HIGHLIGHTS
- who: N.S.Gonchar and collaborators from the Bogolubov Institute for Theoretical Physics have published the paper: Mathematical model of a stock market, in the Journal: (JOURNAL)
- what: The aim of this paper is to propose a wide class of random processes to describe the evolution of a risk active price and to construct a mathematical theory of option pricing.
SUMMARY
Let us calculate Z Z ϕαi (s|{ωα }i-1 ) i,α dξs ({ωα }i )=ϕ0,α i (s|{ωα }i-1 ) Z ϕαi (s|{ωα }i-1 ) i,α,1 dξs ({ωα }i ) ϕ0,α i . . .
If you want to have access to all the content you need to log in!
Thanks :)
If you don't have an account, you can create one here.