The Kurzweil integral in financial market modeling /
Certain financial market strategies are known to exhibit a hysteretic structure similar to the memory observed in plasticity, ferromagnetism, or magnetostriction. The main difference is that in financial markets, the spontaneous occurrence of discontinuities in the time evolution has to be taken int...
| Hlavní autor: |
Krejčí, Pavel, 1954-
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Autor )
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| Další autoři: |
Lamba, Harbir
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Autor )
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| Typ dokumentu: | Článek |
| Jazyk: |
angličtina |
| ISSN: | 0862-7959 |
| Zdroj: | Mathematica Bohemica = Časopis pro pěstování matematiky: Vol. 141, No. 2 (2016), pp. 261-286. |
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