Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Shmatov, Kyrylo"'
Autor:
Shmatov, Kyrylo, Smirnov, Mikhail
This article considers a model for alternative processes for securities prices and compares this model with actual return data of several securities. The distributions of returns that appear in the model can be Gaussian as well as non-Gaussian; in pa
Externí odkaz:
http://arxiv.org/abs/nlin/0506015
Autor:
Kachani, Soulaymane1 (AUTHOR), Shmatov, Kyrylo2 (AUTHOR)
Publikováno v:
Production & Operations Management. Sep2011, Vol. 20 Issue 5, p668-680. 13p.
Publikováno v:
Journal of Revenue & Pricing Management; Nov2009, Vol. 8 Issue 5, p438-451, 14p, 1 Graph