Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

Modelling of stock price changes: a real analysis approach

From MaRDI portal
Publication:5926471
Jump to:navigation, search

DOI10.1007/s007800050077zbMath1066.91048arXivmath/0005238OpenAlexW2103224167MaRDI QIDQ5926471

Rimas Norvaiša

Publication date: 1 March 2001

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0005238


zbMATH Keywords

continuous time modelmodel testingreturnstock pricetrading strategy


Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (6)

A new class of nearly self-financing strategies ⋮ Rough functions: \(p\)-variation, calculus, and index estimation ⋮ Continuous-time trading and the emergence of probability ⋮ On arbitrage and Markovian short rates in fractional bond markets ⋮ Insurance control for classical risk model with fractional Brownian motion perturbation ⋮ Ruin probability at a given time for a model with liabilities of the fractional Brownian motion type: A partial differential equation approach




This page was built for publication: Modelling of stock price changes: a real analysis approach

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:5926471&oldid=12062887"
Category:
  • Pages with script errors
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 30 January 2024, at 01:21.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki