A non-linear model of trading mechanism on a financial market
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Publication:2860796
zbMath1295.91065arXiv1201.4580MaRDI QIDQ2860796
Vladimir Belitsky, N. D. Vvedenskaya, Yu. M. Sukhov
Publication date: 11 November 2013
Full work available at URL: https://arxiv.org/abs/1201.4580
Trade models (91B60) Applications of continuous-time Markov processes on discrete state spaces (60J28)
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