Zobrazeno 1 - 2
of 2
pro vyhledávání: '"A. L. Yablonski"'
Publikováno v:
Journal of Mathematical Finance. :1-9
The design of this study is to investigate the evolution of a stochastic price process consequent to discrete processes of bids and offers in a market microstructure setting. Under a set of flexible assumptions about agent preferences, we generate a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ea0dc12a0e271a2ebd86cbbadd3dda56
https://doi.org/10.4236/jmf.2013.31001
https://doi.org/10.4236/jmf.2013.31001
Autor:
N. V. Lazakovich, A. L. Yablonski
Publikováno v:
Theory of Probability & Its Applications. 50:612-630
In the paper the limiting behavior of finite sums with averaging containing Levy processes is considered. For this purpose a new class of stochastic integrals for Levy processes including, in particular, the Ito integral, Stratonovich integral, and o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::957fd638f5fe2482a06e94869fc17be6
https://doi.org/10.1137/s0040585x97982001
https://doi.org/10.1137/s0040585x97982001