Mathematical modelling of system trade in currencies, shares, and financial futures

DOI10.1515/156939805774879598zbMath1125.91386OpenAlexW4245586732MaRDI QIDQ3365767

M. A. Yakunin, S. S. Artem'ev

Publication date: 23 January 2006

Published in: Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/156939805774879598

zbMATH Keywords

stock pricesfinancial exchange ratesprices of futures contracts

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Trade models (91B60)

Cites Work

• Unnamed Item
• Mathematical models of the prices of various financial instruments in the problem of constructing the investment portfolio in futures and option trading
• Analysis of the total profitability asymptotic distribution for a trade algorithm

This page was built for publication: Mathematical modelling of system trade in currencies, shares, and financial futures