scientific article; zbMATH DE number 2215928

zbMATH Open1073.91615MaRDI QIDQ5696705FDOQ5696705

Authors: G. L. Buchbinder, K. M. Chistilin 

Publication date: 18 October 2005

Full work available at URL: http://mathnet.ru/eng/mm/v17/i2/p119

Title of this publication is not available (Why is that?)

Recommendations

• Evidence of Markov properties of high frequency exchange rate data
• Financial market dynamics
• Probability distribution of returns in the Heston model with stochastic volatility
• Two-dimensional stochastic dynamics as model for time evolution of the financial market
• scientific article; zbMATH DE number 2100387

zbMATH Keywords

stochastic modelsshares

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Stochastic models in economics (91B70)

Cited In (3)

• Evidence of Markov properties of high frequency exchange rate data
• STOCK LIQUIDATION VIA STOCHASTIC APPROXIMATION USING NASDAQ DAILY AND INTRA‐DAY DATA
• Title not available (Why is that?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5696705)