Probabilistic model for description of evolution of financial indices (Q5942034): Difference between revisions
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scientific article; zbMATH DE number 1637762
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probabilistic model for description of evolution of financial indices |
scientific article; zbMATH DE number 1637762 |
Statements
Probabilistic model for description of evolution of financial indices (English)
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2000
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stochastic mathematics of finance
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evolution of financial indices
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dynamics of stock prices
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probabilistic models of dynamics of stock prices
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Katz process
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telegraph process
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comparison of actual and model data
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connection with Brownian motion
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