Probabilistic model for description of evolution of financial indices
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Publication:5942034
DOI10.1023/A:1009437108439zbMath1072.91618OpenAlexW36279163MaRDI QIDQ5942034
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
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
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