| Autor: |
Artemiev, S. S., Yakunin, M. A. |
| Předmět: |
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| Zdroj: |
Russian Journal of Numerical Analysis & Mathematical Modelling; 2001, Vol. 16 Issue 5, p363, 22p, 2 Charts, 2 Graphs |
| Abstrakt: |
Discusses various stochastic models of stock prices, financial futures and rates of exchange of currencies both in the form of stochastic differential equations and in recurrent form. Estimates of the parameters linearly dependent on the stochastic differential equation systems of general form; Stock price development model with variable volatility; Multidimensional model of the stock price development. |
| Databáze: |
Complementary Index |
| Externí odkaz: |
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