A non-linear model of trading mechanism on a financial market (Q2860796)

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scientific article; zbMATH DE number 6225374
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A non-linear model of trading mechanism on a financial market
scientific article; zbMATH DE number 6225374

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    11 November 2013
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    market model
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    Markov process
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    scaling
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    differential equations
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    asymptotics
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    q-fin.TR
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    math.PR
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    A non-linear model of trading mechanism on a financial market (English)
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