, and give a new distribution of a statistics generated by the Bollinger...