Probabilistic model for description of evolution of financial indices

DOI10.1023/A:1009437108439MaRDI QIDQ5942034zbMATH OpenOpenAlexWikidataFDO

Authors Yu. V. Bondarenko

Publication date 2000

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1009437108439

zbMATH Keywords

comparison of actual and model dataconnection with Brownian motiondynamics of stock pricesevolution of financial indicesKatz processprobabilistic models of dynamics of stock pricesstochastic mathematics of financetelegraph process

Mathematics Subject Classification ID

Markov processes (60J99) Statistical methods; economic indices and measures (91B82)

Cited in

(4)

• Financial markets analysis by using a probabilistic fuzzy modelling approach
• Optimal dividend policy when cash surplus follows the telegraph process
• AN EXPERIMENT MODEL OF CHANCE DISCOVERY FOR VISUALIZING THE FINANCIAL SITUATION AND TREND
• On pricing basket credit default swaps

This page was built for publication: Probabilistic model for description of evolution of financial indices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5942034)