Mathematical modelling of a generalized securities market as a binary, stochastic system

DOI10.1080/09720510.2001.10701033zbMath1051.91044OpenAlexW1988022133MaRDI QIDQ2782300

Sukanto Bhattacharya

Publication date: 2001

Published in: Journal of Statistics and Management Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/09720510.2001.10701033

zbMATH Keywords

financial marketsMarkov switching modeltwo-person zero-sum gamesecurities market behaviour

Mathematics Subject Classification ID

Noncooperative games (91A10)

Related Items (1)

Reduced-order filters for neutral systems with distributed delays

This page was built for publication: Mathematical modelling of a generalized securities market as a binary, stochastic system